ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 05-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
120-170 |
120-285 |
0-115 |
0.3% |
120-022 |
| High |
121-107 |
121-002 |
-0-105 |
-0.3% |
121-107 |
| Low |
120-135 |
120-202 |
0-067 |
0.2% |
120-010 |
| Close |
120-307 |
120-212 |
-0-095 |
-0.2% |
120-307 |
| Range |
0-292 |
0-120 |
-0-172 |
-58.9% |
1-097 |
| ATR |
0-133 |
0-132 |
-0-001 |
-0.7% |
0-000 |
| Volume |
1,001,640 |
446,175 |
-555,465 |
-55.5% |
3,437,103 |
|
| Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-285 |
121-209 |
120-278 |
|
| R3 |
121-165 |
121-089 |
120-245 |
|
| R2 |
121-045 |
121-045 |
120-234 |
|
| R1 |
120-289 |
120-289 |
120-223 |
120-267 |
| PP |
120-245 |
120-245 |
120-245 |
120-234 |
| S1 |
120-169 |
120-169 |
120-201 |
120-147 |
| S2 |
120-125 |
120-125 |
120-190 |
|
| S3 |
120-005 |
120-049 |
120-179 |
|
| S4 |
119-205 |
119-249 |
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 |
120-072 |
1-035 |
0.9% |
0-146 |
0.4% |
39% |
False |
False |
676,399 |
| 10 |
121-107 |
119-242 |
1-185 |
1.3% |
0-130 |
0.3% |
57% |
False |
False |
608,676 |
| 20 |
121-107 |
119-047 |
2-060 |
1.8% |
0-125 |
0.3% |
69% |
False |
False |
590,517 |
| 40 |
121-107 |
118-280 |
2-147 |
2.0% |
0-128 |
0.3% |
73% |
False |
False |
479,307 |
| 60 |
121-107 |
118-070 |
3-037 |
2.6% |
0-105 |
0.3% |
78% |
False |
False |
319,906 |
| 80 |
121-107 |
118-010 |
3-097 |
2.7% |
0-079 |
0.2% |
80% |
False |
False |
239,982 |
| 100 |
121-107 |
117-260 |
3-167 |
2.9% |
0-063 |
0.2% |
81% |
False |
False |
192,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-192 |
|
2.618 |
121-316 |
|
1.618 |
121-196 |
|
1.000 |
121-122 |
|
0.618 |
121-076 |
|
HIGH |
121-002 |
|
0.618 |
120-276 |
|
0.500 |
120-262 |
|
0.382 |
120-248 |
|
LOW |
120-202 |
|
0.618 |
120-128 |
|
1.000 |
120-082 |
|
1.618 |
120-008 |
|
2.618 |
119-208 |
|
4.250 |
119-012 |
|
|
| Fisher Pivots for day following 05-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-262 |
120-280 |
| PP |
120-245 |
120-257 |
| S1 |
120-229 |
120-234 |
|