ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 09-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2015 |
09-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
120-167 |
120-140 |
-0-027 |
-0.1% |
120-285 |
| High |
120-237 |
120-177 |
-0-060 |
-0.2% |
121-002 |
| Low |
120-105 |
120-080 |
-0-025 |
-0.1% |
120-080 |
| Close |
120-137 |
120-125 |
-0-012 |
0.0% |
120-125 |
| Range |
0-132 |
0-097 |
-0-035 |
-26.5% |
0-242 |
| ATR |
0-125 |
0-123 |
-0-002 |
-1.6% |
0-000 |
| Volume |
616,775 |
456,102 |
-160,673 |
-26.1% |
2,419,744 |
|
| Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-098 |
121-049 |
120-178 |
|
| R3 |
121-001 |
120-272 |
120-152 |
|
| R2 |
120-224 |
120-224 |
120-143 |
|
| R1 |
120-175 |
120-175 |
120-134 |
120-151 |
| PP |
120-127 |
120-127 |
120-127 |
120-116 |
| S1 |
120-078 |
120-078 |
120-116 |
120-054 |
| S2 |
120-030 |
120-030 |
120-107 |
|
| S3 |
119-253 |
119-301 |
120-098 |
|
| S4 |
119-156 |
119-204 |
120-072 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-262 |
122-115 |
120-258 |
|
| R3 |
122-020 |
121-193 |
120-192 |
|
| R2 |
121-098 |
121-098 |
120-169 |
|
| R1 |
120-271 |
120-271 |
120-147 |
120-224 |
| PP |
120-176 |
120-176 |
120-176 |
120-152 |
| S1 |
120-029 |
120-029 |
120-103 |
119-302 |
| S2 |
119-254 |
119-254 |
120-081 |
|
| S3 |
119-012 |
119-107 |
120-058 |
|
| S4 |
118-090 |
118-185 |
119-312 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-002 |
120-080 |
0-242 |
0.6% |
0-102 |
0.3% |
19% |
False |
True |
483,948 |
| 10 |
121-107 |
120-010 |
1-097 |
1.1% |
0-122 |
0.3% |
28% |
False |
False |
585,684 |
| 20 |
121-107 |
119-047 |
2-060 |
1.8% |
0-125 |
0.3% |
57% |
False |
False |
584,643 |
| 40 |
121-107 |
119-000 |
2-107 |
1.9% |
0-124 |
0.3% |
60% |
False |
False |
527,936 |
| 60 |
121-107 |
118-070 |
3-037 |
2.6% |
0-110 |
0.3% |
70% |
False |
False |
352,788 |
| 80 |
121-107 |
118-010 |
3-097 |
2.7% |
0-084 |
0.2% |
71% |
False |
False |
264,641 |
| 100 |
121-107 |
117-260 |
3-167 |
2.9% |
0-067 |
0.2% |
73% |
False |
False |
211,755 |
| 120 |
121-107 |
117-260 |
3-167 |
2.9% |
0-056 |
0.1% |
73% |
False |
False |
176,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-269 |
|
2.618 |
121-111 |
|
1.618 |
121-014 |
|
1.000 |
120-274 |
|
0.618 |
120-237 |
|
HIGH |
120-177 |
|
0.618 |
120-140 |
|
0.500 |
120-128 |
|
0.382 |
120-117 |
|
LOW |
120-080 |
|
0.618 |
120-020 |
|
1.000 |
119-303 |
|
1.618 |
119-243 |
|
2.618 |
119-146 |
|
4.250 |
118-308 |
|
|
| Fisher Pivots for day following 09-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-128 |
120-168 |
| PP |
120-127 |
120-153 |
| S1 |
120-126 |
120-139 |
|