ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 04-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2016 |
04-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
120-225 |
120-240 |
0-015 |
0.0% |
119-218 |
| High |
121-027 |
120-290 |
-0-057 |
-0.1% |
120-130 |
| Low |
120-190 |
120-215 |
0-025 |
0.1% |
119-218 |
| Close |
120-230 |
120-270 |
0-040 |
0.1% |
120-130 |
| Range |
0-157 |
0-075 |
-0-082 |
-52.4% |
0-233 |
| ATR |
0-086 |
0-085 |
-0-001 |
-0.9% |
0-000 |
| Volume |
21,115 |
4,882 |
-16,233 |
-76.9% |
22,531 |
|
| Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-163 |
121-132 |
120-311 |
|
| R3 |
121-088 |
121-057 |
120-291 |
|
| R2 |
121-013 |
121-013 |
120-284 |
|
| R1 |
120-302 |
120-302 |
120-277 |
120-318 |
| PP |
120-258 |
120-258 |
120-258 |
120-266 |
| S1 |
120-227 |
120-227 |
120-263 |
120-243 |
| S2 |
120-183 |
120-183 |
120-256 |
|
| S3 |
120-108 |
120-152 |
120-249 |
|
| S4 |
120-033 |
120-077 |
120-229 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-110 |
122-033 |
120-258 |
|
| R3 |
121-198 |
121-120 |
120-194 |
|
| R2 |
120-285 |
120-285 |
120-173 |
|
| R1 |
120-208 |
120-208 |
120-151 |
120-246 |
| PP |
120-053 |
120-053 |
120-053 |
120-072 |
| S1 |
119-295 |
119-295 |
120-109 |
120-014 |
| S2 |
119-140 |
119-140 |
120-087 |
|
| S3 |
118-227 |
119-062 |
120-066 |
|
| S4 |
117-315 |
118-150 |
120-002 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-289 |
|
2.618 |
121-166 |
|
1.618 |
121-091 |
|
1.000 |
121-045 |
|
0.618 |
121-016 |
|
HIGH |
120-290 |
|
0.618 |
120-261 |
|
0.500 |
120-253 |
|
0.382 |
120-244 |
|
LOW |
120-215 |
|
0.618 |
120-169 |
|
1.000 |
120-140 |
|
1.618 |
120-094 |
|
2.618 |
120-019 |
|
4.250 |
119-216 |
|
|
| Fisher Pivots for day following 04-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-264 |
120-251 |
| PP |
120-258 |
120-233 |
| S1 |
120-253 |
120-214 |
|