ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 15-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
120-207 |
121-020 |
0-133 |
0.3% |
120-285 |
| High |
121-030 |
121-032 |
0-002 |
0.0% |
121-002 |
| Low |
120-202 |
120-227 |
0-025 |
0.1% |
120-080 |
| Close |
121-012 |
120-237 |
-0-095 |
-0.2% |
120-125 |
| Range |
0-148 |
0-125 |
-0-023 |
-15.5% |
0-242 |
| ATR |
0-118 |
0-119 |
0-000 |
0.4% |
0-000 |
| Volume |
658,580 |
542,008 |
-116,572 |
-17.7% |
2,419,744 |
|
| Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-007 |
121-247 |
120-306 |
|
| R3 |
121-202 |
121-122 |
120-271 |
|
| R2 |
121-077 |
121-077 |
120-260 |
|
| R1 |
120-317 |
120-317 |
120-248 |
120-294 |
| PP |
120-272 |
120-272 |
120-272 |
120-261 |
| S1 |
120-192 |
120-192 |
120-226 |
120-170 |
| S2 |
120-147 |
120-147 |
120-214 |
|
| S3 |
120-022 |
120-067 |
120-203 |
|
| S4 |
119-217 |
119-262 |
120-168 |
|
|
| 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 |
121-032 |
120-080 |
0-272 |
0.7% |
0-102 |
0.3% |
58% |
True |
False |
430,994 |
| 10 |
121-107 |
120-080 |
1-027 |
0.9% |
0-122 |
0.3% |
45% |
False |
False |
512,025 |
| 20 |
121-107 |
119-242 |
1-185 |
1.3% |
0-115 |
0.3% |
62% |
False |
False |
542,741 |
| 40 |
121-107 |
119-047 |
2-060 |
1.8% |
0-123 |
0.3% |
73% |
False |
False |
569,786 |
| 60 |
121-107 |
118-200 |
2-227 |
2.2% |
0-114 |
0.3% |
78% |
False |
False |
381,094 |
| 80 |
121-107 |
118-010 |
3-097 |
2.7% |
0-089 |
0.2% |
82% |
False |
False |
285,867 |
| 100 |
121-107 |
117-260 |
3-167 |
2.9% |
0-071 |
0.2% |
83% |
False |
False |
228,735 |
| 120 |
121-107 |
117-260 |
3-167 |
2.9% |
0-059 |
0.2% |
83% |
False |
False |
190,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-243 |
|
2.618 |
122-039 |
|
1.618 |
121-234 |
|
1.000 |
121-157 |
|
0.618 |
121-109 |
|
HIGH |
121-032 |
|
0.618 |
120-304 |
|
0.500 |
120-290 |
|
0.382 |
120-275 |
|
LOW |
120-227 |
|
0.618 |
120-150 |
|
1.000 |
120-102 |
|
1.618 |
120-025 |
|
2.618 |
119-220 |
|
4.250 |
119-016 |
|
|
| Fisher Pivots for day following 15-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-290 |
120-251 |
| PP |
120-272 |
120-246 |
| S1 |
120-254 |
120-242 |
|