ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 02-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2015 |
02-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
120-185 |
120-170 |
-0-015 |
0.0% |
120-022 |
| High |
120-215 |
121-107 |
0-212 |
0.5% |
121-107 |
| Low |
120-132 |
120-135 |
0-003 |
0.0% |
120-010 |
| Close |
120-160 |
120-307 |
0-147 |
0.4% |
120-307 |
| Range |
0-083 |
0-292 |
0-209 |
251.8% |
1-097 |
| ATR |
0-120 |
0-133 |
0-012 |
10.2% |
0-000 |
| Volume |
554,744 |
1,001,640 |
446,896 |
80.6% |
3,437,103 |
|
| Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-206 |
123-068 |
121-148 |
|
| R3 |
122-234 |
122-096 |
121-067 |
|
| R2 |
121-262 |
121-262 |
121-041 |
|
| R1 |
121-124 |
121-124 |
121-014 |
121-193 |
| PP |
120-290 |
120-290 |
120-290 |
121-004 |
| S1 |
120-152 |
120-152 |
120-280 |
120-221 |
| S2 |
119-318 |
119-318 |
120-253 |
|
| S3 |
119-026 |
119-180 |
120-227 |
|
| S4 |
118-054 |
118-208 |
120-146 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-219 |
124-040 |
121-216 |
|
| R3 |
123-122 |
122-263 |
121-102 |
|
| R2 |
122-025 |
122-025 |
121-063 |
|
| R1 |
121-166 |
121-166 |
121-025 |
121-256 |
| PP |
120-248 |
120-248 |
120-248 |
120-293 |
| S1 |
120-069 |
120-069 |
120-269 |
120-158 |
| S2 |
119-151 |
119-151 |
120-231 |
|
| S3 |
118-054 |
118-292 |
120-192 |
|
| S4 |
116-277 |
117-195 |
120-078 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-107 |
120-010 |
1-097 |
1.1% |
0-142 |
0.4% |
71% |
True |
False |
687,420 |
| 10 |
121-107 |
119-242 |
1-185 |
1.3% |
0-128 |
0.3% |
76% |
True |
False |
607,902 |
| 20 |
121-107 |
119-047 |
2-060 |
1.8% |
0-128 |
0.3% |
83% |
True |
False |
605,422 |
| 40 |
121-107 |
118-270 |
2-157 |
2.1% |
0-127 |
0.3% |
85% |
True |
False |
468,183 |
| 60 |
121-107 |
118-070 |
3-037 |
2.6% |
0-103 |
0.3% |
88% |
True |
False |
312,474 |
| 80 |
121-107 |
118-010 |
3-097 |
2.7% |
0-077 |
0.2% |
89% |
True |
False |
234,407 |
| 100 |
121-107 |
117-260 |
3-167 |
2.9% |
0-062 |
0.2% |
89% |
True |
False |
187,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-068 |
|
2.618 |
123-231 |
|
1.618 |
122-259 |
|
1.000 |
122-079 |
|
0.618 |
121-287 |
|
HIGH |
121-107 |
|
0.618 |
120-315 |
|
0.500 |
120-281 |
|
0.382 |
120-247 |
|
LOW |
120-135 |
|
0.618 |
119-275 |
|
1.000 |
119-163 |
|
1.618 |
118-303 |
|
2.618 |
118-011 |
|
4.250 |
116-174 |
|
|
| Fisher Pivots for day following 02-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-298 |
120-290 |
| PP |
120-290 |
120-272 |
| S1 |
120-281 |
120-254 |
|