ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 20-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
119-005 |
119-025 |
0-020 |
0.1% |
119-090 |
| High |
119-057 |
119-060 |
0-003 |
0.0% |
119-107 |
| Low |
118-305 |
119-000 |
0-015 |
0.0% |
118-285 |
| Close |
119-032 |
119-015 |
-0-017 |
0.0% |
119-015 |
| Range |
0-072 |
0-060 |
-0-012 |
-16.7% |
0-142 |
| ATR |
0-100 |
0-097 |
-0-003 |
-2.9% |
0-000 |
| Volume |
761,907 |
772,628 |
10,721 |
1.4% |
3,701,912 |
|
| Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-205 |
119-170 |
119-048 |
|
| R3 |
119-145 |
119-110 |
119-032 |
|
| R2 |
119-085 |
119-085 |
119-026 |
|
| R1 |
119-050 |
119-050 |
119-020 |
119-038 |
| PP |
119-025 |
119-025 |
119-025 |
119-019 |
| S1 |
118-310 |
118-310 |
119-010 |
118-298 |
| S2 |
118-285 |
118-285 |
119-004 |
|
| S3 |
118-225 |
118-250 |
118-318 |
|
| S4 |
118-165 |
118-190 |
118-302 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-135 |
120-057 |
119-093 |
|
| R3 |
119-313 |
119-235 |
119-054 |
|
| R2 |
119-171 |
119-171 |
119-041 |
|
| R1 |
119-093 |
119-093 |
119-028 |
119-061 |
| PP |
119-029 |
119-029 |
119-029 |
119-013 |
| S1 |
118-271 |
118-271 |
119-002 |
118-239 |
| S2 |
118-207 |
118-207 |
118-309 |
|
| S3 |
118-065 |
118-129 |
118-296 |
|
| S4 |
117-243 |
117-307 |
118-257 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-107 |
118-285 |
0-142 |
0.4% |
0-076 |
0.2% |
35% |
False |
False |
740,382 |
| 10 |
119-107 |
118-160 |
0-267 |
0.7% |
0-078 |
0.2% |
66% |
False |
False |
644,622 |
| 20 |
120-222 |
118-152 |
2-070 |
1.9% |
0-099 |
0.3% |
26% |
False |
False |
719,302 |
| 40 |
121-107 |
118-152 |
2-275 |
2.4% |
0-103 |
0.3% |
20% |
False |
False |
621,385 |
| 60 |
121-107 |
118-152 |
2-275 |
2.4% |
0-109 |
0.3% |
20% |
False |
False |
615,509 |
| 80 |
121-107 |
118-152 |
2-275 |
2.4% |
0-114 |
0.3% |
20% |
False |
False |
502,049 |
| 100 |
121-107 |
118-070 |
3-037 |
2.6% |
0-096 |
0.3% |
27% |
False |
False |
401,678 |
| 120 |
121-107 |
117-260 |
3-167 |
3.0% |
0-080 |
0.2% |
35% |
False |
False |
334,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-315 |
|
2.618 |
119-217 |
|
1.618 |
119-157 |
|
1.000 |
119-120 |
|
0.618 |
119-097 |
|
HIGH |
119-060 |
|
0.618 |
119-037 |
|
0.500 |
119-030 |
|
0.382 |
119-023 |
|
LOW |
119-000 |
|
0.618 |
118-283 |
|
1.000 |
118-260 |
|
1.618 |
118-223 |
|
2.618 |
118-163 |
|
4.250 |
118-065 |
|
|
| Fisher Pivots for day following 20-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-030 |
119-016 |
| PP |
119-025 |
119-016 |
| S1 |
119-020 |
119-015 |
|