ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 07-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2015 |
07-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
118-285 |
118-280 |
-0-005 |
0.0% |
119-072 |
| High |
119-027 |
119-067 |
0-040 |
0.1% |
119-187 |
| Low |
118-212 |
118-275 |
0-063 |
0.2% |
118-212 |
| Close |
118-307 |
119-050 |
0-063 |
0.2% |
118-307 |
| Range |
0-135 |
0-112 |
-0-023 |
-17.0% |
0-295 |
| ATR |
0-105 |
0-105 |
0-001 |
0.5% |
0-000 |
| Volume |
70,988 |
27,779 |
-43,209 |
-60.9% |
434,163 |
|
| Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-040 |
119-317 |
119-112 |
|
| R3 |
119-248 |
119-205 |
119-081 |
|
| R2 |
119-136 |
119-136 |
119-071 |
|
| R1 |
119-093 |
119-093 |
119-060 |
119-114 |
| PP |
119-024 |
119-024 |
119-024 |
119-035 |
| S1 |
118-301 |
118-301 |
119-040 |
119-002 |
| S2 |
118-232 |
118-232 |
119-029 |
|
| S3 |
118-120 |
118-189 |
119-019 |
|
| S4 |
118-008 |
118-077 |
118-308 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-267 |
121-102 |
119-149 |
|
| R3 |
120-292 |
120-127 |
119-068 |
|
| R2 |
119-317 |
119-317 |
119-041 |
|
| R1 |
119-152 |
119-152 |
119-014 |
119-087 |
| PP |
119-022 |
119-022 |
119-022 |
118-310 |
| S1 |
118-177 |
118-177 |
118-280 |
118-112 |
| S2 |
118-047 |
118-047 |
118-253 |
|
| S3 |
117-072 |
117-202 |
118-226 |
|
| S4 |
116-097 |
116-227 |
118-145 |
|
|
| 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% |
0-141 |
0.4% |
54% |
False |
False |
56,482 |
| 10 |
119-187 |
118-212 |
0-295 |
0.8% |
0-107 |
0.3% |
54% |
False |
False |
509,185 |
| 20 |
119-187 |
118-160 |
1-027 |
0.9% |
0-093 |
0.2% |
61% |
False |
False |
576,903 |
| 40 |
121-032 |
118-152 |
2-200 |
2.2% |
0-099 |
0.3% |
26% |
False |
False |
602,260 |
| 60 |
121-107 |
118-152 |
2-275 |
2.4% |
0-108 |
0.3% |
24% |
False |
False |
596,387 |
| 80 |
121-107 |
118-152 |
2-275 |
2.4% |
0-111 |
0.3% |
24% |
False |
False |
565,098 |
| 100 |
121-107 |
118-070 |
3-037 |
2.6% |
0-106 |
0.3% |
30% |
False |
False |
452,576 |
| 120 |
121-107 |
118-010 |
3-097 |
2.8% |
0-089 |
0.2% |
34% |
False |
False |
377,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-223 |
|
2.618 |
120-040 |
|
1.618 |
119-248 |
|
1.000 |
119-179 |
|
0.618 |
119-136 |
|
HIGH |
119-067 |
|
0.618 |
119-024 |
|
0.500 |
119-011 |
|
0.382 |
118-318 |
|
LOW |
118-275 |
|
0.618 |
118-206 |
|
1.000 |
118-163 |
|
1.618 |
118-094 |
|
2.618 |
117-302 |
|
4.250 |
117-119 |
|
|
| Fisher Pivots for day following 07-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-037 |
119-031 |
| PP |
119-024 |
119-011 |
| S1 |
119-011 |
118-312 |
|