ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 06-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2015 |
06-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
120-073 |
120-098 |
0-025 |
0.1% |
119-185 |
| High |
120-145 |
120-110 |
-0-035 |
-0.1% |
120-245 |
| Low |
120-073 |
120-060 |
-0-013 |
0.0% |
119-185 |
| Close |
120-073 |
120-100 |
0-027 |
0.1% |
120-142 |
| Range |
0-072 |
0-050 |
-0-022 |
-31.0% |
1-060 |
| ATR |
0-082 |
0-080 |
-0-002 |
-2.8% |
0-000 |
| Volume |
0 |
54 |
54 |
|
3 |
|
| Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-240 |
120-220 |
120-128 |
|
| R3 |
120-190 |
120-170 |
120-114 |
|
| R2 |
120-140 |
120-140 |
120-109 |
|
| R1 |
120-120 |
120-120 |
120-105 |
120-130 |
| PP |
120-090 |
120-090 |
120-090 |
120-095 |
| S1 |
120-070 |
120-070 |
120-095 |
120-080 |
| S2 |
120-040 |
120-040 |
120-091 |
|
| S3 |
119-310 |
120-020 |
120-086 |
|
| S4 |
119-260 |
119-290 |
120-072 |
|
|
| 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% |
0-056 |
0.1% |
44% |
False |
False |
11 |
| 10 |
120-245 |
119-122 |
1-122 |
1.1% |
0-037 |
0.1% |
67% |
False |
False |
5 |
| 20 |
120-245 |
118-158 |
2-087 |
1.9% |
0-018 |
0.0% |
80% |
False |
False |
2 |
| 40 |
120-245 |
118-113 |
2-132 |
2.0% |
0-009 |
0.0% |
81% |
False |
False |
1 |
| 60 |
120-245 |
118-018 |
2-227 |
2.3% |
0-006 |
0.0% |
83% |
False |
False |
|
| 80 |
120-245 |
118-007 |
2-238 |
2.3% |
0-005 |
0.0% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-003 |
|
2.618 |
120-241 |
|
1.618 |
120-191 |
|
1.000 |
120-160 |
|
0.618 |
120-141 |
|
HIGH |
120-110 |
|
0.618 |
120-091 |
|
0.500 |
120-085 |
|
0.382 |
120-079 |
|
LOW |
120-060 |
|
0.618 |
120-029 |
|
1.000 |
120-010 |
|
1.618 |
119-299 |
|
2.618 |
119-249 |
|
4.250 |
119-167 |
|
|
| Fisher Pivots for day following 06-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-095 |
120-152 |
| PP |
120-090 |
120-135 |
| S1 |
120-085 |
120-117 |
|