ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 03-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
119-162 |
119-087 |
-0-075 |
-0.2% |
119-005 |
| High |
119-165 |
119-092 |
-0-073 |
-0.2% |
119-102 |
| Low |
119-062 |
118-212 |
-0-170 |
-0.4% |
118-260 |
| Close |
119-095 |
118-267 |
-0-148 |
-0.4% |
119-077 |
| Range |
0-103 |
0-200 |
0-097 |
94.2% |
0-162 |
| ATR |
0-095 |
0-103 |
0-008 |
8.2% |
0-000 |
| Volume |
50,071 |
40,878 |
-9,193 |
-18.4% |
4,629,908 |
|
| Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-257 |
120-142 |
119-057 |
|
| R3 |
120-057 |
119-262 |
119-002 |
|
| R2 |
119-177 |
119-177 |
118-304 |
|
| R1 |
119-062 |
119-062 |
118-285 |
119-020 |
| PP |
118-297 |
118-297 |
118-297 |
118-276 |
| S1 |
118-182 |
118-182 |
118-249 |
118-140 |
| S2 |
118-097 |
118-097 |
118-230 |
|
| S3 |
117-217 |
117-302 |
118-212 |
|
| S4 |
117-017 |
117-102 |
118-157 |
|
|
| 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 |
118-212 |
0-295 |
0.8% |
0-116 |
0.3% |
19% |
False |
True |
147,841 |
| 10 |
119-187 |
118-212 |
0-295 |
0.8% |
0-096 |
0.3% |
19% |
False |
True |
652,761 |
| 20 |
119-187 |
118-152 |
1-035 |
0.9% |
0-097 |
0.3% |
32% |
False |
False |
679,832 |
| 40 |
121-032 |
118-152 |
2-200 |
2.2% |
0-099 |
0.3% |
14% |
False |
False |
626,613 |
| 60 |
121-107 |
118-152 |
2-275 |
2.4% |
0-107 |
0.3% |
13% |
False |
False |
610,454 |
| 80 |
121-107 |
118-152 |
2-275 |
2.4% |
0-112 |
0.3% |
13% |
False |
False |
564,161 |
| 100 |
121-107 |
118-070 |
3-037 |
2.6% |
0-104 |
0.3% |
20% |
False |
False |
451,589 |
| 120 |
121-107 |
118-010 |
3-097 |
2.8% |
0-087 |
0.2% |
24% |
False |
False |
376,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-302 |
|
2.618 |
120-296 |
|
1.618 |
120-096 |
|
1.000 |
119-292 |
|
0.618 |
119-216 |
|
HIGH |
119-092 |
|
0.618 |
119-016 |
|
0.500 |
118-312 |
|
0.382 |
118-288 |
|
LOW |
118-212 |
|
0.618 |
118-088 |
|
1.000 |
118-012 |
|
1.618 |
117-208 |
|
2.618 |
117-008 |
|
4.250 |
116-002 |
|
|
| Fisher Pivots for day following 03-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-312 |
119-040 |
| PP |
118-297 |
119-009 |
| S1 |
118-282 |
118-298 |
|