ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 19-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
120-105 |
120-107 |
0-002 |
0.0% |
120-038 |
| High |
120-145 |
120-110 |
-0-035 |
-0.1% |
120-227 |
| Low |
120-087 |
120-062 |
-0-025 |
-0.1% |
120-030 |
| Close |
120-102 |
120-107 |
0-005 |
0.0% |
120-102 |
| Range |
0-058 |
0-048 |
-0-010 |
-17.4% |
0-197 |
| ATR |
0-080 |
0-078 |
-0-002 |
-2.9% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-236 |
120-219 |
120-134 |
|
| R3 |
120-188 |
120-172 |
120-121 |
|
| R2 |
120-141 |
120-141 |
120-116 |
|
| R1 |
120-124 |
120-124 |
120-112 |
120-131 |
| PP |
120-093 |
120-093 |
120-093 |
120-097 |
| S1 |
120-077 |
120-077 |
120-103 |
120-084 |
| S2 |
120-046 |
120-046 |
120-099 |
|
| S3 |
119-318 |
120-029 |
120-094 |
|
| S4 |
119-271 |
119-302 |
120-081 |
|
|
| 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% |
0-076 |
0.2% |
39% |
False |
False |
326 |
| 10 |
120-227 |
119-282 |
0-265 |
0.7% |
0-061 |
0.2% |
55% |
False |
False |
168 |
| 20 |
120-245 |
119-122 |
1-122 |
1.1% |
0-046 |
0.1% |
69% |
False |
False |
84 |
| 40 |
120-245 |
118-158 |
2-087 |
1.9% |
0-023 |
0.1% |
81% |
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% |
0-012 |
0.0% |
84% |
False |
False |
21 |
| 100 |
120-245 |
117-260 |
2-305 |
2.5% |
0-009 |
0.0% |
85% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-312 |
|
2.618 |
120-234 |
|
1.618 |
120-187 |
|
1.000 |
120-158 |
|
0.618 |
120-139 |
|
HIGH |
120-110 |
|
0.618 |
120-092 |
|
0.500 |
120-086 |
|
0.382 |
120-081 |
|
LOW |
120-062 |
|
0.618 |
120-033 |
|
1.000 |
120-015 |
|
1.618 |
119-306 |
|
2.618 |
119-258 |
|
4.250 |
119-181 |
|
|
| Fisher Pivots for day following 19-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-100 |
120-141 |
| PP |
120-093 |
120-130 |
| S1 |
120-086 |
120-119 |
|