ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 12-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2015 |
12-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
118-098 |
118-085 |
-0-013 |
0.0% |
119-127 |
| High |
118-102 |
118-133 |
0-030 |
0.1% |
119-133 |
| Low |
118-067 |
118-073 |
0-005 |
0.0% |
117-313 |
| Close |
118-073 |
118-095 |
0-022 |
0.1% |
118-053 |
| Range |
0-035 |
0-060 |
0-025 |
71.4% |
1-140 |
| ATR |
0-097 |
0-095 |
-0-003 |
-2.7% |
0-000 |
| Volume |
0 |
25,792 |
25,792 |
|
0 |
|
| Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-280 |
118-248 |
118-128 |
|
| R3 |
118-220 |
118-188 |
118-112 |
|
| R2 |
118-160 |
118-160 |
118-106 |
|
| R1 |
118-128 |
118-128 |
118-101 |
118-144 |
| PP |
118-100 |
118-100 |
118-100 |
118-108 |
| S1 |
118-068 |
118-068 |
118-090 |
118-084 |
| S2 |
118-040 |
118-040 |
118-084 |
|
| S3 |
117-300 |
118-008 |
118-079 |
|
| S4 |
117-240 |
117-268 |
118-062 |
|
|
| 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 |
118-245 |
117-302 |
0-262 |
0.7% |
0-102 |
0.3% |
43% |
False |
False |
8,755 |
| 10 |
119-145 |
117-302 |
1-162 |
1.3% |
0-099 |
0.3% |
23% |
False |
False |
4,377 |
| 20 |
120-145 |
117-302 |
2-162 |
2.1% |
0-087 |
0.2% |
14% |
False |
False |
3,725 |
| 40 |
120-245 |
117-302 |
2-262 |
2.4% |
0-064 |
0.2% |
12% |
False |
False |
1,905 |
| 60 |
120-245 |
117-302 |
2-262 |
2.4% |
0-043 |
0.1% |
12% |
False |
False |
1,270 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-032 |
0.1% |
12% |
False |
False |
952 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-026 |
0.1% |
12% |
False |
False |
762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-068 |
|
2.618 |
118-290 |
|
1.618 |
118-230 |
|
1.000 |
118-193 |
|
0.618 |
118-170 |
|
HIGH |
118-133 |
|
0.618 |
118-110 |
|
0.500 |
118-103 |
|
0.382 |
118-095 |
|
LOW |
118-073 |
|
0.618 |
118-035 |
|
1.000 |
118-013 |
|
1.618 |
117-295 |
|
2.618 |
117-235 |
|
4.250 |
117-138 |
|
|
| Fisher Pivots for day following 12-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-103 |
118-091 |
| PP |
118-100 |
118-087 |
| S1 |
118-098 |
118-083 |
|