ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 23-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
119-025 |
119-005 |
-0-020 |
-0.1% |
119-090 |
| High |
119-060 |
119-045 |
-0-015 |
0.0% |
119-107 |
| Low |
119-000 |
118-260 |
-0-060 |
-0.2% |
118-285 |
| Close |
119-015 |
119-027 |
0-012 |
0.0% |
119-015 |
| Range |
0-060 |
0-105 |
0-045 |
75.0% |
0-142 |
| ATR |
0-097 |
0-098 |
0-001 |
0.6% |
0-000 |
| Volume |
772,628 |
1,522,107 |
749,479 |
97.0% |
3,701,912 |
|
| Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-319 |
119-278 |
119-085 |
|
| R3 |
119-214 |
119-173 |
119-056 |
|
| R2 |
119-109 |
119-109 |
119-046 |
|
| R1 |
119-068 |
119-068 |
119-037 |
119-088 |
| PP |
119-004 |
119-004 |
119-004 |
119-014 |
| S1 |
118-283 |
118-283 |
119-017 |
118-304 |
| S2 |
118-219 |
118-219 |
119-008 |
|
| S3 |
118-114 |
118-178 |
118-318 |
|
| S4 |
118-009 |
118-073 |
118-289 |
|
|
| 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 |
119-065 |
118-260 |
0-125 |
0.3% |
0-083 |
0.2% |
70% |
False |
True |
914,818 |
| 10 |
119-107 |
118-207 |
0-220 |
0.6% |
0-081 |
0.2% |
64% |
False |
False |
718,842 |
| 20 |
120-222 |
118-152 |
2-070 |
1.9% |
0-101 |
0.3% |
27% |
False |
False |
775,231 |
| 40 |
121-107 |
118-152 |
2-275 |
2.4% |
0-103 |
0.3% |
21% |
False |
False |
646,905 |
| 60 |
121-107 |
118-152 |
2-275 |
2.4% |
0-108 |
0.3% |
21% |
False |
False |
628,682 |
| 80 |
121-107 |
118-152 |
2-275 |
2.4% |
0-113 |
0.3% |
21% |
False |
False |
521,064 |
| 100 |
121-107 |
118-070 |
3-037 |
2.6% |
0-097 |
0.3% |
28% |
False |
False |
416,897 |
| 120 |
121-107 |
117-260 |
3-167 |
3.0% |
0-081 |
0.2% |
36% |
False |
False |
347,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-171 |
|
2.618 |
120-000 |
|
1.618 |
119-215 |
|
1.000 |
119-150 |
|
0.618 |
119-110 |
|
HIGH |
119-045 |
|
0.618 |
119-005 |
|
0.500 |
118-312 |
|
0.382 |
118-300 |
|
LOW |
118-260 |
|
0.618 |
118-195 |
|
1.000 |
118-155 |
|
1.618 |
118-090 |
|
2.618 |
117-305 |
|
4.250 |
117-134 |
|
|
| Fisher Pivots for day following 23-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-016 |
119-018 |
| PP |
119-004 |
119-009 |
| S1 |
118-312 |
119-000 |
|