ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 22-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2015 |
22-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
120-018 |
120-107 |
0-090 |
0.2% |
120-038 |
| High |
120-090 |
120-107 |
0-017 |
0.0% |
120-227 |
| Low |
120-018 |
120-033 |
0-015 |
0.0% |
120-030 |
| Close |
120-065 |
120-087 |
0-022 |
0.1% |
120-102 |
| Range |
0-073 |
0-075 |
0-002 |
3.4% |
0-197 |
| ATR |
0-079 |
0-078 |
0-000 |
-0.3% |
0-000 |
| Volume |
8,213 |
11,439 |
3,226 |
39.3% |
1,632 |
|
| Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-301 |
120-269 |
120-129 |
|
| R3 |
120-226 |
120-194 |
120-108 |
|
| R2 |
120-151 |
120-151 |
120-101 |
|
| R1 |
120-119 |
120-119 |
120-094 |
120-097 |
| PP |
120-076 |
120-076 |
120-076 |
120-065 |
| S1 |
120-044 |
120-044 |
120-081 |
120-023 |
| S2 |
120-001 |
120-001 |
120-074 |
|
| S3 |
119-246 |
119-289 |
120-067 |
|
| S4 |
119-171 |
119-214 |
120-046 |
|
|
| 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 |
120-145 |
120-015 |
0-130 |
0.3% |
0-054 |
0.1% |
56% |
False |
False |
3,930 |
| 10 |
120-227 |
119-282 |
0-265 |
0.7% |
0-059 |
0.2% |
47% |
False |
False |
2,128 |
| 20 |
120-245 |
119-122 |
1-122 |
1.1% |
0-054 |
0.1% |
64% |
False |
False |
1,067 |
| 40 |
120-245 |
118-158 |
2-087 |
1.9% |
0-027 |
0.1% |
78% |
False |
False |
533 |
| 60 |
120-245 |
118-018 |
2-227 |
2.3% |
0-018 |
0.0% |
82% |
False |
False |
355 |
| 80 |
120-245 |
118-018 |
2-227 |
2.3% |
0-014 |
0.0% |
82% |
False |
False |
266 |
| 100 |
120-245 |
117-260 |
2-305 |
2.5% |
0-011 |
0.0% |
83% |
False |
False |
213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-106 |
|
2.618 |
120-304 |
|
1.618 |
120-229 |
|
1.000 |
120-182 |
|
0.618 |
120-154 |
|
HIGH |
120-107 |
|
0.618 |
120-079 |
|
0.500 |
120-070 |
|
0.382 |
120-061 |
|
LOW |
120-033 |
|
0.618 |
119-306 |
|
1.000 |
119-278 |
|
1.618 |
119-231 |
|
2.618 |
119-156 |
|
4.250 |
119-034 |
|
|
| Fisher Pivots for day following 22-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-082 |
120-079 |
| PP |
120-076 |
120-070 |
| S1 |
120-070 |
120-061 |
|