ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 08-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2016 |
08-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
120-117 |
120-087 |
-0-030 |
-0.1% |
120-317 |
| High |
120-117 |
120-187 |
0-070 |
0.2% |
121-092 |
| Low |
120-035 |
120-087 |
0-052 |
0.1% |
120-075 |
| Close |
120-050 |
120-152 |
0-102 |
0.3% |
120-105 |
| Range |
0-082 |
0-100 |
0-018 |
22.0% |
1-017 |
| ATR |
0-131 |
0-132 |
0-000 |
0.3% |
0-000 |
| Volume |
39,232 |
17,810 |
-21,422 |
-54.6% |
544,480 |
|
| Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-122 |
121-077 |
120-207 |
|
| R3 |
121-022 |
120-297 |
120-180 |
|
| R2 |
120-242 |
120-242 |
120-170 |
|
| R1 |
120-197 |
120-197 |
120-161 |
120-220 |
| PP |
120-142 |
120-142 |
120-142 |
120-153 |
| S1 |
120-097 |
120-097 |
120-143 |
120-120 |
| S2 |
120-042 |
120-042 |
120-134 |
|
| S3 |
119-262 |
119-317 |
120-124 |
|
| S4 |
119-162 |
119-217 |
120-097 |
|
|
| 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 |
120-242 |
120-035 |
0-207 |
0.5% |
0-094 |
0.2% |
57% |
False |
False |
49,364 |
| 10 |
121-195 |
120-035 |
1-160 |
1.2% |
0-106 |
0.3% |
24% |
False |
False |
442,970 |
| 20 |
122-157 |
120-035 |
2-122 |
2.0% |
0-127 |
0.3% |
15% |
False |
False |
690,995 |
| 40 |
122-157 |
119-042 |
3-115 |
2.8% |
0-134 |
0.3% |
40% |
False |
False |
716,827 |
| 60 |
122-157 |
118-017 |
4-140 |
3.7% |
0-126 |
0.3% |
55% |
False |
False |
643,010 |
| 80 |
122-157 |
118-017 |
4-140 |
3.7% |
0-118 |
0.3% |
55% |
False |
False |
600,248 |
| 100 |
122-157 |
117-302 |
4-175 |
3.8% |
0-113 |
0.3% |
56% |
False |
False |
480,690 |
| 120 |
122-157 |
117-302 |
4-175 |
3.8% |
0-100 |
0.3% |
56% |
False |
False |
400,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-292 |
|
2.618 |
121-129 |
|
1.618 |
121-029 |
|
1.000 |
120-287 |
|
0.618 |
120-249 |
|
HIGH |
120-187 |
|
0.618 |
120-149 |
|
0.500 |
120-137 |
|
0.382 |
120-125 |
|
LOW |
120-087 |
|
0.618 |
120-025 |
|
1.000 |
119-307 |
|
1.618 |
119-245 |
|
2.618 |
119-145 |
|
4.250 |
118-302 |
|
|
| Fisher Pivots for day following 08-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-147 |
120-141 |
| PP |
120-142 |
120-131 |
| S1 |
120-137 |
120-120 |
|