ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 09-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2015 |
09-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
119-318 |
119-305 |
-0-013 |
0.0% |
120-073 |
| High |
120-082 |
120-013 |
-0-070 |
-0.2% |
120-145 |
| Low |
119-310 |
119-282 |
-0-028 |
-0.1% |
119-282 |
| Close |
119-318 |
119-310 |
-0-007 |
0.0% |
119-310 |
| Range |
0-092 |
0-050 |
-0-042 |
-45.9% |
0-182 |
| ATR |
0-080 |
0-078 |
-0-002 |
-2.7% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-138 |
120-114 |
120-018 |
|
| R3 |
120-088 |
120-064 |
120-004 |
|
| R2 |
120-038 |
120-038 |
119-319 |
|
| R1 |
120-014 |
120-014 |
119-315 |
120-026 |
| PP |
119-308 |
119-308 |
119-308 |
119-314 |
| S1 |
119-284 |
119-284 |
119-305 |
119-296 |
| S2 |
119-258 |
119-258 |
119-301 |
|
| S3 |
119-208 |
119-234 |
119-296 |
|
| S4 |
119-158 |
119-184 |
119-283 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-260 |
121-147 |
120-090 |
|
| R3 |
121-077 |
120-285 |
120-040 |
|
| R2 |
120-215 |
120-215 |
120-023 |
|
| R1 |
120-103 |
120-103 |
120-007 |
120-068 |
| PP |
120-033 |
120-033 |
120-033 |
120-015 |
| S1 |
119-240 |
119-240 |
119-293 |
119-205 |
| S2 |
119-170 |
119-170 |
119-277 |
|
| S3 |
118-308 |
119-058 |
119-260 |
|
| S4 |
118-125 |
118-195 |
119-210 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-145 |
119-282 |
0-182 |
0.5% |
0-060 |
0.2% |
15% |
False |
True |
10 |
| 10 |
120-245 |
119-185 |
1-060 |
1.0% |
0-055 |
0.1% |
33% |
False |
False |
5 |
| 20 |
120-245 |
118-158 |
2-087 |
1.9% |
0-027 |
0.1% |
65% |
False |
False |
2 |
| 40 |
120-245 |
118-113 |
2-132 |
2.0% |
0-014 |
0.0% |
67% |
False |
False |
1 |
| 60 |
120-245 |
118-018 |
2-227 |
2.3% |
0-009 |
0.0% |
71% |
False |
False |
|
| 80 |
120-245 |
118-007 |
2-238 |
2.3% |
0-007 |
0.0% |
71% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-225 |
|
2.618 |
120-143 |
|
1.618 |
120-093 |
|
1.000 |
120-063 |
|
0.618 |
120-043 |
|
HIGH |
120-013 |
|
0.618 |
119-313 |
|
0.500 |
119-308 |
|
0.382 |
119-302 |
|
LOW |
119-282 |
|
0.618 |
119-252 |
|
1.000 |
119-232 |
|
1.618 |
119-202 |
|
2.618 |
119-152 |
|
4.250 |
119-070 |
|
|
| Fisher Pivots for day following 09-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-309 |
120-022 |
| PP |
119-308 |
120-012 |
| S1 |
119-308 |
120-001 |
|