ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 18-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
119-047 |
119-045 |
-0-002 |
0.0% |
118-235 |
| High |
119-065 |
119-052 |
-0-013 |
0.0% |
119-050 |
| Low |
118-285 |
118-292 |
0-007 |
0.0% |
118-160 |
| Close |
119-047 |
119-025 |
-0-022 |
-0.1% |
119-020 |
| Range |
0-100 |
0-080 |
-0-020 |
-20.0% |
0-210 |
| ATR |
0-104 |
0-102 |
-0-002 |
-1.6% |
0-000 |
| Volume |
781,763 |
735,687 |
-46,076 |
-5.9% |
2,744,317 |
|
| Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-256 |
119-221 |
119-069 |
|
| R3 |
119-176 |
119-141 |
119-047 |
|
| R2 |
119-096 |
119-096 |
119-040 |
|
| R1 |
119-061 |
119-061 |
119-032 |
119-038 |
| PP |
119-016 |
119-016 |
119-016 |
119-005 |
| S1 |
118-301 |
118-301 |
119-018 |
118-278 |
| S2 |
118-256 |
118-256 |
119-010 |
|
| S3 |
118-176 |
118-221 |
119-003 |
|
| S4 |
118-096 |
118-141 |
118-301 |
|
|
| 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 |
118-245 |
0-182 |
0.5% |
0-085 |
0.2% |
55% |
False |
False |
675,495 |
| 10 |
119-107 |
118-152 |
0-275 |
0.7% |
0-098 |
0.3% |
70% |
False |
False |
706,902 |
| 20 |
120-232 |
118-152 |
2-080 |
1.9% |
0-102 |
0.3% |
27% |
False |
False |
701,416 |
| 40 |
121-107 |
118-152 |
2-275 |
2.4% |
0-106 |
0.3% |
21% |
False |
False |
614,036 |
| 60 |
121-107 |
118-152 |
2-275 |
2.4% |
0-112 |
0.3% |
21% |
False |
False |
633,955 |
| 80 |
121-107 |
118-152 |
2-275 |
2.4% |
0-113 |
0.3% |
21% |
False |
False |
482,883 |
| 100 |
121-107 |
118-070 |
3-037 |
2.6% |
0-095 |
0.2% |
28% |
False |
False |
386,336 |
| 120 |
121-107 |
117-260 |
3-167 |
3.0% |
0-079 |
0.2% |
36% |
False |
False |
321,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-072 |
|
2.618 |
119-261 |
|
1.618 |
119-181 |
|
1.000 |
119-132 |
|
0.618 |
119-101 |
|
HIGH |
119-052 |
|
0.618 |
119-021 |
|
0.500 |
119-012 |
|
0.382 |
119-003 |
|
LOW |
118-292 |
|
0.618 |
118-243 |
|
1.000 |
118-212 |
|
1.618 |
118-163 |
|
2.618 |
118-083 |
|
4.250 |
117-272 |
|
|
| Fisher Pivots for day following 18-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-021 |
119-036 |
| PP |
119-016 |
119-032 |
| S1 |
119-012 |
119-029 |
|