ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 10-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2015 |
10-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
118-235 |
118-215 |
-0-020 |
-0.1% |
119-272 |
| High |
118-237 |
118-302 |
0-065 |
0.2% |
119-275 |
| Low |
118-160 |
118-207 |
0-047 |
0.1% |
118-152 |
| Close |
118-225 |
118-290 |
0-065 |
0.2% |
118-225 |
| Range |
0-077 |
0-095 |
0-018 |
23.4% |
1-123 |
| ATR |
0-114 |
0-113 |
-0-001 |
-1.2% |
0-000 |
| Volume |
779,908 |
618,219 |
-161,689 |
-20.7% |
4,286,656 |
|
| Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-231 |
119-196 |
119-022 |
|
| R3 |
119-136 |
119-101 |
118-316 |
|
| R2 |
119-041 |
119-041 |
118-307 |
|
| R1 |
119-006 |
119-006 |
118-299 |
119-024 |
| PP |
118-266 |
118-266 |
118-266 |
118-275 |
| S1 |
118-231 |
118-231 |
118-281 |
118-248 |
| S2 |
118-171 |
118-171 |
118-273 |
|
| S3 |
118-076 |
118-136 |
118-264 |
|
| S4 |
117-301 |
118-041 |
118-238 |
|
|
| 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 |
119-155 |
118-152 |
1-003 |
0.8% |
0-126 |
0.3% |
43% |
False |
False |
903,952 |
| 10 |
120-187 |
118-152 |
2-035 |
1.8% |
0-120 |
0.3% |
20% |
False |
False |
843,686 |
| 20 |
121-032 |
118-152 |
2-200 |
2.2% |
0-108 |
0.3% |
16% |
False |
False |
672,608 |
| 40 |
121-107 |
118-152 |
2-275 |
2.4% |
0-113 |
0.3% |
15% |
False |
False |
614,503 |
| 60 |
121-107 |
118-152 |
2-275 |
2.4% |
0-118 |
0.3% |
15% |
False |
False |
584,334 |
| 80 |
121-107 |
118-070 |
3-037 |
2.6% |
0-111 |
0.3% |
22% |
False |
False |
438,968 |
| 100 |
121-107 |
118-010 |
3-097 |
2.8% |
0-090 |
0.2% |
26% |
False |
False |
351,213 |
| 120 |
121-107 |
117-260 |
3-167 |
3.0% |
0-075 |
0.2% |
31% |
False |
False |
292,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-066 |
|
2.618 |
119-231 |
|
1.618 |
119-136 |
|
1.000 |
119-077 |
|
0.618 |
119-041 |
|
HIGH |
118-302 |
|
0.618 |
118-266 |
|
0.500 |
118-254 |
|
0.382 |
118-243 |
|
LOW |
118-207 |
|
0.618 |
118-148 |
|
1.000 |
118-112 |
|
1.618 |
118-053 |
|
2.618 |
117-278 |
|
4.250 |
117-123 |
|
|
| Fisher Pivots for day following 10-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-278 |
118-286 |
| PP |
118-266 |
118-283 |
| S1 |
118-254 |
118-280 |
|