ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 12-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
120-140 |
120-140 |
0-000 |
0.0% |
120-285 |
| High |
120-177 |
120-182 |
0-005 |
0.0% |
121-002 |
| Low |
120-080 |
120-115 |
0-035 |
0.1% |
120-080 |
| Close |
120-125 |
120-172 |
0-047 |
0.1% |
120-125 |
| Range |
0-097 |
0-067 |
-0-030 |
-30.9% |
0-242 |
| ATR |
0-123 |
0-119 |
-0-004 |
-3.3% |
0-000 |
| Volume |
456,102 |
77,421 |
-378,681 |
-83.0% |
2,419,744 |
|
| Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-037 |
121-012 |
120-209 |
|
| R3 |
120-290 |
120-265 |
120-190 |
|
| R2 |
120-223 |
120-223 |
120-184 |
|
| R1 |
120-198 |
120-198 |
120-178 |
120-210 |
| PP |
120-156 |
120-156 |
120-156 |
120-163 |
| S1 |
120-131 |
120-131 |
120-166 |
120-144 |
| S2 |
120-089 |
120-089 |
120-160 |
|
| S3 |
120-022 |
120-064 |
120-154 |
|
| S4 |
119-275 |
119-317 |
120-135 |
|
|
| 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 |
120-255 |
120-080 |
0-175 |
0.5% |
0-092 |
0.2% |
53% |
False |
False |
410,198 |
| 10 |
121-107 |
120-072 |
1-035 |
0.9% |
0-119 |
0.3% |
28% |
False |
False |
543,298 |
| 20 |
121-107 |
119-047 |
2-060 |
1.8% |
0-125 |
0.3% |
64% |
False |
False |
570,627 |
| 40 |
121-107 |
119-010 |
2-097 |
1.9% |
0-123 |
0.3% |
65% |
False |
False |
529,791 |
| 60 |
121-107 |
118-070 |
3-037 |
2.6% |
0-112 |
0.3% |
74% |
False |
False |
354,078 |
| 80 |
121-107 |
118-010 |
3-097 |
2.7% |
0-085 |
0.2% |
76% |
False |
False |
265,606 |
| 100 |
121-107 |
117-260 |
3-167 |
2.9% |
0-068 |
0.2% |
77% |
False |
False |
212,527 |
| 120 |
121-107 |
117-260 |
3-167 |
2.9% |
0-056 |
0.1% |
77% |
False |
False |
177,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-147 |
|
2.618 |
121-037 |
|
1.618 |
120-290 |
|
1.000 |
120-249 |
|
0.618 |
120-223 |
|
HIGH |
120-182 |
|
0.618 |
120-156 |
|
0.500 |
120-148 |
|
0.382 |
120-141 |
|
LOW |
120-115 |
|
0.618 |
120-074 |
|
1.000 |
120-048 |
|
1.618 |
120-007 |
|
2.618 |
119-260 |
|
4.250 |
119-150 |
|
|
| Fisher Pivots for day following 12-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-164 |
120-168 |
| PP |
120-156 |
120-163 |
| S1 |
120-148 |
120-158 |
|