ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 04-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2015 |
04-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
119-210 |
119-145 |
-0-065 |
-0.2% |
120-100 |
| High |
119-212 |
119-155 |
-0-057 |
-0.1% |
120-222 |
| Low |
119-122 |
119-035 |
-0-087 |
-0.2% |
119-197 |
| Close |
119-137 |
119-065 |
-0-072 |
-0.2% |
119-247 |
| Range |
0-090 |
0-120 |
0-030 |
33.3% |
1-025 |
| ATR |
0-107 |
0-108 |
0-001 |
0.9% |
0-000 |
| Volume |
616,393 |
964,302 |
347,909 |
56.4% |
3,653,170 |
|
| Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-125 |
120-055 |
119-131 |
|
| R3 |
120-005 |
119-255 |
119-098 |
|
| R2 |
119-205 |
119-205 |
119-087 |
|
| R1 |
119-135 |
119-135 |
119-076 |
119-110 |
| PP |
119-085 |
119-085 |
119-085 |
119-072 |
| S1 |
119-015 |
119-015 |
119-054 |
118-310 |
| S2 |
118-285 |
118-285 |
119-043 |
|
| S3 |
118-165 |
118-215 |
119-032 |
|
| S4 |
118-045 |
118-095 |
118-319 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-084 |
122-190 |
120-117 |
|
| R3 |
122-059 |
121-165 |
120-022 |
|
| R2 |
121-034 |
121-034 |
119-310 |
|
| R1 |
120-140 |
120-140 |
119-279 |
120-074 |
| PP |
120-009 |
120-009 |
120-009 |
119-296 |
| S1 |
119-115 |
119-115 |
119-215 |
119-050 |
| S2 |
118-304 |
118-304 |
119-184 |
|
| S3 |
117-279 |
118-090 |
119-152 |
|
| S4 |
116-254 |
117-065 |
119-057 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-035 |
119-035 |
1-000 |
0.8% |
0-102 |
0.3% |
9% |
False |
True |
789,982 |
| 10 |
120-232 |
119-035 |
1-197 |
1.4% |
0-105 |
0.3% |
6% |
False |
True |
695,930 |
| 20 |
121-032 |
119-035 |
1-317 |
1.7% |
0-100 |
0.3% |
5% |
False |
True |
573,393 |
| 40 |
121-107 |
119-035 |
2-072 |
1.9% |
0-111 |
0.3% |
4% |
False |
True |
575,765 |
| 60 |
121-107 |
119-000 |
2-107 |
2.0% |
0-117 |
0.3% |
9% |
False |
False |
525,603 |
| 80 |
121-107 |
118-070 |
3-037 |
2.6% |
0-105 |
0.3% |
32% |
False |
False |
394,528 |
| 100 |
121-107 |
118-010 |
3-097 |
2.8% |
0-085 |
0.2% |
35% |
False |
False |
315,667 |
| 120 |
121-107 |
117-260 |
3-167 |
3.0% |
0-071 |
0.2% |
39% |
False |
False |
263,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-025 |
|
2.618 |
120-149 |
|
1.618 |
120-029 |
|
1.000 |
119-275 |
|
0.618 |
119-229 |
|
HIGH |
119-155 |
|
0.618 |
119-109 |
|
0.500 |
119-095 |
|
0.382 |
119-081 |
|
LOW |
119-035 |
|
0.618 |
118-281 |
|
1.000 |
118-235 |
|
1.618 |
118-161 |
|
2.618 |
118-041 |
|
4.250 |
117-165 |
|
|
| Fisher Pivots for day following 04-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-095 |
119-155 |
| PP |
119-085 |
119-125 |
| S1 |
119-075 |
119-095 |
|