ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 13-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
118-264 |
118-272 |
0-008 |
0.0% |
118-235 |
| High |
118-305 |
119-050 |
0-065 |
0.2% |
119-050 |
| Low |
118-245 |
118-255 |
0-010 |
0.0% |
118-160 |
| Close |
118-265 |
119-020 |
0-075 |
0.2% |
119-020 |
| Range |
0-060 |
0-115 |
0-055 |
91.7% |
0-210 |
| ATR |
0-105 |
0-105 |
0-001 |
0.7% |
0-000 |
| Volume |
633,496 |
576,602 |
-56,894 |
-9.0% |
2,744,317 |
|
| Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-027 |
119-298 |
119-083 |
|
| R3 |
119-232 |
119-183 |
119-052 |
|
| R2 |
119-117 |
119-117 |
119-041 |
|
| R1 |
119-068 |
119-068 |
119-031 |
119-092 |
| PP |
119-002 |
119-002 |
119-002 |
119-014 |
| S1 |
118-273 |
118-273 |
119-009 |
118-298 |
| S2 |
118-207 |
118-207 |
118-319 |
|
| S3 |
118-092 |
118-158 |
118-308 |
|
| S4 |
117-297 |
118-043 |
118-277 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-280 |
120-200 |
119-136 |
|
| R3 |
120-070 |
119-310 |
119-078 |
|
| R2 |
119-180 |
119-180 |
119-058 |
|
| R1 |
119-100 |
119-100 |
119-039 |
119-140 |
| PP |
118-290 |
118-290 |
118-290 |
118-310 |
| S1 |
118-210 |
118-210 |
119-001 |
118-250 |
| S2 |
118-080 |
118-080 |
118-302 |
|
| S3 |
117-190 |
118-000 |
118-282 |
|
| S4 |
116-300 |
117-110 |
118-224 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-050 |
118-160 |
0-210 |
0.6% |
0-079 |
0.2% |
86% |
True |
False |
548,863 |
| 10 |
119-275 |
118-152 |
1-123 |
1.2% |
0-104 |
0.3% |
42% |
False |
False |
703,097 |
| 20 |
120-240 |
118-152 |
2-088 |
1.9% |
0-102 |
0.3% |
26% |
False |
False |
663,507 |
| 40 |
121-107 |
118-152 |
2-275 |
2.4% |
0-108 |
0.3% |
21% |
False |
False |
594,885 |
| 60 |
121-107 |
118-152 |
2-275 |
2.4% |
0-116 |
0.3% |
21% |
False |
False |
605,965 |
| 80 |
121-107 |
118-152 |
2-275 |
2.4% |
0-112 |
0.3% |
21% |
False |
False |
455,792 |
| 100 |
121-107 |
118-010 |
3-097 |
2.8% |
0-092 |
0.2% |
31% |
False |
False |
364,669 |
| 120 |
121-107 |
117-260 |
3-167 |
3.0% |
0-077 |
0.2% |
35% |
False |
False |
303,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-219 |
|
2.618 |
120-031 |
|
1.618 |
119-236 |
|
1.000 |
119-165 |
|
0.618 |
119-121 |
|
HIGH |
119-050 |
|
0.618 |
119-006 |
|
0.500 |
118-312 |
|
0.382 |
118-299 |
|
LOW |
118-255 |
|
0.618 |
118-184 |
|
1.000 |
118-140 |
|
1.618 |
118-069 |
|
2.618 |
117-274 |
|
4.250 |
117-086 |
|
|
| Fisher Pivots for day following 13-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-011 |
119-008 |
| PP |
119-002 |
118-317 |
| S1 |
118-312 |
118-305 |
|