ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 30-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2015 |
30-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
119-218 |
119-107 |
-0-110 |
-0.3% |
119-287 |
| High |
119-222 |
119-145 |
-0-078 |
-0.2% |
120-095 |
| Low |
119-102 |
119-060 |
-0-042 |
-0.1% |
119-060 |
| Close |
119-110 |
119-107 |
-0-003 |
0.0% |
119-107 |
| Range |
0-120 |
0-085 |
-0-035 |
-29.2% |
1-035 |
| ATR |
0-092 |
0-091 |
0-000 |
-0.5% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-039 |
119-318 |
119-154 |
|
| R3 |
119-274 |
119-233 |
119-131 |
|
| R2 |
119-189 |
119-189 |
119-123 |
|
| R1 |
119-148 |
119-148 |
119-115 |
119-150 |
| PP |
119-104 |
119-104 |
119-104 |
119-105 |
| S1 |
119-063 |
119-063 |
119-100 |
119-065 |
| S2 |
119-019 |
119-019 |
119-092 |
|
| S3 |
118-254 |
118-298 |
119-084 |
|
| S4 |
118-169 |
118-213 |
119-061 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-299 |
122-078 |
119-303 |
|
| R3 |
121-264 |
121-043 |
119-205 |
|
| R2 |
120-229 |
120-229 |
119-173 |
|
| R1 |
120-008 |
120-008 |
119-140 |
119-261 |
| PP |
119-194 |
119-194 |
119-194 |
119-161 |
| S1 |
118-293 |
118-293 |
119-075 |
118-226 |
| S2 |
118-159 |
118-159 |
119-042 |
|
| S3 |
117-124 |
117-258 |
119-010 |
|
| S4 |
116-089 |
116-223 |
118-232 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-095 |
119-060 |
1-035 |
0.9% |
0-104 |
0.3% |
13% |
False |
True |
2,218 |
| 10 |
120-110 |
119-060 |
1-050 |
1.0% |
0-078 |
0.2% |
13% |
False |
True |
3,074 |
| 20 |
120-227 |
119-060 |
1-167 |
1.3% |
0-071 |
0.2% |
10% |
False |
True |
1,621 |
| 40 |
120-245 |
118-158 |
2-087 |
1.9% |
0-041 |
0.1% |
37% |
False |
False |
810 |
| 60 |
120-245 |
118-060 |
2-185 |
2.2% |
0-028 |
0.1% |
45% |
False |
False |
540 |
| 80 |
120-245 |
118-018 |
2-227 |
2.3% |
0-021 |
0.1% |
47% |
False |
False |
405 |
| 100 |
120-245 |
118-007 |
2-238 |
2.3% |
0-017 |
0.0% |
48% |
False |
False |
324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-186 |
|
2.618 |
120-048 |
|
1.618 |
119-283 |
|
1.000 |
119-230 |
|
0.618 |
119-198 |
|
HIGH |
119-145 |
|
0.618 |
119-113 |
|
0.500 |
119-102 |
|
0.382 |
119-092 |
|
LOW |
119-060 |
|
0.618 |
119-007 |
|
1.000 |
118-295 |
|
1.618 |
118-242 |
|
2.618 |
118-157 |
|
4.250 |
118-019 |
|
|
| Fisher Pivots for day following 30-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-106 |
119-218 |
| PP |
119-104 |
119-181 |
| S1 |
119-102 |
119-144 |
|