ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 15-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
119-215 |
119-097 |
-0-118 |
-0.3% |
118-280 |
| High |
119-217 |
119-097 |
-0-120 |
-0.3% |
119-252 |
| Low |
119-107 |
119-025 |
-0-082 |
-0.2% |
118-275 |
| Close |
119-107 |
119-045 |
-0-062 |
-0.2% |
119-232 |
| Range |
0-110 |
0-072 |
-0-038 |
-34.5% |
0-297 |
| ATR |
0-108 |
0-106 |
-0-002 |
-1.7% |
0-000 |
| Volume |
14,677 |
13,716 |
-961 |
-6.5% |
122,154 |
|
| Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-272 |
119-230 |
119-085 |
|
| R3 |
119-200 |
119-158 |
119-065 |
|
| R2 |
119-128 |
119-128 |
119-058 |
|
| R1 |
119-086 |
119-086 |
119-052 |
119-071 |
| PP |
119-056 |
119-056 |
119-056 |
119-048 |
| S1 |
119-014 |
119-014 |
119-038 |
118-319 |
| S2 |
118-304 |
118-304 |
119-032 |
|
| S3 |
118-232 |
118-262 |
119-025 |
|
| S4 |
118-160 |
118-190 |
119-005 |
|
|
| 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 |
119-025 |
0-227 |
0.6% |
0-105 |
0.3% |
9% |
False |
True |
17,421 |
| 10 |
119-252 |
118-212 |
1-040 |
0.9% |
0-113 |
0.3% |
43% |
False |
False |
31,248 |
| 20 |
119-252 |
118-212 |
1-040 |
0.9% |
0-098 |
0.3% |
43% |
False |
False |
413,330 |
| 40 |
120-240 |
118-152 |
2-088 |
1.9% |
0-100 |
0.3% |
29% |
False |
False |
544,135 |
| 60 |
121-107 |
118-152 |
2-275 |
2.4% |
0-104 |
0.3% |
23% |
False |
False |
537,891 |
| 80 |
121-107 |
118-152 |
2-275 |
2.4% |
0-111 |
0.3% |
23% |
False |
False |
565,458 |
| 100 |
121-107 |
118-152 |
2-275 |
2.4% |
0-109 |
0.3% |
23% |
False |
False |
453,799 |
| 120 |
121-107 |
118-010 |
3-097 |
2.8% |
0-094 |
0.2% |
34% |
False |
False |
378,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-083 |
|
2.618 |
119-285 |
|
1.618 |
119-213 |
|
1.000 |
119-169 |
|
0.618 |
119-141 |
|
HIGH |
119-097 |
|
0.618 |
119-069 |
|
0.500 |
119-061 |
|
0.382 |
119-053 |
|
LOW |
119-025 |
|
0.618 |
118-301 |
|
1.000 |
118-273 |
|
1.618 |
118-229 |
|
2.618 |
118-157 |
|
4.250 |
118-039 |
|
|
| Fisher Pivots for day following 15-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-061 |
119-138 |
| PP |
119-056 |
119-107 |
| S1 |
119-050 |
119-076 |
|