ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 13-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
120-038 |
120-053 |
0-015 |
0.0% |
120-073 |
| High |
120-040 |
120-090 |
0-050 |
0.1% |
120-145 |
| Low |
120-038 |
120-030 |
-0-007 |
0.0% |
119-282 |
| Close |
120-038 |
120-073 |
0-035 |
0.1% |
119-310 |
| Range |
0-002 |
0-060 |
0-058 |
2,303.8% |
0-182 |
| ATR |
0-076 |
0-075 |
-0-001 |
-1.5% |
0-000 |
| Volume |
0 |
1,193 |
1,193 |
|
54 |
|
| Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-244 |
120-218 |
120-106 |
|
| R3 |
120-184 |
120-158 |
120-089 |
|
| R2 |
120-124 |
120-124 |
120-084 |
|
| R1 |
120-098 |
120-098 |
120-078 |
120-111 |
| PP |
120-064 |
120-064 |
120-064 |
120-071 |
| S1 |
120-038 |
120-038 |
120-067 |
120-051 |
| S2 |
120-004 |
120-004 |
120-062 |
|
| S3 |
119-264 |
119-298 |
120-056 |
|
| S4 |
119-204 |
119-238 |
120-040 |
|
|
| 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 |
120-090 |
119-282 |
0-128 |
0.3% |
0-048 |
0.1% |
86% |
True |
False |
238 |
| 10 |
120-245 |
119-282 |
0-282 |
0.7% |
0-052 |
0.1% |
39% |
False |
False |
124 |
| 20 |
120-245 |
118-158 |
2-087 |
1.9% |
0-030 |
0.1% |
76% |
False |
False |
62 |
| 40 |
120-245 |
118-155 |
2-090 |
1.9% |
0-015 |
0.0% |
76% |
False |
False |
31 |
| 60 |
120-245 |
118-018 |
2-227 |
2.3% |
0-010 |
0.0% |
80% |
False |
False |
20 |
| 80 |
120-245 |
118-007 |
2-238 |
2.3% |
0-008 |
0.0% |
80% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-025 |
|
2.618 |
120-247 |
|
1.618 |
120-187 |
|
1.000 |
120-150 |
|
0.618 |
120-127 |
|
HIGH |
120-090 |
|
0.618 |
120-067 |
|
0.500 |
120-060 |
|
0.382 |
120-053 |
|
LOW |
120-030 |
|
0.618 |
119-313 |
|
1.000 |
119-290 |
|
1.618 |
119-253 |
|
2.618 |
119-193 |
|
4.250 |
119-095 |
|
|
| Fisher Pivots for day following 13-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-068 |
120-057 |
| PP |
120-064 |
120-042 |
| S1 |
120-060 |
120-026 |
|