ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 17-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
119-035 |
118-312 |
-0-043 |
-0.1% |
118-280 |
| High |
119-035 |
119-015 |
-0-020 |
-0.1% |
119-252 |
| Low |
118-265 |
118-295 |
0-030 |
0.1% |
118-275 |
| Close |
118-292 |
118-300 |
0-008 |
0.0% |
119-232 |
| Range |
0-090 |
0-040 |
-0-050 |
-55.6% |
0-297 |
| ATR |
0-106 |
0-101 |
-0-004 |
-4.2% |
0-000 |
| Volume |
8,231 |
1,017 |
-7,214 |
-87.6% |
122,154 |
|
| Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-110 |
119-085 |
119-002 |
|
| R3 |
119-070 |
119-045 |
118-311 |
|
| R2 |
119-030 |
119-030 |
118-307 |
|
| R1 |
119-005 |
119-005 |
118-304 |
118-318 |
| PP |
118-310 |
118-310 |
118-310 |
118-306 |
| S1 |
118-285 |
118-285 |
118-296 |
118-278 |
| S2 |
118-270 |
118-270 |
118-293 |
|
| S3 |
118-230 |
118-245 |
118-289 |
|
| S4 |
118-190 |
118-205 |
118-278 |
|
|
| 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% |
0-097 |
0.3% |
11% |
False |
False |
10,656 |
| 10 |
119-252 |
118-212 |
1-040 |
0.9% |
0-096 |
0.3% |
24% |
False |
False |
23,078 |
| 20 |
119-252 |
118-212 |
1-040 |
0.9% |
0-096 |
0.3% |
24% |
False |
False |
337,920 |
| 40 |
120-232 |
118-152 |
2-080 |
1.9% |
0-099 |
0.3% |
21% |
False |
False |
519,668 |
| 60 |
121-107 |
118-152 |
2-275 |
2.4% |
0-102 |
0.3% |
16% |
False |
False |
521,997 |
| 80 |
121-107 |
118-152 |
2-275 |
2.4% |
0-108 |
0.3% |
16% |
False |
False |
559,946 |
| 100 |
121-107 |
118-152 |
2-275 |
2.4% |
0-110 |
0.3% |
16% |
False |
False |
453,891 |
| 120 |
121-107 |
118-070 |
3-037 |
2.6% |
0-095 |
0.2% |
23% |
False |
False |
378,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-185 |
|
2.618 |
119-120 |
|
1.618 |
119-080 |
|
1.000 |
119-055 |
|
0.618 |
119-040 |
|
HIGH |
119-015 |
|
0.618 |
119-000 |
|
0.500 |
118-315 |
|
0.382 |
118-310 |
|
LOW |
118-295 |
|
0.618 |
118-270 |
|
1.000 |
118-255 |
|
1.618 |
118-230 |
|
2.618 |
118-190 |
|
4.250 |
118-125 |
|
|
| Fisher Pivots for day following 17-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-315 |
119-021 |
| PP |
118-310 |
119-007 |
| S1 |
118-305 |
118-314 |
|