ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 16-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
118-107 |
118-240 |
0-133 |
0.3% |
118-053 |
| High |
118-202 |
118-262 |
0-060 |
0.2% |
118-202 |
| Low |
118-087 |
118-200 |
0-113 |
0.3% |
117-302 |
| Close |
118-175 |
118-213 |
0-038 |
0.1% |
118-175 |
| Range |
0-115 |
0-062 |
-0-053 |
-45.7% |
0-220 |
| ATR |
0-096 |
0-096 |
-0-001 |
-0.6% |
0-000 |
| Volume |
12,830 |
44,745 |
31,915 |
248.8% |
56,605 |
|
| Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-092 |
119-055 |
118-247 |
|
| R3 |
119-030 |
118-313 |
118-230 |
|
| R2 |
118-287 |
118-287 |
118-224 |
|
| R1 |
118-250 |
118-250 |
118-218 |
118-238 |
| PP |
118-225 |
118-225 |
118-225 |
118-219 |
| S1 |
118-188 |
118-188 |
118-207 |
118-175 |
| S2 |
118-163 |
118-163 |
118-201 |
|
| S3 |
118-100 |
118-125 |
118-195 |
|
| S4 |
118-038 |
118-063 |
118-178 |
|
|
| 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 |
118-262 |
118-033 |
0-230 |
0.6% |
0-072 |
0.2% |
78% |
True |
False |
20,270 |
| 10 |
119-058 |
117-302 |
1-075 |
1.0% |
0-098 |
0.3% |
58% |
False |
False |
10,135 |
| 20 |
120-107 |
117-302 |
2-125 |
2.0% |
0-091 |
0.2% |
30% |
False |
False |
6,604 |
| 40 |
120-245 |
117-302 |
2-262 |
2.4% |
0-068 |
0.2% |
25% |
False |
False |
3,344 |
| 60 |
120-245 |
117-302 |
2-262 |
2.4% |
0-046 |
0.1% |
25% |
False |
False |
2,229 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-034 |
0.1% |
25% |
False |
False |
1,672 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-027 |
0.1% |
25% |
False |
False |
1,337 |
| 120 |
120-245 |
117-260 |
2-305 |
2.5% |
0-023 |
0.1% |
29% |
False |
False |
1,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-208 |
|
2.618 |
119-106 |
|
1.618 |
119-044 |
|
1.000 |
119-005 |
|
0.618 |
118-301 |
|
HIGH |
118-262 |
|
0.618 |
118-239 |
|
0.500 |
118-231 |
|
0.382 |
118-224 |
|
LOW |
118-200 |
|
0.618 |
118-161 |
|
1.000 |
118-138 |
|
1.618 |
118-099 |
|
2.618 |
118-036 |
|
4.250 |
117-254 |
|
|
| Fisher Pivots for day following 16-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-231 |
118-198 |
| PP |
118-225 |
118-183 |
| S1 |
118-219 |
118-168 |
|