ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 02-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
119-077 |
119-162 |
0-085 |
0.2% |
119-005 |
| High |
119-187 |
119-165 |
-0-022 |
-0.1% |
119-102 |
| Low |
119-030 |
119-062 |
0-032 |
0.1% |
118-260 |
| Close |
119-160 |
119-095 |
-0-065 |
-0.2% |
119-077 |
| Range |
0-157 |
0-103 |
-0-054 |
-34.4% |
0-162 |
| ATR |
0-094 |
0-095 |
0-001 |
0.7% |
0-000 |
| Volume |
92,694 |
50,071 |
-42,623 |
-46.0% |
4,629,908 |
|
| Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-096 |
120-039 |
119-152 |
|
| R3 |
119-313 |
119-256 |
119-123 |
|
| R2 |
119-210 |
119-210 |
119-114 |
|
| R1 |
119-153 |
119-153 |
119-104 |
119-130 |
| PP |
119-107 |
119-107 |
119-107 |
119-096 |
| S1 |
119-050 |
119-050 |
119-086 |
119-027 |
| S2 |
119-004 |
119-004 |
119-076 |
|
| S3 |
118-221 |
118-267 |
119-067 |
|
| S4 |
118-118 |
118-164 |
119-038 |
|
|
| 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% |
0-088 |
0.2% |
45% |
False |
False |
345,875 |
| 10 |
119-187 |
118-260 |
0-247 |
0.6% |
0-084 |
0.2% |
63% |
False |
False |
722,242 |
| 20 |
119-187 |
118-152 |
1-035 |
0.9% |
0-093 |
0.2% |
74% |
False |
False |
726,003 |
| 40 |
121-032 |
118-152 |
2-200 |
2.2% |
0-096 |
0.3% |
31% |
False |
False |
637,228 |
| 60 |
121-107 |
118-152 |
2-275 |
2.4% |
0-105 |
0.3% |
29% |
False |
False |
621,074 |
| 80 |
121-107 |
118-152 |
2-275 |
2.4% |
0-112 |
0.3% |
29% |
False |
False |
563,697 |
| 100 |
121-107 |
118-070 |
3-037 |
2.6% |
0-102 |
0.3% |
35% |
False |
False |
451,185 |
| 120 |
121-107 |
118-010 |
3-097 |
2.8% |
0-085 |
0.2% |
38% |
False |
False |
376,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-283 |
|
2.618 |
120-115 |
|
1.618 |
120-012 |
|
1.000 |
119-268 |
|
0.618 |
119-229 |
|
HIGH |
119-165 |
|
0.618 |
119-126 |
|
0.500 |
119-114 |
|
0.382 |
119-101 |
|
LOW |
119-062 |
|
0.618 |
118-318 |
|
1.000 |
118-279 |
|
1.618 |
118-215 |
|
2.618 |
118-112 |
|
4.250 |
117-264 |
|
|
| Fisher Pivots for day following 02-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-114 |
119-104 |
| PP |
119-107 |
119-101 |
| S1 |
119-101 |
119-098 |
|