ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 26-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2015 |
26-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
120-200 |
120-100 |
-0-100 |
-0.3% |
120-200 |
| High |
120-200 |
120-147 |
-0-053 |
-0.1% |
120-240 |
| Low |
120-082 |
120-082 |
0-000 |
0.0% |
120-082 |
| Close |
120-102 |
120-127 |
0-025 |
0.1% |
120-102 |
| Range |
0-118 |
0-065 |
-0-053 |
-44.9% |
0-158 |
| ATR |
0-108 |
0-105 |
-0-003 |
-2.8% |
0-000 |
| Volume |
606,813 |
403,536 |
-203,277 |
-33.5% |
2,586,007 |
|
| Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-314 |
120-285 |
120-163 |
|
| R3 |
120-249 |
120-220 |
120-145 |
|
| R2 |
120-184 |
120-184 |
120-139 |
|
| R1 |
120-155 |
120-155 |
120-133 |
120-170 |
| PP |
120-119 |
120-119 |
120-119 |
120-126 |
| S1 |
120-090 |
120-090 |
120-121 |
120-104 |
| S2 |
120-054 |
120-054 |
120-115 |
|
| S3 |
119-309 |
120-025 |
120-109 |
|
| S4 |
119-244 |
119-280 |
120-091 |
|
|
| 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% |
0-089 |
0.2% |
28% |
False |
True |
513,660 |
| 10 |
121-032 |
120-082 |
0-270 |
0.7% |
0-092 |
0.2% |
17% |
False |
True |
493,862 |
| 20 |
121-107 |
120-072 |
1-035 |
0.9% |
0-105 |
0.3% |
15% |
False |
False |
518,580 |
| 40 |
121-107 |
119-047 |
2-060 |
1.8% |
0-112 |
0.3% |
57% |
False |
False |
555,408 |
| 60 |
121-107 |
118-200 |
2-227 |
2.3% |
0-117 |
0.3% |
65% |
False |
False |
436,342 |
| 80 |
121-107 |
118-070 |
3-037 |
2.6% |
0-096 |
0.2% |
70% |
False |
False |
327,313 |
| 100 |
121-107 |
117-260 |
3-167 |
2.9% |
0-077 |
0.2% |
73% |
False |
False |
261,892 |
| 120 |
121-107 |
117-260 |
3-167 |
2.9% |
0-064 |
0.2% |
73% |
False |
False |
218,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-103 |
|
2.618 |
120-317 |
|
1.618 |
120-252 |
|
1.000 |
120-212 |
|
0.618 |
120-187 |
|
HIGH |
120-147 |
|
0.618 |
120-122 |
|
0.500 |
120-114 |
|
0.382 |
120-107 |
|
LOW |
120-082 |
|
0.618 |
120-042 |
|
1.000 |
120-017 |
|
1.618 |
119-297 |
|
2.618 |
119-232 |
|
4.250 |
119-126 |
|
|
| Fisher Pivots for day following 26-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-123 |
120-157 |
| PP |
120-119 |
120-147 |
| S1 |
120-114 |
120-137 |
|