ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 04-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2015 |
04-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
119-035 |
119-000 |
-0-035 |
-0.1% |
119-287 |
| High |
119-058 |
119-000 |
-0-058 |
-0.2% |
120-095 |
| Low |
118-293 |
118-195 |
-0-098 |
-0.3% |
119-060 |
| Close |
118-305 |
118-220 |
-0-085 |
-0.2% |
119-107 |
| Range |
0-085 |
0-125 |
0-040 |
47.1% |
1-035 |
| ATR |
0-091 |
0-094 |
0-002 |
2.6% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-300 |
119-225 |
118-289 |
|
| R3 |
119-175 |
119-100 |
118-254 |
|
| R2 |
119-050 |
119-050 |
118-243 |
|
| R1 |
118-295 |
118-295 |
118-231 |
118-270 |
| PP |
118-245 |
118-245 |
118-245 |
118-233 |
| S1 |
118-170 |
118-170 |
118-209 |
118-145 |
| S2 |
118-120 |
118-120 |
118-197 |
|
| S3 |
117-315 |
118-045 |
118-186 |
|
| S4 |
117-190 |
117-240 |
118-151 |
|
|
| 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 |
119-222 |
118-195 |
1-027 |
0.9% |
0-103 |
0.3% |
7% |
False |
True |
|
| 10 |
120-107 |
118-195 |
1-232 |
1.5% |
0-095 |
0.3% |
5% |
False |
True |
2,252 |
| 20 |
120-227 |
118-195 |
2-032 |
1.8% |
0-078 |
0.2% |
4% |
False |
True |
1,618 |
| 40 |
120-245 |
118-158 |
2-087 |
1.9% |
0-049 |
0.1% |
9% |
False |
False |
810 |
| 60 |
120-245 |
118-113 |
2-132 |
2.0% |
0-033 |
0.1% |
14% |
False |
False |
540 |
| 80 |
120-245 |
118-018 |
2-227 |
2.3% |
0-025 |
0.1% |
23% |
False |
False |
405 |
| 100 |
120-245 |
118-007 |
2-238 |
2.3% |
0-020 |
0.1% |
24% |
False |
False |
324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-211 |
|
2.618 |
120-007 |
|
1.618 |
119-202 |
|
1.000 |
119-125 |
|
0.618 |
119-077 |
|
HIGH |
119-000 |
|
0.618 |
118-272 |
|
0.500 |
118-258 |
|
0.382 |
118-243 |
|
LOW |
118-195 |
|
0.618 |
118-118 |
|
1.000 |
118-070 |
|
1.618 |
117-313 |
|
2.618 |
117-188 |
|
4.250 |
116-304 |
|
|
| Fisher Pivots for day following 04-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-258 |
119-004 |
| PP |
118-245 |
118-289 |
| S1 |
118-233 |
118-255 |
|