ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 19-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
119-045 |
119-005 |
-0-040 |
-0.1% |
118-235 |
| High |
119-052 |
119-057 |
0-005 |
0.0% |
119-050 |
| Low |
118-292 |
118-305 |
0-013 |
0.0% |
118-160 |
| Close |
119-025 |
119-032 |
0-007 |
0.0% |
119-020 |
| Range |
0-080 |
0-072 |
-0-008 |
-10.0% |
0-210 |
| ATR |
0-102 |
0-100 |
-0-002 |
-2.1% |
0-000 |
| Volume |
735,687 |
761,907 |
26,220 |
3.6% |
2,744,317 |
|
| Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-241 |
119-208 |
119-072 |
|
| R3 |
119-169 |
119-136 |
119-052 |
|
| R2 |
119-097 |
119-097 |
119-045 |
|
| R1 |
119-064 |
119-064 |
119-039 |
119-080 |
| PP |
119-025 |
119-025 |
119-025 |
119-033 |
| S1 |
118-312 |
118-312 |
119-025 |
119-008 |
| S2 |
118-273 |
118-273 |
119-019 |
|
| S3 |
118-201 |
118-240 |
119-012 |
|
| S4 |
118-129 |
118-168 |
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 |
118-255 |
0-172 |
0.5% |
0-087 |
0.2% |
56% |
False |
False |
701,177 |
| 10 |
119-107 |
118-152 |
0-275 |
0.7% |
0-097 |
0.3% |
73% |
False |
False |
691,993 |
| 20 |
120-222 |
118-152 |
2-070 |
1.9% |
0-102 |
0.3% |
28% |
False |
False |
711,012 |
| 40 |
121-107 |
118-152 |
2-275 |
2.4% |
0-104 |
0.3% |
22% |
False |
False |
617,964 |
| 60 |
121-107 |
118-152 |
2-275 |
2.4% |
0-110 |
0.3% |
22% |
False |
False |
624,704 |
| 80 |
121-107 |
118-152 |
2-275 |
2.4% |
0-114 |
0.3% |
22% |
False |
False |
492,403 |
| 100 |
121-107 |
118-070 |
3-037 |
2.6% |
0-095 |
0.3% |
28% |
False |
False |
393,953 |
| 120 |
121-107 |
117-260 |
3-167 |
3.0% |
0-079 |
0.2% |
37% |
False |
False |
328,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-043 |
|
2.618 |
119-245 |
|
1.618 |
119-173 |
|
1.000 |
119-129 |
|
0.618 |
119-101 |
|
HIGH |
119-057 |
|
0.618 |
119-029 |
|
0.500 |
119-021 |
|
0.382 |
119-013 |
|
LOW |
118-305 |
|
0.618 |
118-261 |
|
1.000 |
118-233 |
|
1.618 |
118-189 |
|
2.618 |
118-117 |
|
4.250 |
117-319 |
|
|
| Fisher Pivots for day following 19-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-028 |
119-026 |
| PP |
119-025 |
119-021 |
| S1 |
119-021 |
119-015 |
|