ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 16-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
119-097 |
119-035 |
-0-062 |
-0.2% |
118-280 |
| High |
119-097 |
119-035 |
-0-062 |
-0.2% |
119-252 |
| Low |
119-025 |
118-265 |
-0-080 |
-0.2% |
118-275 |
| Close |
119-045 |
118-292 |
-0-073 |
-0.2% |
119-232 |
| Range |
0-072 |
0-090 |
0-018 |
25.0% |
0-297 |
| ATR |
0-106 |
0-106 |
0-000 |
-0.4% |
0-000 |
| Volume |
13,716 |
8,231 |
-5,485 |
-40.0% |
122,154 |
|
| Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-254 |
119-203 |
119-022 |
|
| R3 |
119-164 |
119-113 |
118-317 |
|
| R2 |
119-074 |
119-074 |
118-308 |
|
| R1 |
119-023 |
119-023 |
118-300 |
119-004 |
| PP |
118-304 |
118-304 |
118-304 |
118-294 |
| S1 |
118-253 |
118-253 |
118-284 |
118-234 |
| S2 |
118-214 |
118-214 |
118-276 |
|
| S3 |
118-124 |
118-163 |
118-267 |
|
| S4 |
118-034 |
118-073 |
118-242 |
|
|
| 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 |
118-265 |
0-307 |
0.8% |
0-102 |
0.3% |
9% |
False |
True |
12,684 |
| 10 |
119-252 |
118-212 |
1-040 |
0.9% |
0-112 |
0.3% |
22% |
False |
False |
27,064 |
| 20 |
119-252 |
118-212 |
1-040 |
0.9% |
0-098 |
0.3% |
22% |
False |
False |
374,653 |
| 40 |
120-232 |
118-152 |
2-080 |
1.9% |
0-100 |
0.3% |
19% |
False |
False |
530,589 |
| 60 |
121-107 |
118-152 |
2-275 |
2.4% |
0-103 |
0.3% |
15% |
False |
False |
529,724 |
| 80 |
121-107 |
118-152 |
2-275 |
2.4% |
0-109 |
0.3% |
15% |
False |
False |
564,095 |
| 100 |
121-107 |
118-152 |
2-275 |
2.4% |
0-110 |
0.3% |
15% |
False |
False |
453,881 |
| 120 |
121-107 |
118-070 |
3-037 |
2.6% |
0-094 |
0.2% |
22% |
False |
False |
378,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-098 |
|
2.618 |
119-271 |
|
1.618 |
119-181 |
|
1.000 |
119-125 |
|
0.618 |
119-091 |
|
HIGH |
119-035 |
|
0.618 |
119-001 |
|
0.500 |
118-310 |
|
0.382 |
118-299 |
|
LOW |
118-265 |
|
0.618 |
118-209 |
|
1.000 |
118-175 |
|
1.618 |
118-119 |
|
2.618 |
118-029 |
|
4.250 |
117-202 |
|
|
| Fisher Pivots for day following 16-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-310 |
119-081 |
| PP |
118-304 |
119-045 |
| S1 |
118-298 |
119-008 |
|