ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 29-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
121-107 |
120-317 |
-0-110 |
-0.3% |
121-035 |
| High |
121-002 |
121-052 |
0-050 |
0.1% |
121-195 |
| Low |
121-002 |
120-290 |
-0-032 |
-0.1% |
120-265 |
| Close |
121-002 |
121-032 |
0-030 |
0.1% |
121-002 |
| Range |
0-000 |
0-082 |
0-082 |
|
0-250 |
| ATR |
0-144 |
0-139 |
-0-004 |
-3.1% |
0-000 |
| Volume |
714,420 |
232,442 |
-481,978 |
-67.5% |
6,543,036 |
|
| Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-264 |
121-230 |
121-077 |
|
| R3 |
121-182 |
121-148 |
121-055 |
|
| R2 |
121-100 |
121-100 |
121-047 |
|
| R1 |
121-066 |
121-066 |
121-040 |
121-083 |
| PP |
121-018 |
121-018 |
121-018 |
121-026 |
| S1 |
120-304 |
120-304 |
121-024 |
121-001 |
| S2 |
120-256 |
120-256 |
121-017 |
|
| S3 |
120-174 |
120-222 |
121-009 |
|
| S4 |
120-092 |
120-140 |
120-307 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-157 |
123-010 |
121-140 |
|
| R3 |
122-227 |
122-080 |
121-071 |
|
| R2 |
121-297 |
121-297 |
121-048 |
|
| R1 |
121-150 |
121-150 |
121-025 |
121-098 |
| PP |
121-047 |
121-047 |
121-047 |
121-022 |
| S1 |
120-220 |
120-220 |
120-299 |
120-168 |
| S2 |
120-117 |
120-117 |
120-276 |
|
| S3 |
119-187 |
119-290 |
120-253 |
|
| S4 |
118-257 |
119-040 |
120-184 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-195 |
120-265 |
0-250 |
0.6% |
0-104 |
0.3% |
35% |
False |
False |
1,167,923 |
| 10 |
121-195 |
120-265 |
0-250 |
0.6% |
0-116 |
0.3% |
35% |
False |
False |
967,697 |
| 20 |
122-157 |
120-127 |
2-030 |
1.7% |
0-141 |
0.4% |
34% |
False |
False |
903,138 |
| 40 |
122-157 |
118-050 |
4-107 |
3.6% |
0-137 |
0.4% |
68% |
False |
False |
798,345 |
| 60 |
122-157 |
118-017 |
4-140 |
3.7% |
0-128 |
0.3% |
69% |
False |
False |
705,600 |
| 80 |
122-157 |
117-302 |
4-175 |
3.8% |
0-119 |
0.3% |
69% |
False |
False |
595,859 |
| 100 |
122-157 |
117-302 |
4-175 |
3.8% |
0-109 |
0.3% |
69% |
False |
False |
477,011 |
| 120 |
122-157 |
117-302 |
4-175 |
3.8% |
0-094 |
0.2% |
69% |
False |
False |
397,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-080 |
|
2.618 |
121-267 |
|
1.618 |
121-185 |
|
1.000 |
121-134 |
|
0.618 |
121-103 |
|
HIGH |
121-052 |
|
0.618 |
121-021 |
|
0.500 |
121-011 |
|
0.382 |
121-001 |
|
LOW |
120-290 |
|
0.618 |
120-239 |
|
1.000 |
120-208 |
|
1.618 |
120-157 |
|
2.618 |
120-075 |
|
4.250 |
119-262 |
|
|
| Fisher Pivots for day following 29-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-025 |
121-072 |
| PP |
121-018 |
121-059 |
| S1 |
121-011 |
121-046 |
|