ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 14-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
119-270 |
119-190 |
-0-080 |
-0.2% |
120-057 |
| High |
119-295 |
119-240 |
-0-055 |
-0.1% |
120-130 |
| Low |
119-172 |
119-175 |
0-003 |
0.0% |
119-172 |
| Close |
119-202 |
119-207 |
0-005 |
0.0% |
119-202 |
| Range |
0-123 |
0-065 |
-0-058 |
-47.2% |
0-278 |
| ATR |
0-130 |
0-126 |
-0-005 |
-3.6% |
0-000 |
| Volume |
521,452 |
376,708 |
-144,744 |
-27.8% |
2,866,110 |
|
| Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-082 |
120-050 |
119-243 |
|
| R3 |
120-017 |
119-305 |
119-225 |
|
| R2 |
119-272 |
119-272 |
119-219 |
|
| R1 |
119-240 |
119-240 |
119-213 |
119-256 |
| PP |
119-207 |
119-207 |
119-207 |
119-216 |
| S1 |
119-175 |
119-175 |
119-201 |
119-191 |
| S2 |
119-142 |
119-142 |
119-195 |
|
| S3 |
119-077 |
119-110 |
119-189 |
|
| S4 |
119-012 |
119-045 |
119-171 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-149 |
121-293 |
120-035 |
|
| R3 |
121-191 |
121-015 |
119-278 |
|
| R2 |
120-233 |
120-233 |
119-253 |
|
| R1 |
120-057 |
120-057 |
119-227 |
120-006 |
| PP |
119-275 |
119-275 |
119-275 |
119-249 |
| S1 |
119-099 |
119-099 |
119-177 |
119-048 |
| S2 |
118-317 |
118-317 |
119-151 |
|
| S3 |
118-039 |
118-141 |
119-126 |
|
| S4 |
117-081 |
117-183 |
119-049 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-196 |
|
2.618 |
120-090 |
|
1.618 |
120-025 |
|
1.000 |
119-305 |
|
0.618 |
119-280 |
|
HIGH |
119-240 |
|
0.618 |
119-215 |
|
0.500 |
119-208 |
|
0.382 |
119-200 |
|
LOW |
119-175 |
|
0.618 |
119-135 |
|
1.000 |
119-110 |
|
1.618 |
119-070 |
|
2.618 |
119-005 |
|
4.250 |
118-219 |
|
|
| Fisher Pivots for day following 14-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
119-208 |
119-294 |
| PP |
119-207 |
119-265 |
| S1 |
119-207 |
119-236 |
|