ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 23-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
118-180 |
118-157 |
-0-023 |
-0.1% |
118-240 |
| High |
118-215 |
118-207 |
-0-008 |
0.0% |
118-262 |
| Low |
118-160 |
118-090 |
-0-070 |
-0.2% |
118-118 |
| Close |
118-170 |
118-192 |
0-022 |
0.1% |
118-170 |
| Range |
0-055 |
0-117 |
0-062 |
112.7% |
0-145 |
| ATR |
0-090 |
0-092 |
0-002 |
2.1% |
0-000 |
| Volume |
252,551 |
1,002,305 |
749,754 |
296.9% |
470,528 |
|
| Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-194 |
119-150 |
118-256 |
|
| R3 |
119-077 |
119-033 |
118-224 |
|
| R2 |
118-280 |
118-280 |
118-213 |
|
| R1 |
118-236 |
118-236 |
118-203 |
118-258 |
| PP |
118-163 |
118-163 |
118-163 |
118-174 |
| S1 |
118-119 |
118-119 |
118-181 |
118-141 |
| S2 |
118-046 |
118-046 |
118-171 |
|
| S3 |
117-249 |
118-002 |
118-160 |
|
| S4 |
117-132 |
117-205 |
118-128 |
|
|
| 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 |
118-218 |
118-090 |
0-128 |
0.3% |
0-085 |
0.2% |
80% |
False |
True |
285,617 |
| 10 |
118-262 |
118-033 |
0-230 |
0.6% |
0-079 |
0.2% |
69% |
False |
False |
152,943 |
| 20 |
120-095 |
117-302 |
2-113 |
2.0% |
0-098 |
0.3% |
28% |
False |
False |
76,785 |
| 40 |
120-245 |
117-302 |
2-262 |
2.4% |
0-077 |
0.2% |
23% |
False |
False |
39,046 |
| 60 |
120-245 |
117-302 |
2-262 |
2.4% |
0-053 |
0.1% |
23% |
False |
False |
26,031 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-040 |
0.1% |
23% |
False |
False |
19,523 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-032 |
0.1% |
23% |
False |
False |
15,618 |
| 120 |
120-245 |
117-260 |
2-305 |
2.5% |
0-026 |
0.1% |
27% |
False |
False |
13,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-064 |
|
2.618 |
119-193 |
|
1.618 |
119-076 |
|
1.000 |
119-004 |
|
0.618 |
118-279 |
|
HIGH |
118-207 |
|
0.618 |
118-162 |
|
0.500 |
118-148 |
|
0.382 |
118-135 |
|
LOW |
118-090 |
|
0.618 |
118-018 |
|
1.000 |
117-293 |
|
1.618 |
117-221 |
|
2.618 |
117-104 |
|
4.250 |
116-233 |
|
|
| Fisher Pivots for day following 23-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-178 |
118-179 |
| PP |
118-163 |
118-166 |
| S1 |
118-148 |
118-152 |
|