ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 04-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
120-192 |
120-180 |
-0-012 |
0.0% |
120-317 |
| High |
120-210 |
120-205 |
-0-005 |
0.0% |
121-092 |
| Low |
120-147 |
120-075 |
-0-072 |
-0.2% |
120-075 |
| Close |
120-195 |
120-105 |
-0-090 |
-0.2% |
120-105 |
| Range |
0-063 |
0-130 |
0-067 |
106.3% |
1-017 |
| ATR |
0-135 |
0-135 |
0-000 |
-0.3% |
0-000 |
| Volume |
47,242 |
63,206 |
15,964 |
33.8% |
544,480 |
|
| Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-198 |
121-122 |
120-176 |
|
| R3 |
121-068 |
120-312 |
120-141 |
|
| R2 |
120-258 |
120-258 |
120-129 |
|
| R1 |
120-182 |
120-182 |
120-117 |
120-155 |
| PP |
120-128 |
120-128 |
120-128 |
120-115 |
| S1 |
120-052 |
120-052 |
120-093 |
120-025 |
| S2 |
119-318 |
119-318 |
120-081 |
|
| S3 |
119-188 |
119-242 |
120-069 |
|
| S4 |
119-058 |
119-112 |
120-034 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-248 |
123-034 |
120-290 |
|
| R3 |
122-231 |
122-017 |
120-198 |
|
| R2 |
121-214 |
121-214 |
120-167 |
|
| R1 |
121-000 |
121-000 |
120-136 |
120-258 |
| PP |
120-197 |
120-197 |
120-197 |
120-167 |
| S1 |
119-303 |
119-303 |
120-074 |
119-242 |
| S2 |
119-180 |
119-180 |
120-043 |
|
| S3 |
118-163 |
118-286 |
120-012 |
|
| S4 |
117-146 |
117-269 |
119-240 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-092 |
120-075 |
1-017 |
0.9% |
0-116 |
0.3% |
9% |
False |
True |
108,896 |
| 10 |
121-195 |
120-075 |
1-120 |
1.1% |
0-110 |
0.3% |
7% |
False |
True |
708,751 |
| 20 |
122-157 |
120-075 |
2-082 |
1.9% |
0-137 |
0.4% |
4% |
False |
True |
777,845 |
| 40 |
122-157 |
118-260 |
3-217 |
3.1% |
0-138 |
0.4% |
41% |
False |
False |
757,922 |
| 60 |
122-157 |
118-017 |
4-140 |
3.7% |
0-126 |
0.3% |
51% |
False |
False |
662,762 |
| 80 |
122-157 |
117-302 |
4-175 |
3.8% |
0-118 |
0.3% |
52% |
False |
False |
599,759 |
| 100 |
122-157 |
117-302 |
4-175 |
3.8% |
0-112 |
0.3% |
52% |
False |
False |
480,131 |
| 120 |
122-157 |
117-302 |
4-175 |
3.8% |
0-098 |
0.3% |
52% |
False |
False |
400,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-118 |
|
2.618 |
121-225 |
|
1.618 |
121-095 |
|
1.000 |
121-015 |
|
0.618 |
120-285 |
|
HIGH |
120-205 |
|
0.618 |
120-155 |
|
0.500 |
120-140 |
|
0.382 |
120-125 |
|
LOW |
120-075 |
|
0.618 |
119-315 |
|
1.000 |
119-265 |
|
1.618 |
119-185 |
|
2.618 |
119-055 |
|
4.250 |
118-162 |
|
|
| Fisher Pivots for day following 04-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-140 |
120-158 |
| PP |
120-128 |
120-141 |
| S1 |
120-117 |
120-123 |
|