ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 23-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
120-107 |
120-005 |
-0-102 |
-0.3% |
120-107 |
| High |
120-107 |
120-005 |
-0-102 |
-0.3% |
120-110 |
| Low |
120-033 |
119-278 |
-0-075 |
-0.2% |
119-278 |
| Close |
120-087 |
119-293 |
-0-115 |
-0.3% |
119-293 |
| Range |
0-075 |
0-047 |
-0-027 |
-36.7% |
0-153 |
| ATR |
0-078 |
0-082 |
0-004 |
4.7% |
0-000 |
| Volume |
11,439 |
0 |
-11,439 |
-100.0% |
19,652 |
|
| Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-121 |
120-094 |
119-319 |
|
| R3 |
120-073 |
120-047 |
119-306 |
|
| R2 |
120-026 |
120-026 |
119-301 |
|
| R1 |
119-319 |
119-319 |
119-297 |
119-309 |
| PP |
119-298 |
119-298 |
119-298 |
119-293 |
| S1 |
119-272 |
119-272 |
119-288 |
119-261 |
| S2 |
119-251 |
119-251 |
119-284 |
|
| S3 |
119-203 |
119-224 |
119-279 |
|
| S4 |
119-156 |
119-177 |
119-266 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-151 |
121-054 |
120-056 |
|
| R3 |
120-318 |
120-222 |
120-014 |
|
| R2 |
120-166 |
120-166 |
120-000 |
|
| R1 |
120-069 |
120-069 |
119-306 |
120-041 |
| PP |
120-013 |
120-013 |
120-013 |
119-319 |
| S1 |
119-237 |
119-237 |
119-279 |
119-209 |
| S2 |
119-181 |
119-181 |
119-265 |
|
| S3 |
119-028 |
119-084 |
119-251 |
|
| S4 |
118-196 |
118-252 |
119-209 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-110 |
119-278 |
0-153 |
0.4% |
0-052 |
0.1% |
10% |
False |
True |
3,930 |
| 10 |
120-227 |
119-278 |
0-270 |
0.7% |
0-059 |
0.2% |
6% |
False |
True |
2,128 |
| 20 |
120-245 |
119-185 |
1-060 |
1.0% |
0-057 |
0.1% |
28% |
False |
False |
1,067 |
| 40 |
120-245 |
118-158 |
2-087 |
1.9% |
0-028 |
0.1% |
63% |
False |
False |
533 |
| 60 |
120-245 |
118-018 |
2-227 |
2.3% |
0-019 |
0.0% |
69% |
False |
False |
355 |
| 80 |
120-245 |
118-018 |
2-227 |
2.3% |
0-014 |
0.0% |
69% |
False |
False |
266 |
| 100 |
120-245 |
117-260 |
2-305 |
2.5% |
0-011 |
0.0% |
71% |
False |
False |
213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-207 |
|
2.618 |
120-129 |
|
1.618 |
120-082 |
|
1.000 |
120-052 |
|
0.618 |
120-034 |
|
HIGH |
120-005 |
|
0.618 |
119-307 |
|
0.500 |
119-301 |
|
0.382 |
119-296 |
|
LOW |
119-278 |
|
0.618 |
119-248 |
|
1.000 |
119-230 |
|
1.618 |
119-201 |
|
2.618 |
119-153 |
|
4.250 |
119-076 |
|
|
| Fisher Pivots for day following 23-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-301 |
120-032 |
| PP |
119-298 |
120-013 |
| S1 |
119-295 |
119-313 |
|