ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 17-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
118-240 |
118-193 |
-0-047 |
-0.1% |
118-053 |
| High |
118-262 |
118-218 |
-0-045 |
-0.1% |
118-202 |
| Low |
118-200 |
118-118 |
-0-082 |
-0.2% |
117-302 |
| Close |
118-213 |
118-202 |
-0-010 |
0.0% |
118-175 |
| Range |
0-062 |
0-100 |
0-038 |
60.0% |
0-220 |
| ATR |
0-096 |
0-096 |
0-000 |
0.3% |
0-000 |
| Volume |
44,745 |
0 |
-44,745 |
-100.0% |
56,605 |
|
| Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-159 |
119-121 |
118-257 |
|
| R3 |
119-059 |
119-021 |
118-230 |
|
| R2 |
118-279 |
118-279 |
118-221 |
|
| R1 |
118-241 |
118-241 |
118-212 |
118-260 |
| PP |
118-179 |
118-179 |
118-179 |
118-189 |
| S1 |
118-141 |
118-141 |
118-193 |
118-160 |
| S2 |
118-079 |
118-079 |
118-184 |
|
| S3 |
117-299 |
118-041 |
118-175 |
|
| S4 |
117-199 |
117-261 |
118-147 |
|
|
| 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 |
118-067 |
0-195 |
0.5% |
0-075 |
0.2% |
69% |
False |
False |
16,673 |
| 10 |
119-000 |
117-302 |
1-018 |
0.9% |
0-099 |
0.3% |
65% |
False |
False |
10,135 |
| 20 |
120-107 |
117-302 |
2-125 |
2.0% |
0-095 |
0.2% |
29% |
False |
False |
6,604 |
| 40 |
120-245 |
117-302 |
2-262 |
2.4% |
0-071 |
0.2% |
24% |
False |
False |
3,344 |
| 60 |
120-245 |
117-302 |
2-262 |
2.4% |
0-047 |
0.1% |
24% |
False |
False |
2,229 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-035 |
0.1% |
24% |
False |
False |
1,672 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-028 |
0.1% |
24% |
False |
False |
1,337 |
| 120 |
120-245 |
117-260 |
2-305 |
2.5% |
0-024 |
0.1% |
28% |
False |
False |
1,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-003 |
|
2.618 |
119-159 |
|
1.618 |
119-059 |
|
1.000 |
118-318 |
|
0.618 |
118-279 |
|
HIGH |
118-218 |
|
0.618 |
118-179 |
|
0.500 |
118-168 |
|
0.382 |
118-156 |
|
LOW |
118-118 |
|
0.618 |
118-056 |
|
1.000 |
118-018 |
|
1.618 |
117-276 |
|
2.618 |
117-176 |
|
4.250 |
117-013 |
|
|
| Fisher Pivots for day following 17-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-191 |
118-193 |
| PP |
118-179 |
118-184 |
| S1 |
118-168 |
118-175 |
|