ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 17-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
119-090 |
119-047 |
-0-043 |
-0.1% |
118-235 |
| High |
119-107 |
119-065 |
-0-042 |
-0.1% |
119-050 |
| Low |
119-037 |
118-285 |
-0-072 |
-0.2% |
118-160 |
| Close |
119-055 |
119-047 |
-0-008 |
0.0% |
119-020 |
| Range |
0-070 |
0-100 |
0-030 |
42.9% |
0-210 |
| ATR |
0-104 |
0-104 |
0-000 |
-0.3% |
0-000 |
| Volume |
649,927 |
781,763 |
131,836 |
20.3% |
2,744,317 |
|
| Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-006 |
119-286 |
119-102 |
|
| R3 |
119-226 |
119-186 |
119-074 |
|
| R2 |
119-126 |
119-126 |
119-065 |
|
| R1 |
119-086 |
119-086 |
119-056 |
119-097 |
| PP |
119-026 |
119-026 |
119-026 |
119-031 |
| S1 |
118-306 |
118-306 |
119-038 |
118-317 |
| S2 |
118-246 |
118-246 |
119-029 |
|
| S3 |
118-146 |
118-206 |
119-020 |
|
| S4 |
118-046 |
118-106 |
118-312 |
|
|
| 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 |
118-240 |
0-187 |
0.5% |
0-079 |
0.2% |
68% |
False |
False |
555,576 |
| 10 |
119-155 |
118-152 |
1-003 |
0.8% |
0-102 |
0.3% |
67% |
False |
False |
729,764 |
| 20 |
120-232 |
118-152 |
2-080 |
1.9% |
0-102 |
0.3% |
30% |
False |
False |
686,525 |
| 40 |
121-107 |
118-152 |
2-275 |
2.4% |
0-106 |
0.3% |
23% |
False |
False |
607,260 |
| 60 |
121-107 |
118-152 |
2-275 |
2.4% |
0-113 |
0.3% |
23% |
False |
False |
627,243 |
| 80 |
121-107 |
118-152 |
2-275 |
2.4% |
0-113 |
0.3% |
23% |
False |
False |
473,688 |
| 100 |
121-107 |
118-070 |
3-037 |
2.6% |
0-094 |
0.2% |
30% |
False |
False |
378,982 |
| 120 |
121-107 |
117-260 |
3-167 |
3.0% |
0-078 |
0.2% |
38% |
False |
False |
315,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-170 |
|
2.618 |
120-007 |
|
1.618 |
119-227 |
|
1.000 |
119-165 |
|
0.618 |
119-127 |
|
HIGH |
119-065 |
|
0.618 |
119-027 |
|
0.500 |
119-015 |
|
0.382 |
119-003 |
|
LOW |
118-285 |
|
0.618 |
118-223 |
|
1.000 |
118-185 |
|
1.618 |
118-123 |
|
2.618 |
118-023 |
|
4.250 |
117-180 |
|
|
| Fisher Pivots for day following 17-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-036 |
119-038 |
| PP |
119-026 |
119-030 |
| S1 |
119-015 |
119-021 |
|