ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 30-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2015 |
30-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
119-045 |
119-072 |
0-027 |
0.1% |
119-005 |
| High |
119-097 |
119-090 |
-0-007 |
0.0% |
119-102 |
| Low |
119-045 |
119-020 |
-0-025 |
-0.1% |
118-260 |
| Close |
119-077 |
119-067 |
-0-010 |
0.0% |
119-077 |
| Range |
0-052 |
0-070 |
0-018 |
34.6% |
0-162 |
| ATR |
0-091 |
0-089 |
-0-001 |
-1.6% |
0-000 |
| Volume |
376,032 |
179,532 |
-196,500 |
-52.3% |
4,629,908 |
|
| Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-269 |
119-238 |
119-106 |
|
| R3 |
119-199 |
119-168 |
119-086 |
|
| R2 |
119-129 |
119-129 |
119-080 |
|
| R1 |
119-098 |
119-098 |
119-073 |
119-078 |
| PP |
119-059 |
119-059 |
119-059 |
119-049 |
| S1 |
119-028 |
119-028 |
119-061 |
119-008 |
| S2 |
118-309 |
118-309 |
119-054 |
|
| S3 |
118-239 |
118-278 |
119-048 |
|
| S4 |
118-169 |
118-208 |
119-028 |
|
|
| 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% |
0-073 |
0.2% |
78% |
False |
False |
961,888 |
| 10 |
119-107 |
118-260 |
0-167 |
0.4% |
0-075 |
0.2% |
76% |
False |
False |
851,135 |
| 20 |
119-275 |
118-152 |
1-123 |
1.2% |
0-089 |
0.2% |
53% |
False |
False |
777,116 |
| 40 |
121-032 |
118-152 |
2-200 |
2.2% |
0-094 |
0.2% |
28% |
False |
False |
655,693 |
| 60 |
121-107 |
118-152 |
2-275 |
2.4% |
0-106 |
0.3% |
26% |
False |
False |
638,936 |
| 80 |
121-107 |
118-152 |
2-275 |
2.4% |
0-111 |
0.3% |
26% |
False |
False |
561,938 |
| 100 |
121-107 |
118-070 |
3-037 |
2.6% |
0-100 |
0.3% |
32% |
False |
False |
449,761 |
| 120 |
121-107 |
118-010 |
3-097 |
2.8% |
0-083 |
0.2% |
36% |
False |
False |
374,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-068 |
|
2.618 |
119-273 |
|
1.618 |
119-203 |
|
1.000 |
119-160 |
|
0.618 |
119-133 |
|
HIGH |
119-090 |
|
0.618 |
119-063 |
|
0.500 |
119-055 |
|
0.382 |
119-047 |
|
LOW |
119-020 |
|
0.618 |
118-297 |
|
1.000 |
118-270 |
|
1.618 |
118-227 |
|
2.618 |
118-157 |
|
4.250 |
118-042 |
|
|
| Fisher Pivots for day following 30-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-063 |
119-064 |
| PP |
119-059 |
119-061 |
| S1 |
119-055 |
119-058 |
|