ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 11-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
118-080 |
118-098 |
0-018 |
0.0% |
119-127 |
| High |
118-122 |
118-102 |
-0-020 |
-0.1% |
119-133 |
| Low |
118-033 |
118-067 |
0-035 |
0.1% |
117-313 |
| Close |
118-115 |
118-073 |
-0-042 |
-0.1% |
118-053 |
| Range |
0-090 |
0-035 |
-0-055 |
-61.1% |
1-140 |
| ATR |
0-101 |
0-097 |
-0-004 |
-3.8% |
0-000 |
| Volume |
17,983 |
0 |
-17,983 |
-100.0% |
0 |
|
| Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-186 |
118-164 |
118-092 |
|
| R3 |
118-151 |
118-129 |
118-082 |
|
| R2 |
118-116 |
118-116 |
118-079 |
|
| R1 |
118-094 |
118-094 |
118-076 |
118-088 |
| PP |
118-081 |
118-081 |
118-081 |
118-077 |
| S1 |
118-059 |
118-059 |
118-069 |
118-052 |
| S2 |
118-046 |
118-046 |
118-066 |
|
| S3 |
118-011 |
118-024 |
118-063 |
|
| S4 |
117-296 |
117-309 |
118-053 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-266 |
121-299 |
118-306 |
|
| R3 |
121-126 |
120-159 |
118-179 |
|
| R2 |
119-306 |
119-306 |
118-137 |
|
| R1 |
119-019 |
119-019 |
118-095 |
118-253 |
| PP |
118-166 |
118-166 |
118-166 |
118-123 |
| S1 |
117-199 |
117-199 |
118-010 |
117-113 |
| S2 |
117-026 |
117-026 |
117-288 |
|
| S3 |
115-206 |
116-059 |
117-246 |
|
| S4 |
114-066 |
114-239 |
117-120 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-253 |
117-302 |
0-270 |
0.7% |
0-106 |
0.3% |
33% |
False |
False |
3,596 |
| 10 |
119-222 |
117-302 |
1-240 |
1.5% |
0-105 |
0.3% |
16% |
False |
False |
1,798 |
| 20 |
120-220 |
117-302 |
2-238 |
2.3% |
0-089 |
0.2% |
10% |
False |
False |
2,436 |
| 40 |
120-245 |
117-302 |
2-262 |
2.4% |
0-062 |
0.2% |
10% |
False |
False |
1,260 |
| 60 |
120-245 |
117-302 |
2-262 |
2.4% |
0-042 |
0.1% |
10% |
False |
False |
840 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-031 |
0.1% |
10% |
False |
False |
630 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-025 |
0.1% |
10% |
False |
False |
504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-251 |
|
2.618 |
118-194 |
|
1.618 |
118-159 |
|
1.000 |
118-138 |
|
0.618 |
118-124 |
|
HIGH |
118-102 |
|
0.618 |
118-089 |
|
0.500 |
118-085 |
|
0.382 |
118-081 |
|
LOW |
118-067 |
|
0.618 |
118-046 |
|
1.000 |
118-032 |
|
1.618 |
118-011 |
|
2.618 |
117-296 |
|
4.250 |
117-239 |
|
|
| Fisher Pivots for day following 11-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-085 |
118-066 |
| PP |
118-081 |
118-059 |
| S1 |
118-077 |
118-052 |
|