ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 25-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2015 |
25-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
118-200 |
118-222 |
0-022 |
0.1% |
118-240 |
| High |
118-267 |
118-237 |
-0-030 |
-0.1% |
118-262 |
| Low |
118-185 |
118-182 |
-0-003 |
0.0% |
118-118 |
| Close |
118-215 |
118-220 |
0-005 |
0.0% |
118-170 |
| Range |
0-082 |
0-055 |
-0-027 |
-32.9% |
0-145 |
| ATR |
0-092 |
0-089 |
-0-003 |
-2.9% |
0-000 |
| Volume |
1,295,415 |
843,418 |
-451,997 |
-34.9% |
470,528 |
|
| Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-058 |
119-034 |
118-250 |
|
| R3 |
119-003 |
118-299 |
118-235 |
|
| R2 |
118-268 |
118-268 |
118-230 |
|
| R1 |
118-244 |
118-244 |
118-225 |
118-228 |
| PP |
118-213 |
118-213 |
118-213 |
118-205 |
| S1 |
118-189 |
118-189 |
118-215 |
118-174 |
| S2 |
118-158 |
118-158 |
118-210 |
|
| S3 |
118-103 |
118-134 |
118-205 |
|
| S4 |
118-048 |
118-079 |
118-190 |
|
|
| 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 |
118-267 |
118-090 |
0-177 |
0.5% |
0-076 |
0.2% |
73% |
False |
False |
713,384 |
| 10 |
118-267 |
118-073 |
0-194 |
0.5% |
0-080 |
0.2% |
76% |
False |
False |
365,028 |
| 20 |
119-222 |
117-302 |
1-240 |
1.5% |
0-092 |
0.2% |
42% |
False |
False |
183,413 |
| 40 |
120-245 |
117-302 |
2-262 |
2.4% |
0-080 |
0.2% |
26% |
False |
False |
92,517 |
| 60 |
120-245 |
117-302 |
2-262 |
2.4% |
0-055 |
0.1% |
26% |
False |
False |
61,678 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-041 |
0.1% |
26% |
False |
False |
46,258 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-033 |
0.1% |
26% |
False |
False |
37,007 |
| 120 |
120-245 |
117-260 |
2-305 |
2.5% |
0-027 |
0.1% |
30% |
False |
False |
30,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-151 |
|
2.618 |
119-061 |
|
1.618 |
119-006 |
|
1.000 |
118-292 |
|
0.618 |
118-271 |
|
HIGH |
118-237 |
|
0.618 |
118-216 |
|
0.500 |
118-210 |
|
0.382 |
118-203 |
|
LOW |
118-182 |
|
0.618 |
118-148 |
|
1.000 |
118-127 |
|
1.618 |
118-093 |
|
2.618 |
118-038 |
|
4.250 |
117-268 |
|
|
| Fisher Pivots for day following 25-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-216 |
118-206 |
| PP |
118-213 |
118-192 |
| S1 |
118-210 |
118-178 |
|