ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 03-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
119-002 |
118-250 |
-0-072 |
-0.2% |
118-157 |
| High |
119-005 |
118-257 |
-0-068 |
-0.2% |
118-267 |
| Low |
118-220 |
118-037 |
-0-183 |
-0.5% |
118-090 |
| Close |
118-252 |
118-092 |
-0-160 |
-0.4% |
118-232 |
| Range |
0-105 |
0-220 |
0-115 |
109.5% |
0-177 |
| ATR |
0-093 |
0-102 |
0-009 |
9.8% |
0-000 |
| Volume |
598,301 |
838,200 |
239,899 |
40.1% |
3,543,398 |
|
| Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-149 |
120-020 |
118-213 |
|
| R3 |
119-249 |
119-120 |
118-152 |
|
| R2 |
119-029 |
119-029 |
118-132 |
|
| R1 |
118-220 |
118-220 |
118-112 |
118-174 |
| PP |
118-129 |
118-129 |
118-129 |
118-106 |
| S1 |
118-000 |
118-000 |
118-072 |
117-274 |
| S2 |
117-229 |
117-229 |
118-052 |
|
| S3 |
117-009 |
117-100 |
118-032 |
|
| S4 |
116-109 |
116-200 |
117-291 |
|
|
| 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 |
118-037 |
0-308 |
0.8% |
0-125 |
0.3% |
18% |
False |
True |
620,191 |
| 10 |
119-025 |
118-037 |
0-308 |
0.8% |
0-100 |
0.3% |
18% |
False |
True |
666,788 |
| 20 |
119-025 |
117-302 |
1-043 |
1.0% |
0-098 |
0.3% |
30% |
False |
False |
338,461 |
| 40 |
120-227 |
117-302 |
2-245 |
2.3% |
0-088 |
0.2% |
12% |
False |
False |
170,040 |
| 60 |
120-245 |
117-302 |
2-262 |
2.4% |
0-065 |
0.2% |
12% |
False |
False |
113,361 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-049 |
0.1% |
12% |
False |
False |
85,020 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-039 |
0.1% |
12% |
False |
False |
68,016 |
| 120 |
120-245 |
117-302 |
2-262 |
2.4% |
0-033 |
0.1% |
12% |
False |
False |
56,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-232 |
|
2.618 |
120-193 |
|
1.618 |
119-293 |
|
1.000 |
119-157 |
|
0.618 |
119-073 |
|
HIGH |
118-257 |
|
0.618 |
118-173 |
|
0.500 |
118-147 |
|
0.382 |
118-121 |
|
LOW |
118-037 |
|
0.618 |
117-221 |
|
1.000 |
117-137 |
|
1.618 |
117-001 |
|
2.618 |
116-101 |
|
4.250 |
115-062 |
|
|
| Fisher Pivots for day following 03-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-147 |
118-191 |
| PP |
118-129 |
118-158 |
| S1 |
118-110 |
118-125 |
|