ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 05-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2015 |
05-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
119-145 |
119-065 |
-0-080 |
-0.2% |
120-100 |
| High |
119-155 |
119-097 |
-0-058 |
-0.2% |
120-222 |
| Low |
119-035 |
119-015 |
-0-020 |
-0.1% |
119-197 |
| Close |
119-065 |
119-047 |
-0-018 |
0.0% |
119-247 |
| Range |
0-120 |
0-082 |
-0-038 |
-31.7% |
1-025 |
| ATR |
0-108 |
0-106 |
-0-002 |
-1.7% |
0-000 |
| Volume |
964,302 |
910,999 |
-53,303 |
-5.5% |
3,653,170 |
|
| Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-299 |
119-255 |
119-092 |
|
| R3 |
119-217 |
119-173 |
119-070 |
|
| R2 |
119-135 |
119-135 |
119-062 |
|
| R1 |
119-091 |
119-091 |
119-055 |
119-072 |
| PP |
119-053 |
119-053 |
119-053 |
119-044 |
| S1 |
119-009 |
119-009 |
119-039 |
118-310 |
| S2 |
118-291 |
118-291 |
119-032 |
|
| S3 |
118-209 |
118-247 |
119-024 |
|
| S4 |
118-127 |
118-165 |
119-002 |
|
|
| 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 |
119-285 |
119-015 |
0-270 |
0.7% |
0-095 |
0.2% |
12% |
False |
True |
791,627 |
| 10 |
120-222 |
119-015 |
1-207 |
1.4% |
0-106 |
0.3% |
6% |
False |
True |
730,030 |
| 20 |
121-032 |
119-015 |
2-017 |
1.7% |
0-098 |
0.3% |
5% |
False |
True |
588,105 |
| 40 |
121-107 |
119-015 |
2-092 |
1.9% |
0-111 |
0.3% |
4% |
False |
True |
584,706 |
| 60 |
121-107 |
119-000 |
2-107 |
2.0% |
0-116 |
0.3% |
6% |
False |
False |
540,668 |
| 80 |
121-107 |
118-070 |
3-037 |
2.6% |
0-106 |
0.3% |
30% |
False |
False |
405,916 |
| 100 |
121-107 |
118-010 |
3-097 |
2.8% |
0-086 |
0.2% |
34% |
False |
False |
324,775 |
| 120 |
121-107 |
117-260 |
3-167 |
3.0% |
0-071 |
0.2% |
38% |
False |
False |
270,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-126 |
|
2.618 |
119-312 |
|
1.618 |
119-230 |
|
1.000 |
119-179 |
|
0.618 |
119-148 |
|
HIGH |
119-097 |
|
0.618 |
119-066 |
|
0.500 |
119-056 |
|
0.382 |
119-046 |
|
LOW |
119-015 |
|
0.618 |
118-284 |
|
1.000 |
118-253 |
|
1.618 |
118-202 |
|
2.618 |
118-120 |
|
4.250 |
117-306 |
|
|
| Fisher Pivots for day following 05-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-056 |
119-114 |
| PP |
119-053 |
119-091 |
| S1 |
119-050 |
119-069 |
|