ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 21-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2015 |
21-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
120-030 |
120-018 |
-0-013 |
0.0% |
120-038 |
| High |
120-030 |
120-090 |
0-060 |
0.2% |
120-227 |
| Low |
120-015 |
120-018 |
0-002 |
0.0% |
120-030 |
| Close |
120-027 |
120-065 |
0-038 |
0.1% |
120-102 |
| Range |
0-015 |
0-073 |
0-058 |
383.2% |
0-197 |
| ATR |
0-079 |
0-079 |
0-000 |
-0.6% |
0-000 |
| Volume |
0 |
8,213 |
8,213 |
|
1,632 |
|
| Daily Pivots for day following 21-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-275 |
120-243 |
120-105 |
|
| R3 |
120-203 |
120-170 |
120-085 |
|
| R2 |
120-130 |
120-130 |
120-078 |
|
| R1 |
120-098 |
120-098 |
120-072 |
120-114 |
| PP |
120-058 |
120-058 |
120-058 |
120-066 |
| S1 |
120-025 |
120-025 |
120-058 |
120-041 |
| S2 |
119-305 |
119-305 |
120-052 |
|
| S3 |
119-232 |
119-272 |
120-045 |
|
| S4 |
119-160 |
119-200 |
120-025 |
|
|
| 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 |
120-220 |
120-015 |
0-205 |
0.5% |
0-059 |
0.2% |
24% |
False |
False |
1,642 |
| 10 |
120-227 |
119-282 |
0-265 |
0.7% |
0-061 |
0.2% |
39% |
False |
False |
984 |
| 20 |
120-245 |
119-122 |
1-122 |
1.2% |
0-051 |
0.1% |
59% |
False |
False |
495 |
| 40 |
120-245 |
118-158 |
2-087 |
1.9% |
0-025 |
0.1% |
75% |
False |
False |
247 |
| 60 |
120-245 |
118-018 |
2-227 |
2.3% |
0-017 |
0.0% |
79% |
False |
False |
165 |
| 80 |
120-245 |
118-018 |
2-227 |
2.3% |
0-013 |
0.0% |
79% |
False |
False |
123 |
| 100 |
120-245 |
117-260 |
2-305 |
2.5% |
0-010 |
0.0% |
81% |
False |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-078 |
|
2.618 |
120-280 |
|
1.618 |
120-207 |
|
1.000 |
120-163 |
|
0.618 |
120-135 |
|
HIGH |
120-090 |
|
0.618 |
120-062 |
|
0.500 |
120-054 |
|
0.382 |
120-045 |
|
LOW |
120-018 |
|
0.618 |
119-293 |
|
1.000 |
119-265 |
|
1.618 |
119-220 |
|
2.618 |
119-148 |
|
4.250 |
119-029 |
|
|
| Fisher Pivots for day following 21-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-061 |
120-064 |
| PP |
120-058 |
120-063 |
| S1 |
120-054 |
120-063 |
|