ECBOT 5 Year T-Note Future June 2016
| Trading Metrics calculated at close of trading on 26-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
119-218 |
119-280 |
0-062 |
0.2% |
119-230 |
| High |
119-247 |
119-287 |
0-040 |
0.1% |
120-038 |
| Low |
119-218 |
119-235 |
0-018 |
0.0% |
119-190 |
| Close |
119-238 |
119-287 |
0-050 |
0.1% |
119-220 |
| Range |
0-030 |
0-052 |
0-022 |
75.0% |
0-167 |
| ATR |
0-072 |
0-071 |
-0-001 |
-1.9% |
0-000 |
| Volume |
5,744 |
2,955 |
-2,789 |
-48.6% |
18,385 |
|
| Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-107 |
120-090 |
119-316 |
|
| R3 |
120-055 |
120-037 |
119-302 |
|
| R2 |
120-002 |
120-002 |
119-297 |
|
| R1 |
119-305 |
119-305 |
119-292 |
119-314 |
| PP |
119-270 |
119-270 |
119-270 |
119-274 |
| S1 |
119-253 |
119-253 |
119-283 |
119-261 |
| S2 |
119-218 |
119-218 |
119-278 |
|
| S3 |
119-165 |
119-200 |
119-273 |
|
| S4 |
119-113 |
119-148 |
119-259 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-118 |
121-017 |
119-312 |
|
| R3 |
120-271 |
120-169 |
119-266 |
|
| R2 |
120-103 |
120-103 |
119-251 |
|
| R1 |
120-002 |
120-002 |
119-235 |
119-289 |
| PP |
119-256 |
119-256 |
119-256 |
119-239 |
| S1 |
119-154 |
119-154 |
119-205 |
119-121 |
| S2 |
119-088 |
119-088 |
119-189 |
|
| S3 |
118-241 |
118-307 |
119-174 |
|
| S4 |
118-073 |
118-139 |
119-128 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-191 |
|
2.618 |
120-105 |
|
1.618 |
120-052 |
|
1.000 |
120-020 |
|
0.618 |
120-000 |
|
HIGH |
119-287 |
|
0.618 |
119-267 |
|
0.500 |
119-261 |
|
0.382 |
119-255 |
|
LOW |
119-235 |
|
0.618 |
119-203 |
|
1.000 |
119-183 |
|
1.618 |
119-150 |
|
2.618 |
119-098 |
|
4.250 |
119-012 |
|
|
| Fisher Pivots for day following 26-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
119-279 |
119-271 |
| PP |
119-270 |
119-255 |
| S1 |
119-261 |
119-239 |
|