ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 01-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
120-282 |
121-007 |
0-045 |
0.1% |
121-005 |
| High |
121-017 |
121-057 |
0-040 |
0.1% |
121-167 |
| Low |
120-250 |
120-150 |
-0-100 |
-0.3% |
120-230 |
| Close |
120-315 |
120-155 |
-0-160 |
-0.4% |
120-282 |
| Range |
0-087 |
0-227 |
0-140 |
160.9% |
0-257 |
| ATR |
0-127 |
0-134 |
0-007 |
5.7% |
0-000 |
| Volume |
732,932 |
686,053 |
-46,879 |
-6.4% |
4,799,884 |
|
| Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-268 |
122-119 |
120-280 |
|
| R3 |
122-041 |
121-212 |
120-217 |
|
| R2 |
121-134 |
121-134 |
120-197 |
|
| R1 |
120-305 |
120-305 |
120-176 |
120-266 |
| PP |
120-227 |
120-227 |
120-227 |
120-208 |
| S1 |
120-078 |
120-078 |
120-134 |
120-039 |
| S2 |
120-000 |
120-000 |
120-113 |
|
| S3 |
119-093 |
119-171 |
120-093 |
|
| S4 |
118-186 |
118-264 |
120-030 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-144 |
122-310 |
121-103 |
|
| R3 |
122-207 |
122-053 |
121-033 |
|
| R2 |
121-270 |
121-270 |
121-009 |
|
| R1 |
121-116 |
121-116 |
120-306 |
121-064 |
| PP |
121-013 |
121-013 |
121-013 |
120-307 |
| S1 |
120-179 |
120-179 |
120-258 |
120-128 |
| S2 |
120-076 |
120-076 |
120-235 |
|
| S3 |
119-139 |
119-242 |
120-211 |
|
| S4 |
118-202 |
118-305 |
120-141 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-062 |
|
2.618 |
123-011 |
|
1.618 |
122-104 |
|
1.000 |
121-284 |
|
0.618 |
121-197 |
|
HIGH |
121-057 |
|
0.618 |
120-290 |
|
0.500 |
120-264 |
|
0.382 |
120-237 |
|
LOW |
120-150 |
|
0.618 |
120-010 |
|
1.000 |
119-243 |
|
1.618 |
119-103 |
|
2.618 |
118-196 |
|
4.250 |
117-145 |
|
|
| Fisher Pivots for day following 01-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-264 |
120-264 |
| PP |
120-227 |
120-227 |
| S1 |
120-191 |
120-191 |
|