ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 01-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
119-072 |
119-077 |
0-005 |
0.0% |
119-005 |
| High |
119-090 |
119-187 |
0-097 |
0.3% |
119-102 |
| Low |
119-020 |
119-030 |
0-010 |
0.0% |
118-260 |
| Close |
119-067 |
119-160 |
0-093 |
0.2% |
119-077 |
| Range |
0-070 |
0-157 |
0-087 |
124.3% |
0-162 |
| ATR |
0-089 |
0-094 |
0-005 |
5.4% |
0-000 |
| Volume |
179,532 |
92,694 |
-86,838 |
-48.4% |
4,629,908 |
|
| Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-277 |
120-215 |
119-246 |
|
| R3 |
120-120 |
120-058 |
119-203 |
|
| R2 |
119-283 |
119-283 |
119-189 |
|
| R1 |
119-221 |
119-221 |
119-174 |
119-252 |
| PP |
119-126 |
119-126 |
119-126 |
119-141 |
| S1 |
119-064 |
119-064 |
119-146 |
119-095 |
| S2 |
118-289 |
118-289 |
119-131 |
|
| S3 |
118-132 |
118-227 |
119-117 |
|
| S4 |
117-295 |
118-070 |
119-074 |
|
|
| 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 |
119-187 |
119-020 |
0-167 |
0.4% |
0-084 |
0.2% |
84% |
True |
False |
676,005 |
| 10 |
119-187 |
118-260 |
0-247 |
0.6% |
0-084 |
0.2% |
89% |
True |
False |
795,411 |
| 20 |
119-212 |
118-152 |
1-060 |
1.0% |
0-092 |
0.2% |
86% |
False |
False |
754,319 |
| 40 |
121-032 |
118-152 |
2-200 |
2.2% |
0-095 |
0.2% |
39% |
False |
False |
646,856 |
| 60 |
121-107 |
118-152 |
2-275 |
2.4% |
0-105 |
0.3% |
36% |
False |
False |
628,076 |
| 80 |
121-107 |
118-152 |
2-275 |
2.4% |
0-112 |
0.3% |
36% |
False |
False |
563,082 |
| 100 |
121-107 |
118-070 |
3-037 |
2.6% |
0-101 |
0.3% |
41% |
False |
False |
450,686 |
| 120 |
121-107 |
118-010 |
3-097 |
2.8% |
0-084 |
0.2% |
44% |
False |
False |
375,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-214 |
|
2.618 |
120-278 |
|
1.618 |
120-121 |
|
1.000 |
120-024 |
|
0.618 |
119-284 |
|
HIGH |
119-187 |
|
0.618 |
119-127 |
|
0.500 |
119-108 |
|
0.382 |
119-090 |
|
LOW |
119-030 |
|
0.618 |
118-253 |
|
1.000 |
118-193 |
|
1.618 |
118-096 |
|
2.618 |
117-259 |
|
4.250 |
117-003 |
|
|
| Fisher Pivots for day following 01-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-143 |
119-141 |
| PP |
119-126 |
119-122 |
| S1 |
119-108 |
119-104 |
|