ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 13-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
118-085 |
118-107 |
0-022 |
0.1% |
118-053 |
| High |
118-133 |
118-202 |
0-070 |
0.2% |
118-202 |
| Low |
118-073 |
118-087 |
0-015 |
0.0% |
117-302 |
| Close |
118-095 |
118-175 |
0-080 |
0.2% |
118-175 |
| Range |
0-060 |
0-115 |
0-055 |
91.7% |
0-220 |
| ATR |
0-095 |
0-096 |
0-001 |
1.5% |
0-000 |
| Volume |
25,792 |
12,830 |
-12,962 |
-50.3% |
56,605 |
|
| Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-180 |
119-133 |
118-238 |
|
| R3 |
119-065 |
119-018 |
118-207 |
|
| R2 |
118-270 |
118-270 |
118-196 |
|
| R1 |
118-223 |
118-223 |
118-186 |
118-246 |
| PP |
118-155 |
118-155 |
118-155 |
118-167 |
| S1 |
118-107 |
118-107 |
118-164 |
118-131 |
| S2 |
118-040 |
118-040 |
118-154 |
|
| S3 |
117-245 |
117-312 |
118-143 |
|
| S4 |
117-130 |
117-197 |
118-112 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-140 |
120-058 |
118-296 |
|
| R3 |
119-240 |
119-158 |
118-236 |
|
| R2 |
119-020 |
119-020 |
118-215 |
|
| R1 |
118-258 |
118-258 |
118-195 |
118-299 |
| PP |
118-120 |
118-120 |
118-120 |
118-141 |
| S1 |
118-038 |
118-038 |
118-155 |
118-079 |
| S2 |
117-220 |
117-220 |
118-135 |
|
| S3 |
117-000 |
117-138 |
118-115 |
|
| S4 |
116-100 |
116-238 |
118-054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-202 |
117-302 |
0-220 |
0.6% |
0-075 |
0.2% |
88% |
True |
False |
11,321 |
| 10 |
119-133 |
117-302 |
1-150 |
1.2% |
0-102 |
0.3% |
41% |
False |
False |
5,660 |
| 20 |
120-110 |
117-302 |
2-128 |
2.0% |
0-090 |
0.2% |
25% |
False |
False |
4,367 |
| 40 |
120-245 |
117-302 |
2-262 |
2.4% |
0-067 |
0.2% |
21% |
False |
False |
2,225 |
| 60 |
120-245 |
117-302 |
2-262 |
2.4% |
0-045 |
0.1% |
21% |
False |
False |
1,483 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-033 |
0.1% |
21% |
False |
False |
1,112 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-027 |
0.1% |
21% |
False |
False |
890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-051 |
|
2.618 |
119-184 |
|
1.618 |
119-069 |
|
1.000 |
118-318 |
|
0.618 |
118-274 |
|
HIGH |
118-202 |
|
0.618 |
118-159 |
|
0.500 |
118-145 |
|
0.382 |
118-131 |
|
LOW |
118-087 |
|
0.618 |
118-016 |
|
1.000 |
117-292 |
|
1.618 |
117-221 |
|
2.618 |
117-106 |
|
4.250 |
116-239 |
|
|
| Fisher Pivots for day following 13-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-165 |
118-162 |
| PP |
118-155 |
118-148 |
| S1 |
118-145 |
118-135 |
|