ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 10-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
119-075 |
119-097 |
0-022 |
0.1% |
119-072 |
| High |
119-142 |
119-122 |
-0-020 |
-0.1% |
119-187 |
| Low |
119-037 |
119-060 |
0-023 |
0.1% |
118-212 |
| Close |
119-130 |
119-060 |
-0-070 |
-0.2% |
118-307 |
| Range |
0-105 |
0-062 |
-0-043 |
-41.0% |
0-295 |
| ATR |
0-102 |
0-100 |
-0-002 |
-2.3% |
0-000 |
| Volume |
31,916 |
11,158 |
-20,758 |
-65.0% |
434,163 |
|
| Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-267 |
119-225 |
119-094 |
|
| R3 |
119-205 |
119-163 |
119-077 |
|
| R2 |
119-143 |
119-143 |
119-071 |
|
| R1 |
119-101 |
119-101 |
119-066 |
119-091 |
| PP |
119-081 |
119-081 |
119-081 |
119-076 |
| S1 |
119-039 |
119-039 |
119-054 |
119-029 |
| S2 |
119-019 |
119-019 |
119-049 |
|
| S3 |
118-277 |
118-297 |
119-043 |
|
| S4 |
118-215 |
118-235 |
119-026 |
|
|
| 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% |
0-095 |
0.2% |
67% |
False |
False |
35,500 |
| 10 |
119-187 |
118-212 |
0-295 |
0.8% |
0-106 |
0.3% |
57% |
False |
False |
91,670 |
| 20 |
119-187 |
118-212 |
0-295 |
0.8% |
0-093 |
0.2% |
57% |
False |
False |
504,129 |
| 40 |
121-032 |
118-152 |
2-200 |
2.2% |
0-098 |
0.3% |
27% |
False |
False |
575,307 |
| 60 |
121-107 |
118-152 |
2-275 |
2.4% |
0-105 |
0.3% |
25% |
False |
False |
569,593 |
| 80 |
121-107 |
118-152 |
2-275 |
2.4% |
0-111 |
0.3% |
25% |
False |
False |
565,908 |
| 100 |
121-107 |
118-152 |
2-275 |
2.4% |
0-107 |
0.3% |
25% |
False |
False |
453,361 |
| 120 |
121-107 |
118-010 |
3-097 |
2.8% |
0-091 |
0.2% |
35% |
False |
False |
377,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-066 |
|
2.618 |
119-284 |
|
1.618 |
119-222 |
|
1.000 |
119-184 |
|
0.618 |
119-160 |
|
HIGH |
119-122 |
|
0.618 |
119-098 |
|
0.500 |
119-091 |
|
0.382 |
119-084 |
|
LOW |
119-060 |
|
0.618 |
119-022 |
|
1.000 |
118-318 |
|
1.618 |
118-280 |
|
2.618 |
118-218 |
|
4.250 |
118-116 |
|
|
| Fisher Pivots for day following 10-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-091 |
119-086 |
| PP |
119-081 |
119-077 |
| S1 |
119-070 |
119-069 |
|