ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 24-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2015 |
24-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
119-005 |
119-037 |
0-032 |
0.1% |
119-090 |
| High |
119-045 |
119-102 |
0-057 |
0.1% |
119-107 |
| Low |
118-260 |
119-020 |
0-080 |
0.2% |
118-285 |
| Close |
119-027 |
119-052 |
0-025 |
0.1% |
119-015 |
| Range |
0-105 |
0-082 |
-0-023 |
-21.9% |
0-142 |
| ATR |
0-098 |
0-097 |
-0-001 |
-1.1% |
0-000 |
| Volume |
1,522,107 |
1,700,721 |
178,614 |
11.7% |
3,701,912 |
|
| Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-304 |
119-260 |
119-097 |
|
| R3 |
119-222 |
119-178 |
119-075 |
|
| R2 |
119-140 |
119-140 |
119-067 |
|
| R1 |
119-096 |
119-096 |
119-060 |
119-118 |
| PP |
119-058 |
119-058 |
119-058 |
119-069 |
| S1 |
119-014 |
119-014 |
119-044 |
119-036 |
| S2 |
118-296 |
118-296 |
119-037 |
|
| S3 |
118-214 |
118-252 |
119-029 |
|
| S4 |
118-132 |
118-170 |
119-007 |
|
|
| 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 |
119-102 |
118-260 |
0-162 |
0.4% |
0-080 |
0.2% |
69% |
True |
False |
1,098,610 |
| 10 |
119-107 |
118-240 |
0-187 |
0.5% |
0-079 |
0.2% |
71% |
False |
False |
827,093 |
| 20 |
120-187 |
118-152 |
2-035 |
1.8% |
0-100 |
0.3% |
33% |
False |
False |
835,389 |
| 40 |
121-107 |
118-152 |
2-275 |
2.4% |
0-102 |
0.3% |
24% |
False |
False |
672,594 |
| 60 |
121-107 |
118-152 |
2-275 |
2.4% |
0-107 |
0.3% |
24% |
False |
False |
645,465 |
| 80 |
121-107 |
118-152 |
2-275 |
2.4% |
0-112 |
0.3% |
24% |
False |
False |
542,298 |
| 100 |
121-107 |
118-070 |
3-037 |
2.6% |
0-098 |
0.3% |
30% |
False |
False |
433,902 |
| 120 |
121-107 |
117-260 |
3-167 |
3.0% |
0-081 |
0.2% |
38% |
False |
False |
361,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-130 |
|
2.618 |
119-317 |
|
1.618 |
119-235 |
|
1.000 |
119-184 |
|
0.618 |
119-153 |
|
HIGH |
119-102 |
|
0.618 |
119-071 |
|
0.500 |
119-061 |
|
0.382 |
119-051 |
|
LOW |
119-020 |
|
0.618 |
118-289 |
|
1.000 |
118-258 |
|
1.618 |
118-207 |
|
2.618 |
118-125 |
|
4.250 |
117-312 |
|
|
| Fisher Pivots for day following 24-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-061 |
119-042 |
| PP |
119-058 |
119-031 |
| S1 |
119-055 |
119-021 |
|