ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 20-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2015 |
20-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
120-200 |
120-240 |
0-040 |
0.1% |
120-140 |
| High |
120-240 |
120-240 |
0-000 |
0.0% |
121-032 |
| Low |
120-177 |
120-132 |
-0-045 |
-0.1% |
120-115 |
| Close |
120-227 |
120-152 |
-0-075 |
-0.2% |
120-217 |
| Range |
0-063 |
0-108 |
0-045 |
71.4% |
0-237 |
| ATR |
0-112 |
0-111 |
0-000 |
-0.2% |
0-000 |
| Volume |
421,243 |
550,087 |
128,844 |
30.6% |
2,026,499 |
|
| Daily Pivots for day following 20-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-179 |
121-113 |
120-211 |
|
| R3 |
121-071 |
121-005 |
120-182 |
|
| R2 |
120-283 |
120-283 |
120-172 |
|
| R1 |
120-217 |
120-217 |
120-162 |
120-196 |
| PP |
120-175 |
120-175 |
120-175 |
120-164 |
| S1 |
120-109 |
120-109 |
120-142 |
120-088 |
| S2 |
120-067 |
120-067 |
120-132 |
|
| S3 |
119-279 |
120-001 |
120-122 |
|
| S4 |
119-171 |
119-213 |
120-093 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-299 |
122-175 |
121-027 |
|
| R3 |
122-062 |
121-258 |
120-282 |
|
| R2 |
121-145 |
121-145 |
120-260 |
|
| R1 |
121-021 |
121-021 |
120-239 |
121-083 |
| PP |
120-228 |
120-228 |
120-228 |
120-259 |
| S1 |
120-104 |
120-104 |
120-195 |
120-166 |
| S2 |
119-311 |
119-311 |
120-174 |
|
| S3 |
119-074 |
119-187 |
120-152 |
|
| S4 |
118-157 |
118-270 |
120-087 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-032 |
120-132 |
0-220 |
0.6% |
0-103 |
0.3% |
9% |
False |
True |
499,909 |
| 10 |
121-032 |
120-080 |
0-272 |
0.7% |
0-098 |
0.3% |
26% |
False |
False |
453,621 |
| 20 |
121-107 |
119-242 |
1-185 |
1.3% |
0-110 |
0.3% |
46% |
False |
False |
527,995 |
| 40 |
121-107 |
119-047 |
2-060 |
1.8% |
0-119 |
0.3% |
61% |
False |
False |
597,602 |
| 60 |
121-107 |
118-200 |
2-227 |
2.2% |
0-117 |
0.3% |
68% |
False |
False |
402,743 |
| 80 |
121-107 |
118-070 |
3-037 |
2.6% |
0-092 |
0.2% |
72% |
False |
False |
302,096 |
| 100 |
121-107 |
117-260 |
3-167 |
2.9% |
0-073 |
0.2% |
76% |
False |
False |
241,718 |
| 120 |
121-107 |
117-260 |
3-167 |
2.9% |
0-061 |
0.2% |
76% |
False |
False |
201,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-059 |
|
2.618 |
121-203 |
|
1.618 |
121-095 |
|
1.000 |
121-028 |
|
0.618 |
120-307 |
|
HIGH |
120-240 |
|
0.618 |
120-199 |
|
0.500 |
120-186 |
|
0.382 |
120-173 |
|
LOW |
120-132 |
|
0.618 |
120-065 |
|
1.000 |
120-024 |
|
1.618 |
119-277 |
|
2.618 |
119-169 |
|
4.250 |
118-313 |
|
|
| Fisher Pivots for day following 20-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-186 |
120-201 |
| PP |
120-175 |
120-185 |
| S1 |
120-163 |
120-168 |
|