ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 20-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
118-150 |
118-180 |
0-030 |
0.1% |
118-240 |
| High |
118-210 |
118-215 |
0-005 |
0.0% |
118-262 |
| Low |
118-138 |
118-160 |
0-022 |
0.1% |
118-118 |
| Close |
118-187 |
118-170 |
-0-017 |
0.0% |
118-170 |
| Range |
0-073 |
0-055 |
-0-018 |
-24.2% |
0-145 |
| ATR |
0-093 |
0-090 |
-0-003 |
-2.9% |
0-000 |
| Volume |
173,232 |
252,551 |
79,319 |
45.8% |
470,528 |
|
| Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-027 |
118-313 |
118-200 |
|
| R3 |
118-292 |
118-258 |
118-185 |
|
| R2 |
118-237 |
118-237 |
118-180 |
|
| R1 |
118-203 |
118-203 |
118-175 |
118-192 |
| PP |
118-182 |
118-182 |
118-182 |
118-176 |
| S1 |
118-148 |
118-148 |
118-165 |
118-138 |
| S2 |
118-127 |
118-127 |
118-160 |
|
| S3 |
118-072 |
118-093 |
118-155 |
|
| S4 |
118-017 |
118-038 |
118-140 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-298 |
119-219 |
118-250 |
|
| R3 |
119-153 |
119-074 |
118-210 |
|
| R2 |
119-008 |
119-008 |
118-197 |
|
| R1 |
118-249 |
118-249 |
118-183 |
118-216 |
| PP |
118-183 |
118-183 |
118-183 |
118-167 |
| S1 |
118-104 |
118-104 |
118-157 |
118-071 |
| S2 |
118-038 |
118-038 |
118-143 |
|
| S3 |
117-213 |
117-279 |
118-130 |
|
| S4 |
117-068 |
117-134 |
118-090 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-262 |
118-118 |
0-145 |
0.4% |
0-074 |
0.2% |
36% |
False |
False |
94,105 |
| 10 |
118-262 |
117-302 |
0-280 |
0.7% |
0-075 |
0.2% |
67% |
False |
False |
52,713 |
| 20 |
120-095 |
117-302 |
2-113 |
2.0% |
0-095 |
0.3% |
25% |
False |
False |
26,911 |
| 40 |
120-245 |
117-302 |
2-262 |
2.4% |
0-076 |
0.2% |
21% |
False |
False |
13,989 |
| 60 |
120-245 |
117-302 |
2-262 |
2.4% |
0-051 |
0.1% |
21% |
False |
False |
9,326 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-038 |
0.1% |
21% |
False |
False |
6,994 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-030 |
0.1% |
21% |
False |
False |
5,595 |
| 120 |
120-245 |
117-260 |
2-305 |
2.5% |
0-025 |
0.1% |
24% |
False |
False |
4,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-129 |
|
2.618 |
119-039 |
|
1.618 |
118-304 |
|
1.000 |
118-270 |
|
0.618 |
118-249 |
|
HIGH |
118-215 |
|
0.618 |
118-194 |
|
0.500 |
118-188 |
|
0.382 |
118-181 |
|
LOW |
118-160 |
|
0.618 |
118-126 |
|
1.000 |
118-105 |
|
1.618 |
118-071 |
|
2.618 |
118-016 |
|
4.250 |
117-246 |
|
|
| Fisher Pivots for day following 20-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-188 |
118-170 |
| PP |
118-182 |
118-170 |
| S1 |
118-176 |
118-170 |
|