ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 16-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
118-272 |
119-090 |
0-138 |
0.4% |
118-235 |
| High |
119-050 |
119-107 |
0-057 |
0.1% |
119-050 |
| Low |
118-255 |
119-037 |
0-102 |
0.3% |
118-160 |
| Close |
119-020 |
119-055 |
0-035 |
0.1% |
119-020 |
| Range |
0-115 |
0-070 |
-0-045 |
-39.1% |
0-210 |
| ATR |
0-105 |
0-104 |
-0-001 |
-1.2% |
0-000 |
| Volume |
576,602 |
649,927 |
73,325 |
12.7% |
2,744,317 |
|
| Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-276 |
119-236 |
119-094 |
|
| R3 |
119-206 |
119-166 |
119-074 |
|
| R2 |
119-136 |
119-136 |
119-068 |
|
| R1 |
119-096 |
119-096 |
119-061 |
119-081 |
| PP |
119-066 |
119-066 |
119-066 |
119-059 |
| S1 |
119-026 |
119-026 |
119-049 |
119-011 |
| S2 |
118-316 |
118-316 |
119-042 |
|
| S3 |
118-246 |
118-276 |
119-036 |
|
| S4 |
118-176 |
118-206 |
119-016 |
|
|
| 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 |
119-107 |
118-207 |
0-220 |
0.6% |
0-078 |
0.2% |
76% |
True |
False |
522,867 |
| 10 |
119-212 |
118-152 |
1-060 |
1.0% |
0-101 |
0.3% |
59% |
False |
False |
713,227 |
| 20 |
120-240 |
118-152 |
2-088 |
1.9% |
0-102 |
0.3% |
31% |
False |
False |
674,941 |
| 40 |
121-107 |
118-152 |
2-275 |
2.4% |
0-107 |
0.3% |
24% |
False |
False |
600,172 |
| 60 |
121-107 |
118-152 |
2-275 |
2.4% |
0-115 |
0.3% |
24% |
False |
False |
616,168 |
| 80 |
121-107 |
118-152 |
2-275 |
2.4% |
0-112 |
0.3% |
24% |
False |
False |
463,916 |
| 100 |
121-107 |
118-010 |
3-097 |
2.8% |
0-093 |
0.2% |
35% |
False |
False |
371,166 |
| 120 |
121-107 |
117-260 |
3-167 |
3.0% |
0-077 |
0.2% |
39% |
False |
False |
309,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-084 |
|
2.618 |
119-290 |
|
1.618 |
119-220 |
|
1.000 |
119-177 |
|
0.618 |
119-150 |
|
HIGH |
119-107 |
|
0.618 |
119-080 |
|
0.500 |
119-072 |
|
0.382 |
119-064 |
|
LOW |
119-037 |
|
0.618 |
118-314 |
|
1.000 |
118-287 |
|
1.618 |
118-244 |
|
2.618 |
118-174 |
|
4.250 |
118-060 |
|
|
| Fisher Pivots for day following 16-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-072 |
119-042 |
| PP |
119-066 |
119-029 |
| S1 |
119-061 |
119-016 |
|