ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 25-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2015 |
25-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
119-037 |
119-057 |
0-020 |
0.1% |
119-090 |
| High |
119-102 |
119-080 |
-0-022 |
-0.1% |
119-107 |
| Low |
119-020 |
119-022 |
0-002 |
0.0% |
118-285 |
| Close |
119-052 |
119-057 |
0-005 |
0.0% |
119-015 |
| Range |
0-082 |
0-058 |
-0-024 |
-29.3% |
0-142 |
| ATR |
0-097 |
0-094 |
-0-003 |
-2.9% |
0-000 |
| Volume |
1,700,721 |
1,031,048 |
-669,673 |
-39.4% |
3,701,912 |
|
| Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-227 |
119-200 |
119-089 |
|
| R3 |
119-169 |
119-142 |
119-073 |
|
| R2 |
119-111 |
119-111 |
119-068 |
|
| R1 |
119-084 |
119-084 |
119-062 |
119-086 |
| PP |
119-053 |
119-053 |
119-053 |
119-054 |
| S1 |
119-026 |
119-026 |
119-052 |
119-028 |
| S2 |
118-315 |
118-315 |
119-046 |
|
| S3 |
118-257 |
118-288 |
119-041 |
|
| S4 |
118-199 |
118-230 |
119-025 |
|
|
| 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% |
0-075 |
0.2% |
72% |
False |
False |
1,157,682 |
| 10 |
119-107 |
118-245 |
0-182 |
0.5% |
0-080 |
0.2% |
73% |
False |
False |
916,588 |
| 20 |
120-035 |
118-152 |
1-203 |
1.4% |
0-093 |
0.2% |
43% |
False |
False |
840,367 |
| 40 |
121-107 |
118-152 |
2-275 |
2.4% |
0-101 |
0.3% |
25% |
False |
False |
680,714 |
| 60 |
121-107 |
118-152 |
2-275 |
2.4% |
0-107 |
0.3% |
25% |
False |
False |
650,292 |
| 80 |
121-107 |
118-152 |
2-275 |
2.4% |
0-111 |
0.3% |
25% |
False |
False |
555,145 |
| 100 |
121-107 |
118-070 |
3-037 |
2.6% |
0-098 |
0.3% |
31% |
False |
False |
444,210 |
| 120 |
121-107 |
117-260 |
3-167 |
3.0% |
0-082 |
0.2% |
39% |
False |
False |
370,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-006 |
|
2.618 |
119-232 |
|
1.618 |
119-174 |
|
1.000 |
119-138 |
|
0.618 |
119-116 |
|
HIGH |
119-080 |
|
0.618 |
119-058 |
|
0.500 |
119-051 |
|
0.382 |
119-044 |
|
LOW |
119-022 |
|
0.618 |
118-306 |
|
1.000 |
118-284 |
|
1.618 |
118-248 |
|
2.618 |
118-190 |
|
4.250 |
118-096 |
|
|
| Fisher Pivots for day following 25-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-055 |
119-045 |
| PP |
119-053 |
119-033 |
| S1 |
119-051 |
119-021 |
|