ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 09-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2015 |
09-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
119-072 |
118-235 |
-0-157 |
-0.4% |
119-272 |
| High |
119-087 |
118-237 |
-0-170 |
-0.4% |
119-275 |
| Low |
118-152 |
118-160 |
0-008 |
0.0% |
118-152 |
| Close |
118-225 |
118-225 |
0-000 |
0.0% |
118-225 |
| Range |
0-255 |
0-077 |
-0-178 |
-69.8% |
1-123 |
| ATR |
0-117 |
0-114 |
-0-003 |
-2.4% |
0-000 |
| Volume |
1,246,334 |
779,908 |
-466,426 |
-37.4% |
4,286,656 |
|
| Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-118 |
119-089 |
118-267 |
|
| R3 |
119-041 |
119-012 |
118-246 |
|
| R2 |
118-284 |
118-284 |
118-239 |
|
| R1 |
118-255 |
118-255 |
118-232 |
118-231 |
| PP |
118-207 |
118-207 |
118-207 |
118-196 |
| S1 |
118-178 |
118-178 |
118-218 |
118-154 |
| S2 |
118-130 |
118-130 |
118-211 |
|
| S3 |
118-053 |
118-101 |
118-204 |
|
| S4 |
117-296 |
118-024 |
118-183 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-053 |
122-102 |
119-149 |
|
| R3 |
121-250 |
120-299 |
119-027 |
|
| R2 |
120-127 |
120-127 |
118-306 |
|
| R1 |
119-176 |
119-176 |
118-266 |
119-090 |
| PP |
119-004 |
119-004 |
119-004 |
118-281 |
| S1 |
118-053 |
118-053 |
118-184 |
117-287 |
| S2 |
117-201 |
117-201 |
118-144 |
|
| S3 |
116-078 |
116-250 |
118-103 |
|
| S4 |
114-275 |
115-127 |
117-301 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-212 |
118-152 |
1-060 |
1.0% |
0-125 |
0.3% |
19% |
False |
False |
903,587 |
| 10 |
120-222 |
118-152 |
2-070 |
1.9% |
0-121 |
0.3% |
10% |
False |
False |
831,619 |
| 20 |
121-032 |
118-152 |
2-200 |
2.2% |
0-106 |
0.3% |
9% |
False |
False |
662,740 |
| 40 |
121-107 |
118-152 |
2-275 |
2.4% |
0-116 |
0.3% |
8% |
False |
False |
616,684 |
| 60 |
121-107 |
118-152 |
2-275 |
2.4% |
0-118 |
0.3% |
8% |
False |
False |
574,107 |
| 80 |
121-107 |
118-070 |
3-037 |
2.6% |
0-110 |
0.3% |
16% |
False |
False |
431,243 |
| 100 |
121-107 |
118-010 |
3-097 |
2.8% |
0-089 |
0.2% |
20% |
False |
False |
345,033 |
| 120 |
121-107 |
117-260 |
3-167 |
3.0% |
0-074 |
0.2% |
25% |
False |
False |
287,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-244 |
|
2.618 |
119-119 |
|
1.618 |
119-042 |
|
1.000 |
118-314 |
|
0.618 |
118-285 |
|
HIGH |
118-237 |
|
0.618 |
118-208 |
|
0.500 |
118-198 |
|
0.382 |
118-189 |
|
LOW |
118-160 |
|
0.618 |
118-112 |
|
1.000 |
118-083 |
|
1.618 |
118-035 |
|
2.618 |
117-278 |
|
4.250 |
117-153 |
|
|
| Fisher Pivots for day following 09-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-216 |
118-284 |
| PP |
118-207 |
118-265 |
| S1 |
118-198 |
118-245 |
|