ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 28-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2015 |
28-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
120-027 |
120-055 |
0-028 |
0.1% |
120-107 |
| High |
120-095 |
120-055 |
-0-040 |
-0.1% |
120-110 |
| Low |
120-015 |
119-195 |
-0-140 |
-0.4% |
119-278 |
| Close |
120-073 |
119-205 |
-0-188 |
-0.5% |
119-293 |
| Range |
0-080 |
0-180 |
0-100 |
125.0% |
0-153 |
| ATR |
0-081 |
0-090 |
0-008 |
10.2% |
0-000 |
| Volume |
6,269 |
0 |
-6,269 |
-100.0% |
19,652 |
|
| Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-158 |
121-042 |
119-304 |
|
| R3 |
120-298 |
120-182 |
119-254 |
|
| R2 |
120-118 |
120-118 |
119-238 |
|
| R1 |
120-002 |
120-002 |
119-221 |
119-290 |
| PP |
119-258 |
119-258 |
119-258 |
119-243 |
| S1 |
119-142 |
119-142 |
119-188 |
119-110 |
| S2 |
119-078 |
119-078 |
119-172 |
|
| S3 |
118-218 |
118-282 |
119-155 |
|
| S4 |
118-038 |
118-102 |
119-106 |
|
|
| 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 |
120-107 |
119-195 |
0-232 |
0.6% |
0-088 |
0.2% |
4% |
False |
True |
4,505 |
| 10 |
120-220 |
119-195 |
1-025 |
0.9% |
0-073 |
0.2% |
3% |
False |
True |
3,074 |
| 20 |
120-245 |
119-195 |
1-050 |
1.0% |
0-067 |
0.2% |
3% |
False |
True |
1,621 |
| 40 |
120-245 |
118-158 |
2-087 |
1.9% |
0-036 |
0.1% |
51% |
False |
False |
810 |
| 60 |
120-245 |
118-018 |
2-227 |
2.3% |
0-024 |
0.1% |
59% |
False |
False |
540 |
| 80 |
120-245 |
118-018 |
2-227 |
2.3% |
0-018 |
0.0% |
59% |
False |
False |
405 |
| 100 |
120-245 |
117-260 |
2-305 |
2.5% |
0-015 |
0.0% |
62% |
False |
False |
324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-180 |
|
2.618 |
121-206 |
|
1.618 |
121-026 |
|
1.000 |
120-235 |
|
0.618 |
120-166 |
|
HIGH |
120-055 |
|
0.618 |
119-306 |
|
0.500 |
119-285 |
|
0.382 |
119-264 |
|
LOW |
119-195 |
|
0.618 |
119-084 |
|
1.000 |
119-015 |
|
1.618 |
118-224 |
|
2.618 |
118-044 |
|
4.250 |
117-070 |
|
|
| Fisher Pivots for day following 28-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-285 |
119-305 |
| PP |
119-258 |
119-272 |
| S1 |
119-232 |
119-238 |
|