ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 11-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
119-097 |
119-080 |
-0-017 |
0.0% |
118-280 |
| High |
119-122 |
119-252 |
0-130 |
0.3% |
119-252 |
| Low |
119-060 |
119-077 |
0-017 |
0.0% |
118-275 |
| Close |
119-060 |
119-232 |
0-172 |
0.5% |
119-232 |
| Range |
0-062 |
0-175 |
0-113 |
182.3% |
0-297 |
| ATR |
0-100 |
0-107 |
0-007 |
6.6% |
0-000 |
| Volume |
11,158 |
15,642 |
4,484 |
40.2% |
122,154 |
|
| Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-072 |
121-007 |
120-008 |
|
| R3 |
120-217 |
120-152 |
119-280 |
|
| R2 |
120-042 |
120-042 |
119-264 |
|
| R1 |
119-297 |
119-297 |
119-248 |
120-010 |
| PP |
119-187 |
119-187 |
119-187 |
119-203 |
| S1 |
119-122 |
119-122 |
119-216 |
119-154 |
| S2 |
119-012 |
119-012 |
119-200 |
|
| S3 |
118-157 |
118-267 |
119-184 |
|
| S4 |
117-302 |
118-092 |
119-136 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-077 |
121-292 |
120-075 |
|
| R3 |
121-100 |
120-315 |
119-314 |
|
| R2 |
120-123 |
120-123 |
119-286 |
|
| R1 |
120-018 |
120-018 |
119-259 |
120-070 |
| PP |
119-146 |
119-146 |
119-146 |
119-173 |
| S1 |
119-041 |
119-041 |
119-205 |
119-094 |
| S2 |
118-169 |
118-169 |
119-178 |
|
| S3 |
117-192 |
118-064 |
119-150 |
|
| S4 |
116-215 |
117-087 |
119-069 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-252 |
118-275 |
0-297 |
0.8% |
0-103 |
0.3% |
93% |
True |
False |
24,430 |
| 10 |
119-252 |
118-212 |
1-040 |
0.9% |
0-118 |
0.3% |
94% |
True |
False |
55,631 |
| 20 |
119-252 |
118-212 |
1-040 |
0.9% |
0-099 |
0.3% |
94% |
True |
False |
473,236 |
| 40 |
120-270 |
118-152 |
2-118 |
2.0% |
0-099 |
0.3% |
53% |
False |
False |
562,147 |
| 60 |
121-107 |
118-152 |
2-275 |
2.4% |
0-104 |
0.3% |
44% |
False |
False |
555,679 |
| 80 |
121-107 |
118-152 |
2-275 |
2.4% |
0-111 |
0.3% |
44% |
False |
False |
565,966 |
| 100 |
121-107 |
118-152 |
2-275 |
2.4% |
0-108 |
0.3% |
44% |
False |
False |
453,515 |
| 120 |
121-107 |
118-010 |
3-097 |
2.8% |
0-092 |
0.2% |
51% |
False |
False |
377,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-036 |
|
2.618 |
121-070 |
|
1.618 |
120-215 |
|
1.000 |
120-107 |
|
0.618 |
120-040 |
|
HIGH |
119-252 |
|
0.618 |
119-185 |
|
0.500 |
119-164 |
|
0.382 |
119-144 |
|
LOW |
119-077 |
|
0.618 |
118-289 |
|
1.000 |
118-222 |
|
1.618 |
118-114 |
|
2.618 |
117-259 |
|
4.250 |
116-293 |
|
|
| Fisher Pivots for day following 11-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-210 |
119-203 |
| PP |
119-187 |
119-174 |
| S1 |
119-164 |
119-144 |
|