ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 03-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
120-162 |
120-130 |
-0-032 |
-0.1% |
121-005 |
| High |
120-192 |
120-155 |
-0-037 |
-0.1% |
121-167 |
| Low |
120-085 |
120-085 |
0-000 |
0.0% |
120-230 |
| Close |
120-112 |
120-135 |
0-023 |
0.1% |
120-282 |
| Range |
0-107 |
0-070 |
-0-037 |
-34.6% |
0-257 |
| ATR |
0-132 |
0-127 |
-0-004 |
-3.4% |
0-000 |
| Volume |
683,473 |
576,294 |
-107,179 |
-15.7% |
4,799,884 |
|
| Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-015 |
120-305 |
120-174 |
|
| R3 |
120-265 |
120-235 |
120-154 |
|
| R2 |
120-195 |
120-195 |
120-148 |
|
| R1 |
120-165 |
120-165 |
120-141 |
120-180 |
| PP |
120-125 |
120-125 |
120-125 |
120-132 |
| S1 |
120-095 |
120-095 |
120-129 |
120-110 |
| S2 |
120-055 |
120-055 |
120-122 |
|
| S3 |
119-305 |
120-025 |
120-116 |
|
| S4 |
119-235 |
119-275 |
120-096 |
|
|
| 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 |
121-132 |
|
2.618 |
121-018 |
|
1.618 |
120-268 |
|
1.000 |
120-225 |
|
0.618 |
120-198 |
|
HIGH |
120-155 |
|
0.618 |
120-128 |
|
0.500 |
120-120 |
|
0.382 |
120-112 |
|
LOW |
120-085 |
|
0.618 |
120-042 |
|
1.000 |
120-015 |
|
1.618 |
119-292 |
|
2.618 |
119-222 |
|
4.250 |
119-108 |
|
|
| Fisher Pivots for day following 03-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
120-130 |
120-231 |
| PP |
120-125 |
120-199 |
| S1 |
120-120 |
120-167 |
|