ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 11-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
118-215 |
118-246 |
0-031 |
0.1% |
119-272 |
| High |
118-302 |
118-290 |
-0-012 |
0.0% |
119-275 |
| Low |
118-207 |
118-240 |
0-033 |
0.1% |
118-152 |
| Close |
118-290 |
118-247 |
-0-043 |
-0.1% |
118-225 |
| Range |
0-095 |
0-050 |
-0-045 |
-47.4% |
1-123 |
| ATR |
0-113 |
0-108 |
-0-004 |
-4.0% |
0-000 |
| Volume |
618,219 |
136,092 |
-482,127 |
-78.0% |
4,286,656 |
|
| Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-089 |
119-058 |
118-274 |
|
| R3 |
119-039 |
119-008 |
118-261 |
|
| R2 |
118-309 |
118-309 |
118-256 |
|
| R1 |
118-278 |
118-278 |
118-252 |
118-294 |
| PP |
118-259 |
118-259 |
118-259 |
118-267 |
| S1 |
118-228 |
118-228 |
118-242 |
118-244 |
| S2 |
118-209 |
118-209 |
118-238 |
|
| S3 |
118-159 |
118-178 |
118-233 |
|
| S4 |
118-109 |
118-128 |
118-220 |
|
|
| 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 |
119-097 |
118-152 |
0-265 |
0.7% |
0-112 |
0.3% |
36% |
False |
False |
738,310 |
| 10 |
120-035 |
118-152 |
1-203 |
1.4% |
0-107 |
0.3% |
18% |
False |
False |
764,146 |
| 20 |
121-032 |
118-152 |
2-200 |
2.2% |
0-103 |
0.3% |
11% |
False |
False |
646,484 |
| 40 |
121-107 |
118-152 |
2-275 |
2.4% |
0-112 |
0.3% |
10% |
False |
False |
602,325 |
| 60 |
121-107 |
118-152 |
2-275 |
2.4% |
0-118 |
0.3% |
10% |
False |
False |
586,501 |
| 80 |
121-107 |
118-152 |
2-275 |
2.4% |
0-110 |
0.3% |
10% |
False |
False |
440,669 |
| 100 |
121-107 |
118-010 |
3-097 |
2.8% |
0-090 |
0.2% |
22% |
False |
False |
352,572 |
| 120 |
121-107 |
117-260 |
3-167 |
3.0% |
0-075 |
0.2% |
27% |
False |
False |
293,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-182 |
|
2.618 |
119-101 |
|
1.618 |
119-051 |
|
1.000 |
119-020 |
|
0.618 |
119-001 |
|
HIGH |
118-290 |
|
0.618 |
118-271 |
|
0.500 |
118-265 |
|
0.382 |
118-259 |
|
LOW |
118-240 |
|
0.618 |
118-209 |
|
1.000 |
118-190 |
|
1.618 |
118-159 |
|
2.618 |
118-109 |
|
4.250 |
118-028 |
|
|
| Fisher Pivots for day following 11-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-265 |
118-242 |
| PP |
118-259 |
118-236 |
| S1 |
118-253 |
118-231 |
|