ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 03-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2015 |
03-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
119-127 |
119-035 |
-0-092 |
-0.2% |
119-287 |
| High |
119-133 |
119-058 |
-0-075 |
-0.2% |
120-095 |
| Low |
119-033 |
118-293 |
-0-060 |
-0.2% |
119-060 |
| Close |
119-040 |
118-305 |
-0-055 |
-0.1% |
119-107 |
| Range |
0-100 |
0-085 |
-0-015 |
-15.0% |
1-035 |
| ATR |
0-092 |
0-091 |
0-000 |
-0.5% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-260 |
119-207 |
119-032 |
|
| R3 |
119-175 |
119-122 |
119-008 |
|
| R2 |
119-090 |
119-090 |
119-001 |
|
| R1 |
119-037 |
119-037 |
118-313 |
119-021 |
| PP |
119-005 |
119-005 |
119-005 |
118-317 |
| S1 |
118-273 |
118-273 |
118-297 |
118-256 |
| S2 |
118-240 |
118-240 |
118-289 |
|
| S3 |
118-155 |
118-188 |
118-282 |
|
| S4 |
118-070 |
118-103 |
118-258 |
|
|
| 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 |
120-055 |
118-293 |
1-082 |
1.1% |
0-114 |
0.3% |
3% |
False |
True |
|
| 10 |
120-107 |
118-293 |
1-135 |
1.2% |
0-090 |
0.2% |
3% |
False |
True |
3,074 |
| 20 |
120-227 |
118-293 |
1-255 |
1.5% |
0-074 |
0.2% |
2% |
False |
True |
1,618 |
| 40 |
120-245 |
118-158 |
2-087 |
1.9% |
0-046 |
0.1% |
20% |
False |
False |
810 |
| 60 |
120-245 |
118-113 |
2-132 |
2.0% |
0-031 |
0.1% |
25% |
False |
False |
540 |
| 80 |
120-245 |
118-018 |
2-227 |
2.3% |
0-023 |
0.1% |
33% |
False |
False |
405 |
| 100 |
120-245 |
118-007 |
2-238 |
2.3% |
0-018 |
0.0% |
34% |
False |
False |
324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-099 |
|
2.618 |
119-280 |
|
1.618 |
119-195 |
|
1.000 |
119-142 |
|
0.618 |
119-110 |
|
HIGH |
119-058 |
|
0.618 |
119-025 |
|
0.500 |
119-015 |
|
0.382 |
119-005 |
|
LOW |
118-293 |
|
0.618 |
118-240 |
|
1.000 |
118-208 |
|
1.618 |
118-155 |
|
2.618 |
118-070 |
|
4.250 |
117-251 |
|
|
| Fisher Pivots for day following 03-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-015 |
119-059 |
| PP |
119-005 |
119-034 |
| S1 |
118-315 |
119-010 |
|