ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 19-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
120-293 |
121-078 |
0-105 |
0.3% |
121-042 |
| High |
121-070 |
121-102 |
0-032 |
0.1% |
121-102 |
| Low |
120-253 |
120-282 |
0-030 |
0.1% |
120-238 |
| Close |
121-035 |
121-007 |
-0-028 |
-0.1% |
121-007 |
| Range |
0-138 |
0-140 |
0-002 |
1.8% |
0-185 |
| ATR |
0-123 |
0-124 |
0-001 |
1.0% |
0-000 |
| Volume |
108,657 |
159,747 |
51,090 |
47.0% |
434,174 |
|
| Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-124 |
122-046 |
121-084 |
|
| R3 |
121-304 |
121-226 |
121-046 |
|
| R2 |
121-164 |
121-164 |
121-033 |
|
| R1 |
121-086 |
121-086 |
121-020 |
121-055 |
| PP |
121-024 |
121-024 |
121-024 |
121-009 |
| S1 |
120-266 |
120-266 |
120-315 |
120-235 |
| S2 |
120-204 |
120-204 |
120-302 |
|
| S3 |
120-064 |
120-126 |
120-289 |
|
| S4 |
119-244 |
119-306 |
120-250 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-244 |
122-151 |
121-109 |
|
| R3 |
122-059 |
121-286 |
121-058 |
|
| R2 |
121-194 |
121-194 |
121-041 |
|
| R1 |
121-101 |
121-101 |
121-024 |
121-055 |
| PP |
121-009 |
121-009 |
121-009 |
120-306 |
| S1 |
120-236 |
120-236 |
120-311 |
120-190 |
| S2 |
120-144 |
120-144 |
120-294 |
|
| S3 |
119-279 |
120-051 |
120-277 |
|
| S4 |
119-094 |
119-186 |
120-226 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-057 |
|
2.618 |
122-149 |
|
1.618 |
122-009 |
|
1.000 |
121-242 |
|
0.618 |
121-189 |
|
HIGH |
121-102 |
|
0.618 |
121-049 |
|
0.500 |
121-032 |
|
0.382 |
121-016 |
|
LOW |
120-282 |
|
0.618 |
120-196 |
|
1.000 |
120-142 |
|
1.618 |
120-056 |
|
2.618 |
119-236 |
|
4.250 |
119-007 |
|
|
| Fisher Pivots for day following 19-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-032 |
121-010 |
| PP |
121-024 |
121-009 |
| S1 |
121-016 |
121-008 |
|