ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 09-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
119-065 |
119-075 |
0-010 |
0.0% |
119-072 |
| High |
119-090 |
119-142 |
0-052 |
0.1% |
119-187 |
| Low |
119-030 |
119-037 |
0-007 |
0.0% |
118-212 |
| Close |
119-050 |
119-130 |
0-080 |
0.2% |
118-307 |
| Range |
0-060 |
0-105 |
0-045 |
75.0% |
0-295 |
| ATR |
0-102 |
0-102 |
0-000 |
0.2% |
0-000 |
| Volume |
35,659 |
31,916 |
-3,743 |
-10.5% |
434,163 |
|
| Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-098 |
120-059 |
119-188 |
|
| R3 |
119-313 |
119-274 |
119-159 |
|
| R2 |
119-208 |
119-208 |
119-149 |
|
| R1 |
119-169 |
119-169 |
119-140 |
119-188 |
| PP |
119-103 |
119-103 |
119-103 |
119-113 |
| S1 |
119-064 |
119-064 |
119-120 |
119-084 |
| S2 |
118-318 |
118-318 |
119-111 |
|
| S3 |
118-213 |
118-279 |
119-101 |
|
| S4 |
118-108 |
118-174 |
119-072 |
|
|
| 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 |
119-142 |
118-212 |
0-250 |
0.7% |
0-122 |
0.3% |
95% |
True |
False |
41,444 |
| 10 |
119-187 |
118-212 |
0-295 |
0.8% |
0-105 |
0.3% |
81% |
False |
False |
193,659 |
| 20 |
119-187 |
118-212 |
0-295 |
0.8% |
0-092 |
0.2% |
81% |
False |
False |
510,376 |
| 40 |
121-032 |
118-152 |
2-200 |
2.2% |
0-100 |
0.3% |
35% |
False |
False |
591,492 |
| 60 |
121-107 |
118-152 |
2-275 |
2.4% |
0-106 |
0.3% |
33% |
False |
False |
579,794 |
| 80 |
121-107 |
118-152 |
2-275 |
2.4% |
0-112 |
0.3% |
33% |
False |
False |
565,844 |
| 100 |
121-107 |
118-070 |
3-037 |
2.6% |
0-107 |
0.3% |
38% |
False |
False |
453,249 |
| 120 |
121-107 |
118-010 |
3-097 |
2.8% |
0-090 |
0.2% |
42% |
False |
False |
377,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-268 |
|
2.618 |
120-097 |
|
1.618 |
119-312 |
|
1.000 |
119-247 |
|
0.618 |
119-207 |
|
HIGH |
119-142 |
|
0.618 |
119-102 |
|
0.500 |
119-090 |
|
0.382 |
119-077 |
|
LOW |
119-037 |
|
0.618 |
118-292 |
|
1.000 |
118-252 |
|
1.618 |
118-187 |
|
2.618 |
118-082 |
|
4.250 |
117-231 |
|
|
| Fisher Pivots for day following 09-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-116 |
119-103 |
| PP |
119-103 |
119-076 |
| S1 |
119-090 |
119-048 |
|