ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 18-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2015 |
18-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
118-312 |
119-040 |
0-048 |
0.1% |
119-215 |
| High |
119-015 |
119-082 |
0-067 |
0.2% |
119-217 |
| Low |
118-295 |
119-040 |
0-065 |
0.2% |
118-265 |
| Close |
118-300 |
119-055 |
0-075 |
0.2% |
119-055 |
| Range |
0-040 |
0-042 |
0-002 |
5.0% |
0-272 |
| ATR |
0-101 |
0-101 |
0-000 |
0.1% |
0-000 |
| Volume |
1,017 |
3,367 |
2,350 |
231.1% |
41,008 |
|
| Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-185 |
119-162 |
119-078 |
|
| R3 |
119-143 |
119-120 |
119-067 |
|
| R2 |
119-101 |
119-101 |
119-063 |
|
| R1 |
119-078 |
119-078 |
119-059 |
119-090 |
| PP |
119-059 |
119-059 |
119-059 |
119-065 |
| S1 |
119-036 |
119-036 |
119-051 |
119-048 |
| S2 |
119-017 |
119-017 |
119-047 |
|
| S3 |
118-295 |
118-314 |
119-043 |
|
| S4 |
118-253 |
118-272 |
119-032 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-248 |
121-104 |
119-205 |
|
| R3 |
120-296 |
120-152 |
119-130 |
|
| R2 |
120-024 |
120-024 |
119-105 |
|
| R1 |
119-200 |
119-200 |
119-080 |
119-136 |
| PP |
119-072 |
119-072 |
119-072 |
119-040 |
| S1 |
118-248 |
118-248 |
119-030 |
118-184 |
| S2 |
118-120 |
118-120 |
119-005 |
|
| S3 |
117-168 |
117-296 |
118-300 |
|
| S4 |
116-216 |
117-024 |
118-225 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-217 |
118-265 |
0-272 |
0.7% |
0-071 |
0.2% |
40% |
False |
False |
8,201 |
| 10 |
119-252 |
118-265 |
0-307 |
0.8% |
0-087 |
0.2% |
36% |
False |
False |
16,316 |
| 20 |
119-252 |
118-212 |
1-040 |
0.9% |
0-094 |
0.2% |
45% |
False |
False |
299,993 |
| 40 |
120-222 |
118-152 |
2-070 |
1.9% |
0-098 |
0.3% |
31% |
False |
False |
505,502 |
| 60 |
121-107 |
118-152 |
2-275 |
2.4% |
0-101 |
0.3% |
24% |
False |
False |
511,974 |
| 80 |
121-107 |
118-152 |
2-275 |
2.4% |
0-106 |
0.3% |
24% |
False |
False |
543,526 |
| 100 |
121-107 |
118-152 |
2-275 |
2.4% |
0-110 |
0.3% |
24% |
False |
False |
453,921 |
| 120 |
121-107 |
118-070 |
3-037 |
2.6% |
0-095 |
0.2% |
31% |
False |
False |
378,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-260 |
|
2.618 |
119-192 |
|
1.618 |
119-150 |
|
1.000 |
119-124 |
|
0.618 |
119-108 |
|
HIGH |
119-082 |
|
0.618 |
119-066 |
|
0.500 |
119-061 |
|
0.382 |
119-056 |
|
LOW |
119-040 |
|
0.618 |
119-014 |
|
1.000 |
118-318 |
|
1.618 |
118-292 |
|
2.618 |
118-250 |
|
4.250 |
118-182 |
|
|
| Fisher Pivots for day following 18-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-061 |
119-041 |
| PP |
119-059 |
119-027 |
| S1 |
119-057 |
119-014 |
|