ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 08-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
118-280 |
119-065 |
0-105 |
0.3% |
119-072 |
| High |
119-067 |
119-090 |
0-023 |
0.1% |
119-187 |
| Low |
118-275 |
119-030 |
0-075 |
0.2% |
118-212 |
| Close |
119-050 |
119-050 |
0-000 |
0.0% |
118-307 |
| Range |
0-112 |
0-060 |
-0-052 |
-46.4% |
0-295 |
| ATR |
0-105 |
0-102 |
-0-003 |
-3.1% |
0-000 |
| Volume |
27,779 |
35,659 |
7,880 |
28.4% |
434,163 |
|
| Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-237 |
119-203 |
119-083 |
|
| R3 |
119-177 |
119-143 |
119-066 |
|
| R2 |
119-117 |
119-117 |
119-061 |
|
| R1 |
119-083 |
119-083 |
119-056 |
119-070 |
| PP |
119-057 |
119-057 |
119-057 |
119-050 |
| S1 |
119-023 |
119-023 |
119-044 |
119-010 |
| S2 |
118-317 |
118-317 |
119-039 |
|
| S3 |
118-257 |
118-283 |
119-034 |
|
| S4 |
118-197 |
118-223 |
119-017 |
|
|
| 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 |
119-165 |
118-212 |
0-273 |
0.7% |
0-122 |
0.3% |
58% |
False |
False |
45,075 |
| 10 |
119-187 |
118-212 |
0-295 |
0.8% |
0-103 |
0.3% |
54% |
False |
False |
360,540 |
| 20 |
119-187 |
118-207 |
0-300 |
0.8% |
0-092 |
0.2% |
54% |
False |
False |
539,691 |
| 40 |
121-032 |
118-152 |
2-200 |
2.2% |
0-099 |
0.3% |
26% |
False |
False |
601,216 |
| 60 |
121-107 |
118-152 |
2-275 |
2.4% |
0-108 |
0.3% |
24% |
False |
False |
591,020 |
| 80 |
121-107 |
118-152 |
2-275 |
2.4% |
0-111 |
0.3% |
24% |
False |
False |
565,503 |
| 100 |
121-107 |
118-070 |
3-037 |
2.6% |
0-107 |
0.3% |
30% |
False |
False |
452,933 |
| 120 |
121-107 |
118-010 |
3-097 |
2.8% |
0-089 |
0.2% |
34% |
False |
False |
377,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-025 |
|
2.618 |
119-247 |
|
1.618 |
119-187 |
|
1.000 |
119-150 |
|
0.618 |
119-127 |
|
HIGH |
119-090 |
|
0.618 |
119-067 |
|
0.500 |
119-060 |
|
0.382 |
119-053 |
|
LOW |
119-030 |
|
0.618 |
118-313 |
|
1.000 |
118-290 |
|
1.618 |
118-253 |
|
2.618 |
118-193 |
|
4.250 |
118-095 |
|
|
| Fisher Pivots for day following 08-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-060 |
119-030 |
| PP |
119-057 |
119-011 |
| S1 |
119-053 |
118-311 |
|