ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 15-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
120-115 |
120-140 |
0-025 |
0.1% |
120-073 |
| High |
120-227 |
120-220 |
-0-007 |
0.0% |
120-145 |
| Low |
120-115 |
120-120 |
0-005 |
0.0% |
119-282 |
| Close |
120-213 |
120-122 |
-0-090 |
-0.2% |
119-310 |
| Range |
0-112 |
0-100 |
-0-012 |
-11.1% |
0-182 |
| ATR |
0-081 |
0-082 |
0-001 |
1.7% |
0-000 |
| Volume |
439 |
0 |
-439 |
-100.0% |
54 |
|
| Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-134 |
121-068 |
120-177 |
|
| R3 |
121-034 |
120-288 |
120-150 |
|
| R2 |
120-254 |
120-254 |
120-141 |
|
| R1 |
120-188 |
120-188 |
120-132 |
120-171 |
| PP |
120-154 |
120-154 |
120-154 |
120-146 |
| S1 |
120-088 |
120-088 |
120-113 |
120-071 |
| S2 |
120-054 |
120-054 |
120-104 |
|
| S3 |
119-274 |
119-308 |
120-095 |
|
| S4 |
119-174 |
119-208 |
120-067 |
|
|
| 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 |
120-227 |
119-282 |
0-265 |
0.7% |
0-065 |
0.2% |
60% |
False |
False |
326 |
| 10 |
120-245 |
119-282 |
0-282 |
0.7% |
0-068 |
0.2% |
57% |
False |
False |
168 |
| 20 |
120-245 |
119-030 |
1-215 |
1.4% |
0-041 |
0.1% |
77% |
False |
False |
84 |
| 40 |
120-245 |
118-158 |
2-087 |
1.9% |
0-020 |
0.1% |
83% |
False |
False |
42 |
| 60 |
120-245 |
118-018 |
2-227 |
2.3% |
0-014 |
0.0% |
86% |
False |
False |
28 |
| 80 |
120-245 |
118-007 |
2-238 |
2.3% |
0-010 |
0.0% |
86% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-005 |
|
2.618 |
121-162 |
|
1.618 |
121-062 |
|
1.000 |
121-000 |
|
0.618 |
120-282 |
|
HIGH |
120-220 |
|
0.618 |
120-182 |
|
0.500 |
120-170 |
|
0.382 |
120-158 |
|
LOW |
120-120 |
|
0.618 |
120-058 |
|
1.000 |
120-020 |
|
1.618 |
119-278 |
|
2.618 |
119-178 |
|
4.250 |
119-015 |
|
|
| Fisher Pivots for day following 15-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-170 |
120-129 |
| PP |
120-154 |
120-127 |
| S1 |
120-138 |
120-125 |
|