ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 16-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
120-140 |
120-105 |
-0-035 |
-0.1% |
120-038 |
| High |
120-220 |
120-145 |
-0-075 |
-0.2% |
120-227 |
| Low |
120-120 |
120-087 |
-0-033 |
-0.1% |
120-030 |
| Close |
120-122 |
120-102 |
-0-020 |
-0.1% |
120-102 |
| Range |
0-100 |
0-058 |
-0-042 |
-42.5% |
0-197 |
| ATR |
0-082 |
0-080 |
-0-002 |
-2.1% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-284 |
120-251 |
120-134 |
|
| R3 |
120-227 |
120-193 |
120-118 |
|
| R2 |
120-169 |
120-169 |
120-113 |
|
| R1 |
120-136 |
120-136 |
120-108 |
120-124 |
| PP |
120-112 |
120-112 |
120-112 |
120-106 |
| S1 |
120-078 |
120-078 |
120-097 |
120-066 |
| S2 |
120-054 |
120-054 |
120-092 |
|
| S3 |
119-317 |
120-021 |
120-087 |
|
| S4 |
119-259 |
119-283 |
120-071 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-072 |
121-285 |
120-211 |
|
| R3 |
121-195 |
121-087 |
120-157 |
|
| R2 |
120-317 |
120-317 |
120-139 |
|
| R1 |
120-210 |
120-210 |
120-121 |
120-264 |
| PP |
120-120 |
120-120 |
120-120 |
120-147 |
| S1 |
120-013 |
120-013 |
120-084 |
120-066 |
| S2 |
119-243 |
119-243 |
120-066 |
|
| S3 |
119-045 |
119-135 |
120-048 |
|
| S4 |
118-168 |
118-258 |
119-314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-227 |
120-030 |
0-197 |
0.5% |
0-066 |
0.2% |
37% |
False |
False |
326 |
| 10 |
120-227 |
119-282 |
0-265 |
0.7% |
0-063 |
0.2% |
53% |
False |
False |
168 |
| 20 |
120-245 |
119-030 |
1-215 |
1.4% |
0-044 |
0.1% |
73% |
False |
False |
84 |
| 40 |
120-245 |
118-158 |
2-087 |
1.9% |
0-022 |
0.1% |
80% |
False |
False |
42 |
| 60 |
120-245 |
118-018 |
2-227 |
2.3% |
0-015 |
0.0% |
84% |
False |
False |
28 |
| 80 |
120-245 |
118-007 |
2-238 |
2.3% |
0-011 |
0.0% |
84% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-069 |
|
2.618 |
120-296 |
|
1.618 |
120-238 |
|
1.000 |
120-202 |
|
0.618 |
120-181 |
|
HIGH |
120-145 |
|
0.618 |
120-123 |
|
0.500 |
120-116 |
|
0.382 |
120-109 |
|
LOW |
120-087 |
|
0.618 |
120-052 |
|
1.000 |
120-030 |
|
1.618 |
119-314 |
|
2.618 |
119-257 |
|
4.250 |
119-163 |
|
|
| Fisher Pivots for day following 16-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-116 |
120-157 |
| PP |
120-112 |
120-139 |
| S1 |
120-107 |
120-121 |
|