ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 07-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2015 |
07-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
120-215 |
120-242 |
0-027 |
0.1% |
120-022 |
| High |
120-255 |
120-255 |
0-000 |
0.0% |
121-107 |
| Low |
120-192 |
120-155 |
-0-037 |
-0.1% |
120-010 |
| Close |
120-240 |
120-182 |
-0-058 |
-0.2% |
120-307 |
| Range |
0-063 |
0-100 |
0-037 |
58.7% |
1-097 |
| ATR |
0-127 |
0-125 |
-0-002 |
-1.5% |
0-000 |
| Volume |
435,181 |
465,511 |
30,330 |
7.0% |
3,437,103 |
|
| Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-177 |
121-120 |
120-237 |
|
| R3 |
121-077 |
121-020 |
120-210 |
|
| R2 |
120-297 |
120-297 |
120-200 |
|
| R1 |
120-240 |
120-240 |
120-191 |
120-218 |
| PP |
120-197 |
120-197 |
120-197 |
120-187 |
| S1 |
120-140 |
120-140 |
120-173 |
120-118 |
| S2 |
120-097 |
120-097 |
120-164 |
|
| S3 |
119-317 |
120-040 |
120-154 |
|
| S4 |
119-217 |
119-260 |
120-127 |
|
|
| 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 |
120-132 |
0-295 |
0.8% |
0-132 |
0.3% |
17% |
False |
False |
580,650 |
| 10 |
121-107 |
119-242 |
1-185 |
1.3% |
0-123 |
0.3% |
51% |
False |
False |
602,454 |
| 20 |
121-107 |
119-047 |
2-060 |
1.8% |
0-122 |
0.3% |
65% |
False |
False |
578,138 |
| 40 |
121-107 |
119-000 |
2-107 |
1.9% |
0-126 |
0.3% |
67% |
False |
False |
501,709 |
| 60 |
121-107 |
118-070 |
3-037 |
2.6% |
0-107 |
0.3% |
75% |
False |
False |
334,906 |
| 80 |
121-107 |
118-010 |
3-097 |
2.7% |
0-081 |
0.2% |
77% |
False |
False |
251,235 |
| 100 |
121-107 |
117-260 |
3-167 |
2.9% |
0-065 |
0.2% |
78% |
False |
False |
201,030 |
| 120 |
121-107 |
117-260 |
3-167 |
2.9% |
0-054 |
0.1% |
78% |
False |
False |
167,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-040 |
|
2.618 |
121-197 |
|
1.618 |
121-097 |
|
1.000 |
121-035 |
|
0.618 |
120-317 |
|
HIGH |
120-255 |
|
0.618 |
120-217 |
|
0.500 |
120-205 |
|
0.382 |
120-193 |
|
LOW |
120-155 |
|
0.618 |
120-093 |
|
1.000 |
120-055 |
|
1.618 |
119-313 |
|
2.618 |
119-213 |
|
4.250 |
119-050 |
|
|
| Fisher Pivots for day following 07-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-205 |
120-238 |
| PP |
120-197 |
120-220 |
| S1 |
120-190 |
120-201 |
|