ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 02-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
118-230 |
119-002 |
0-092 |
0.2% |
118-157 |
| High |
119-025 |
119-005 |
-0-020 |
-0.1% |
118-267 |
| Low |
118-182 |
118-220 |
0-038 |
0.1% |
118-090 |
| Close |
119-000 |
118-252 |
-0-068 |
-0.2% |
118-232 |
| Range |
0-163 |
0-105 |
-0-058 |
-35.6% |
0-177 |
| ATR |
0-092 |
0-093 |
0-001 |
1.0% |
0-000 |
| Volume |
670,449 |
598,301 |
-72,148 |
-10.8% |
3,543,398 |
|
| Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-261 |
119-201 |
118-310 |
|
| R3 |
119-156 |
119-096 |
118-281 |
|
| R2 |
119-051 |
119-051 |
118-271 |
|
| R1 |
118-311 |
118-311 |
118-262 |
118-288 |
| PP |
118-266 |
118-266 |
118-266 |
118-254 |
| S1 |
118-206 |
118-206 |
118-242 |
118-184 |
| S2 |
118-161 |
118-161 |
118-233 |
|
| S3 |
118-056 |
118-101 |
118-223 |
|
| S4 |
117-271 |
117-316 |
118-194 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-087 |
120-017 |
119-009 |
|
| R3 |
119-230 |
119-160 |
118-281 |
|
| R2 |
119-053 |
119-053 |
118-264 |
|
| R1 |
118-303 |
118-303 |
118-248 |
119-018 |
| PP |
118-196 |
118-196 |
118-196 |
118-214 |
| S1 |
118-126 |
118-126 |
118-216 |
118-161 |
| S2 |
118-019 |
118-019 |
118-200 |
|
| S3 |
117-162 |
117-269 |
118-183 |
|
| S4 |
116-305 |
117-092 |
118-135 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-025 |
118-172 |
0-173 |
0.5% |
0-092 |
0.2% |
46% |
False |
False |
621,235 |
| 10 |
119-025 |
118-090 |
0-255 |
0.7% |
0-086 |
0.2% |
64% |
False |
False |
582,968 |
| 20 |
119-025 |
117-302 |
1-043 |
1.0% |
0-093 |
0.2% |
74% |
False |
False |
296,551 |
| 40 |
120-227 |
117-302 |
2-245 |
2.3% |
0-083 |
0.2% |
30% |
False |
False |
149,085 |
| 60 |
120-245 |
117-302 |
2-262 |
2.4% |
0-062 |
0.2% |
30% |
False |
False |
99,391 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-046 |
0.1% |
30% |
False |
False |
74,543 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-037 |
0.1% |
30% |
False |
False |
59,634 |
| 120 |
120-245 |
117-302 |
2-262 |
2.4% |
0-031 |
0.1% |
30% |
False |
False |
49,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-131 |
|
2.618 |
119-280 |
|
1.618 |
119-175 |
|
1.000 |
119-110 |
|
0.618 |
119-070 |
|
HIGH |
119-005 |
|
0.618 |
118-285 |
|
0.500 |
118-272 |
|
0.382 |
118-260 |
|
LOW |
118-220 |
|
0.618 |
118-155 |
|
1.000 |
118-115 |
|
1.618 |
118-050 |
|
2.618 |
117-265 |
|
4.250 |
117-094 |
|
|
| Fisher Pivots for day following 02-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-272 |
118-258 |
| PP |
118-266 |
118-256 |
| S1 |
118-259 |
118-254 |
|