ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 08-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2016 |
08-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
120-300 |
120-318 |
0-018 |
0.0% |
120-130 |
| High |
121-005 |
121-122 |
0-118 |
0.3% |
121-027 |
| Low |
120-202 |
120-318 |
0-115 |
0.3% |
120-045 |
| Close |
120-262 |
121-122 |
0-180 |
0.5% |
120-262 |
| Range |
0-122 |
0-125 |
0-002 |
2.0% |
0-302 |
| ATR |
0-088 |
0-094 |
0-007 |
7.5% |
0-000 |
| Volume |
23,597 |
22,311 |
-1,286 |
-5.4% |
69,149 |
|
| Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-136 |
122-094 |
121-191 |
|
| R3 |
122-011 |
121-289 |
121-157 |
|
| R2 |
121-206 |
121-206 |
121-145 |
|
| R1 |
121-164 |
121-164 |
121-134 |
121-185 |
| PP |
121-081 |
121-081 |
121-081 |
121-091 |
| S1 |
121-039 |
121-039 |
121-111 |
121-060 |
| S2 |
120-276 |
120-276 |
121-100 |
|
| S3 |
120-151 |
120-234 |
121-088 |
|
| S4 |
120-026 |
120-109 |
121-054 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-166 |
123-037 |
121-109 |
|
| R3 |
122-183 |
122-054 |
121-026 |
|
| R2 |
121-201 |
121-201 |
120-318 |
|
| R1 |
121-072 |
121-072 |
120-290 |
121-136 |
| PP |
120-218 |
120-218 |
120-218 |
120-251 |
| S1 |
120-089 |
120-089 |
120-235 |
120-154 |
| S2 |
119-236 |
119-236 |
120-207 |
|
| S3 |
118-253 |
119-107 |
120-179 |
|
| S4 |
117-271 |
118-124 |
120-096 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-014 |
|
2.618 |
122-130 |
|
1.618 |
122-005 |
|
1.000 |
121-247 |
|
0.618 |
121-200 |
|
HIGH |
121-122 |
|
0.618 |
121-075 |
|
0.500 |
121-060 |
|
0.382 |
121-045 |
|
LOW |
120-318 |
|
0.618 |
120-240 |
|
1.000 |
120-193 |
|
1.618 |
120-115 |
|
2.618 |
119-310 |
|
4.250 |
119-106 |
|
|
| Fisher Pivots for day following 08-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-102 |
121-082 |
| PP |
121-081 |
121-042 |
| S1 |
121-060 |
121-002 |
|