ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 05-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
120-213 |
120-073 |
-0-140 |
-0.4% |
119-185 |
| High |
120-245 |
120-145 |
-0-100 |
-0.3% |
120-245 |
| Low |
120-142 |
120-073 |
-0-070 |
-0.2% |
119-185 |
| Close |
120-142 |
120-073 |
-0-070 |
-0.2% |
120-142 |
| Range |
0-102 |
0-072 |
-0-030 |
-29.3% |
1-060 |
| ATR |
0-082 |
0-082 |
-0-001 |
-0.9% |
0-000 |
| Volume |
2 |
0 |
-2 |
-100.0% |
3 |
|
| Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-314 |
120-266 |
120-112 |
|
| R3 |
120-242 |
120-193 |
120-092 |
|
| R2 |
120-169 |
120-169 |
120-086 |
|
| R1 |
120-121 |
120-121 |
120-079 |
120-109 |
| PP |
120-097 |
120-097 |
120-097 |
120-091 |
| S1 |
120-048 |
120-048 |
120-066 |
120-036 |
| S2 |
120-024 |
120-024 |
120-059 |
|
| S3 |
119-272 |
119-296 |
120-053 |
|
| S4 |
119-199 |
119-223 |
120-033 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-264 |
123-103 |
121-031 |
|
| R3 |
122-204 |
122-043 |
120-247 |
|
| R2 |
121-144 |
121-144 |
120-212 |
|
| R1 |
120-303 |
120-303 |
120-177 |
121-064 |
| PP |
120-084 |
120-084 |
120-084 |
120-124 |
| S1 |
119-243 |
119-243 |
120-108 |
120-004 |
| S2 |
119-024 |
119-024 |
120-073 |
|
| S3 |
117-284 |
118-183 |
120-038 |
|
| S4 |
116-224 |
117-123 |
119-253 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-245 |
119-305 |
0-260 |
0.7% |
0-046 |
0.1% |
34% |
False |
False |
|
| 10 |
120-245 |
119-122 |
1-122 |
1.2% |
0-032 |
0.1% |
61% |
False |
False |
|
| 20 |
120-245 |
118-158 |
2-087 |
1.9% |
0-016 |
0.0% |
76% |
False |
False |
|
| 40 |
120-245 |
118-060 |
2-185 |
2.1% |
0-008 |
0.0% |
79% |
False |
False |
|
| 60 |
120-245 |
118-018 |
2-227 |
2.3% |
0-005 |
0.0% |
80% |
False |
False |
|
| 80 |
120-245 |
118-007 |
2-238 |
2.3% |
0-004 |
0.0% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-133 |
|
2.618 |
121-015 |
|
1.618 |
120-262 |
|
1.000 |
120-217 |
|
0.618 |
120-190 |
|
HIGH |
120-145 |
|
0.618 |
120-117 |
|
0.500 |
120-109 |
|
0.382 |
120-100 |
|
LOW |
120-073 |
|
0.618 |
120-028 |
|
1.000 |
120-000 |
|
1.618 |
119-275 |
|
2.618 |
119-203 |
|
4.250 |
119-084 |
|
|
| Fisher Pivots for day following 05-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-109 |
120-115 |
| PP |
120-097 |
120-101 |
| S1 |
120-085 |
120-087 |
|