ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 27-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2015 |
27-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
119-057 |
119-045 |
-0-012 |
0.0% |
119-005 |
| High |
119-080 |
119-097 |
0-017 |
0.0% |
119-102 |
| Low |
119-022 |
119-045 |
0-023 |
0.1% |
118-260 |
| Close |
119-057 |
119-077 |
0-020 |
0.1% |
119-077 |
| Range |
0-058 |
0-052 |
-0-006 |
-10.3% |
0-162 |
| ATR |
0-094 |
0-091 |
-0-003 |
-3.2% |
0-000 |
| Volume |
1,031,048 |
376,032 |
-655,016 |
-63.5% |
4,629,908 |
|
| Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-229 |
119-205 |
119-106 |
|
| R3 |
119-177 |
119-153 |
119-091 |
|
| R2 |
119-125 |
119-125 |
119-087 |
|
| R1 |
119-101 |
119-101 |
119-082 |
119-113 |
| PP |
119-073 |
119-073 |
119-073 |
119-079 |
| S1 |
119-049 |
119-049 |
119-072 |
119-061 |
| S2 |
119-021 |
119-021 |
119-067 |
|
| S3 |
118-289 |
118-317 |
119-063 |
|
| S4 |
118-237 |
118-265 |
119-048 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-206 |
120-143 |
119-166 |
|
| R3 |
120-044 |
119-301 |
119-122 |
|
| R2 |
119-202 |
119-202 |
119-107 |
|
| R1 |
119-139 |
119-139 |
119-092 |
119-170 |
| PP |
119-040 |
119-040 |
119-040 |
119-055 |
| S1 |
118-297 |
118-297 |
119-062 |
119-008 |
| S2 |
118-198 |
118-198 |
119-047 |
|
| S3 |
118-036 |
118-135 |
119-032 |
|
| S4 |
117-194 |
117-293 |
118-308 |
|
|
| 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% |
0-071 |
0.2% |
85% |
False |
False |
1,080,507 |
| 10 |
119-107 |
118-255 |
0-172 |
0.5% |
0-079 |
0.2% |
83% |
False |
False |
890,842 |
| 20 |
119-285 |
118-152 |
1-133 |
1.2% |
0-090 |
0.2% |
54% |
False |
False |
814,030 |
| 40 |
121-107 |
118-152 |
2-275 |
2.4% |
0-100 |
0.3% |
27% |
False |
False |
676,246 |
| 60 |
121-107 |
118-152 |
2-275 |
2.4% |
0-106 |
0.3% |
27% |
False |
False |
645,970 |
| 80 |
121-107 |
118-152 |
2-275 |
2.4% |
0-111 |
0.3% |
27% |
False |
False |
559,728 |
| 100 |
121-107 |
118-070 |
3-037 |
2.6% |
0-099 |
0.3% |
33% |
False |
False |
447,968 |
| 120 |
121-107 |
117-260 |
3-167 |
3.0% |
0-082 |
0.2% |
41% |
False |
False |
373,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-318 |
|
2.618 |
119-233 |
|
1.618 |
119-181 |
|
1.000 |
119-149 |
|
0.618 |
119-129 |
|
HIGH |
119-097 |
|
0.618 |
119-077 |
|
0.500 |
119-071 |
|
0.382 |
119-065 |
|
LOW |
119-045 |
|
0.618 |
119-013 |
|
1.000 |
118-313 |
|
1.618 |
118-281 |
|
2.618 |
118-229 |
|
4.250 |
118-144 |
|
|
| Fisher Pivots for day following 27-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-075 |
119-072 |
| PP |
119-073 |
119-066 |
| S1 |
119-071 |
119-061 |
|