ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 29-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
120-185 |
120-015 |
-0-170 |
-0.4% |
120-200 |
| High |
120-187 |
120-035 |
-0-152 |
-0.4% |
120-240 |
| Low |
120-000 |
119-240 |
-0-080 |
-0.2% |
120-082 |
| Close |
120-017 |
119-250 |
-0-087 |
-0.2% |
120-102 |
| Range |
0-187 |
0-115 |
-0-072 |
-38.5% |
0-158 |
| ATR |
0-111 |
0-111 |
0-000 |
0.3% |
0-000 |
| Volume |
931,499 |
902,770 |
-28,729 |
-3.1% |
2,586,007 |
|
| Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-307 |
120-233 |
119-313 |
|
| R3 |
120-192 |
120-118 |
119-282 |
|
| R2 |
120-077 |
120-077 |
119-271 |
|
| R1 |
120-003 |
120-003 |
119-261 |
119-302 |
| PP |
119-282 |
119-282 |
119-282 |
119-271 |
| S1 |
119-208 |
119-208 |
119-239 |
119-188 |
| S2 |
119-167 |
119-167 |
119-229 |
|
| S3 |
119-052 |
119-093 |
119-218 |
|
| S4 |
118-257 |
118-298 |
119-187 |
|
|
| 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 |
120-222 |
119-240 |
0-302 |
0.8% |
0-116 |
0.3% |
3% |
False |
True |
668,433 |
| 10 |
120-270 |
119-240 |
1-030 |
0.9% |
0-098 |
0.3% |
3% |
False |
True |
564,898 |
| 20 |
121-107 |
119-240 |
1-187 |
1.3% |
0-110 |
0.3% |
2% |
False |
True |
538,462 |
| 40 |
121-107 |
119-047 |
2-060 |
1.8% |
0-114 |
0.3% |
29% |
False |
False |
561,940 |
| 60 |
121-107 |
118-240 |
2-187 |
2.2% |
0-118 |
0.3% |
40% |
False |
False |
474,961 |
| 80 |
121-107 |
118-070 |
3-037 |
2.6% |
0-101 |
0.3% |
50% |
False |
False |
356,453 |
| 100 |
121-107 |
117-260 |
3-167 |
2.9% |
0-081 |
0.2% |
56% |
False |
False |
285,204 |
| 120 |
121-107 |
117-260 |
3-167 |
2.9% |
0-067 |
0.2% |
56% |
False |
False |
237,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-204 |
|
2.618 |
121-016 |
|
1.618 |
120-221 |
|
1.000 |
120-150 |
|
0.618 |
120-106 |
|
HIGH |
120-035 |
|
0.618 |
119-311 |
|
0.500 |
119-298 |
|
0.382 |
119-284 |
|
LOW |
119-240 |
|
0.618 |
119-169 |
|
1.000 |
119-125 |
|
1.618 |
119-054 |
|
2.618 |
118-259 |
|
4.250 |
118-071 |
|
|
| Fisher Pivots for day following 29-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-298 |
120-071 |
| PP |
119-282 |
120-024 |
| S1 |
119-266 |
119-297 |
|