ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 14-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
119-080 |
119-215 |
0-135 |
0.4% |
118-280 |
| High |
119-252 |
119-217 |
-0-035 |
-0.1% |
119-252 |
| Low |
119-077 |
119-107 |
0-030 |
0.1% |
118-275 |
| Close |
119-232 |
119-107 |
-0-125 |
-0.3% |
119-232 |
| Range |
0-175 |
0-110 |
-0-065 |
-37.1% |
0-297 |
| ATR |
0-107 |
0-108 |
0-001 |
1.2% |
0-000 |
| Volume |
15,642 |
14,677 |
-965 |
-6.2% |
122,154 |
|
| Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-154 |
120-080 |
119-168 |
|
| R3 |
120-044 |
119-290 |
119-137 |
|
| R2 |
119-254 |
119-254 |
119-127 |
|
| R1 |
119-180 |
119-180 |
119-117 |
119-162 |
| PP |
119-144 |
119-144 |
119-144 |
119-134 |
| S1 |
119-070 |
119-070 |
119-097 |
119-052 |
| S2 |
119-034 |
119-034 |
119-087 |
|
| S3 |
118-244 |
118-280 |
119-077 |
|
| S4 |
118-134 |
118-170 |
119-046 |
|
|
| 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 |
119-030 |
0-222 |
0.6% |
0-102 |
0.3% |
35% |
False |
False |
21,810 |
| 10 |
119-252 |
118-212 |
1-040 |
0.9% |
0-122 |
0.3% |
60% |
False |
False |
39,146 |
| 20 |
119-252 |
118-212 |
1-040 |
0.9% |
0-098 |
0.3% |
60% |
False |
False |
445,140 |
| 40 |
120-240 |
118-152 |
2-088 |
1.9% |
0-100 |
0.3% |
38% |
False |
False |
554,324 |
| 60 |
121-107 |
118-152 |
2-275 |
2.4% |
0-104 |
0.3% |
30% |
False |
False |
544,970 |
| 80 |
121-107 |
118-152 |
2-275 |
2.4% |
0-111 |
0.3% |
30% |
False |
False |
565,759 |
| 100 |
121-107 |
118-152 |
2-275 |
2.4% |
0-109 |
0.3% |
30% |
False |
False |
453,662 |
| 120 |
121-107 |
118-010 |
3-097 |
2.8% |
0-093 |
0.2% |
39% |
False |
False |
378,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-044 |
|
2.618 |
120-185 |
|
1.618 |
120-075 |
|
1.000 |
120-007 |
|
0.618 |
119-285 |
|
HIGH |
119-217 |
|
0.618 |
119-175 |
|
0.500 |
119-162 |
|
0.382 |
119-149 |
|
LOW |
119-107 |
|
0.618 |
119-039 |
|
1.000 |
118-317 |
|
1.618 |
118-249 |
|
2.618 |
118-139 |
|
4.250 |
117-280 |
|
|
| Fisher Pivots for day following 14-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-162 |
119-156 |
| PP |
119-144 |
119-140 |
| S1 |
119-125 |
119-123 |
|