ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 23-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
120-195 |
120-200 |
0-005 |
0.0% |
120-200 |
| High |
120-232 |
120-200 |
-0-032 |
-0.1% |
120-240 |
| Low |
120-155 |
120-082 |
-0-073 |
-0.2% |
120-082 |
| Close |
120-210 |
120-102 |
-0-108 |
-0.3% |
120-102 |
| Range |
0-077 |
0-118 |
0-041 |
53.2% |
0-158 |
| ATR |
0-106 |
0-108 |
0-002 |
1.4% |
0-000 |
| Volume |
569,999 |
606,813 |
36,814 |
6.5% |
2,586,007 |
|
| Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-162 |
121-090 |
120-167 |
|
| R3 |
121-044 |
120-292 |
120-134 |
|
| R2 |
120-246 |
120-246 |
120-124 |
|
| R1 |
120-174 |
120-174 |
120-113 |
120-151 |
| PP |
120-128 |
120-128 |
120-128 |
120-116 |
| S1 |
120-056 |
120-056 |
120-091 |
120-033 |
| S2 |
120-010 |
120-010 |
120-080 |
|
| S3 |
119-212 |
119-258 |
120-070 |
|
| S4 |
119-094 |
119-140 |
120-037 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-295 |
121-197 |
120-189 |
|
| R3 |
121-137 |
121-039 |
120-145 |
|
| R2 |
120-299 |
120-299 |
120-131 |
|
| R1 |
120-201 |
120-201 |
120-116 |
120-171 |
| PP |
120-141 |
120-141 |
120-141 |
120-126 |
| S1 |
120-043 |
120-043 |
120-088 |
120-013 |
| S2 |
119-303 |
119-303 |
120-073 |
|
| S3 |
119-145 |
119-205 |
120-059 |
|
| S4 |
118-307 |
119-047 |
120-015 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-240 |
120-082 |
0-158 |
0.4% |
0-088 |
0.2% |
13% |
False |
True |
517,201 |
| 10 |
121-032 |
120-082 |
0-270 |
0.7% |
0-092 |
0.2% |
7% |
False |
True |
461,250 |
| 20 |
121-107 |
120-010 |
1-097 |
1.1% |
0-107 |
0.3% |
22% |
False |
False |
523,467 |
| 40 |
121-107 |
119-047 |
2-060 |
1.8% |
0-114 |
0.3% |
54% |
False |
False |
563,612 |
| 60 |
121-107 |
118-200 |
2-227 |
2.3% |
0-118 |
0.3% |
63% |
False |
False |
429,632 |
| 80 |
121-107 |
118-070 |
3-037 |
2.6% |
0-095 |
0.2% |
67% |
False |
False |
322,271 |
| 100 |
121-107 |
117-260 |
3-167 |
2.9% |
0-076 |
0.2% |
71% |
False |
False |
257,859 |
| 120 |
121-107 |
117-260 |
3-167 |
2.9% |
0-063 |
0.2% |
71% |
False |
False |
214,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-062 |
|
2.618 |
121-189 |
|
1.618 |
121-071 |
|
1.000 |
120-318 |
|
0.618 |
120-273 |
|
HIGH |
120-200 |
|
0.618 |
120-155 |
|
0.500 |
120-141 |
|
0.382 |
120-127 |
|
LOW |
120-082 |
|
0.618 |
120-009 |
|
1.000 |
119-284 |
|
1.618 |
119-211 |
|
2.618 |
119-093 |
|
4.250 |
118-220 |
|
|
| Fisher Pivots for day following 23-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-141 |
120-157 |
| PP |
120-128 |
120-139 |
| S1 |
120-115 |
120-120 |
|