ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 25-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2016 |
25-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
121-050 |
121-025 |
-0-025 |
-0.1% |
121-042 |
| High |
121-167 |
121-150 |
-0-017 |
0.0% |
121-102 |
| Low |
121-007 |
121-002 |
-0-005 |
0.0% |
120-238 |
| Close |
121-027 |
121-125 |
0-098 |
0.3% |
121-007 |
| Range |
0-160 |
0-148 |
-0-012 |
-7.5% |
0-185 |
| ATR |
0-126 |
0-127 |
0-002 |
1.3% |
0-000 |
| Volume |
1,208,779 |
1,176,609 |
-32,170 |
-2.7% |
434,174 |
|
| Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-216 |
122-159 |
121-206 |
|
| R3 |
122-068 |
122-011 |
121-166 |
|
| R2 |
121-240 |
121-240 |
121-152 |
|
| R1 |
121-183 |
121-183 |
121-139 |
121-212 |
| PP |
121-092 |
121-092 |
121-092 |
121-107 |
| S1 |
121-035 |
121-035 |
121-111 |
121-064 |
| S2 |
120-264 |
120-264 |
121-098 |
|
| S3 |
120-116 |
120-207 |
121-084 |
|
| S4 |
119-288 |
120-059 |
121-044 |
|
|
| 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 |
123-139 |
|
2.618 |
122-217 |
|
1.618 |
122-069 |
|
1.000 |
121-298 |
|
0.618 |
121-241 |
|
HIGH |
121-150 |
|
0.618 |
121-093 |
|
0.500 |
121-076 |
|
0.382 |
121-059 |
|
LOW |
121-002 |
|
0.618 |
120-231 |
|
1.000 |
120-174 |
|
1.618 |
120-083 |
|
2.618 |
119-255 |
|
4.250 |
119-013 |
|
|
| Fisher Pivots for day following 25-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
121-109 |
121-096 |
| PP |
121-092 |
121-067 |
| S1 |
121-076 |
121-039 |
|