ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 04-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2015 |
04-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
118-250 |
118-105 |
-0-145 |
-0.4% |
118-232 |
| High |
118-257 |
118-182 |
-0-075 |
-0.2% |
119-025 |
| Low |
118-037 |
118-035 |
-0-002 |
0.0% |
118-035 |
| Close |
118-092 |
118-135 |
0-043 |
0.1% |
118-135 |
| Range |
0-220 |
0-147 |
-0-073 |
-33.2% |
0-310 |
| ATR |
0-102 |
0-105 |
0-003 |
3.2% |
0-000 |
| Volume |
838,200 |
928,041 |
89,841 |
10.7% |
3,626,740 |
|
| Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-238 |
119-174 |
118-216 |
|
| R3 |
119-091 |
119-027 |
118-175 |
|
| R2 |
118-264 |
118-264 |
118-162 |
|
| R1 |
118-200 |
118-200 |
118-148 |
118-232 |
| PP |
118-117 |
118-117 |
118-117 |
118-134 |
| S1 |
118-053 |
118-053 |
118-122 |
118-085 |
| S2 |
117-290 |
117-290 |
118-108 |
|
| S3 |
117-143 |
117-226 |
118-095 |
|
| S4 |
116-316 |
117-079 |
118-054 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-142 |
120-288 |
118-306 |
|
| R3 |
120-152 |
119-298 |
118-220 |
|
| R2 |
119-162 |
119-162 |
118-192 |
|
| R1 |
118-308 |
118-308 |
118-163 |
118-240 |
| PP |
118-172 |
118-172 |
118-172 |
118-138 |
| S1 |
117-318 |
117-318 |
118-107 |
117-250 |
| S2 |
117-182 |
117-182 |
118-078 |
|
| S3 |
116-192 |
117-008 |
118-050 |
|
| S4 |
115-202 |
116-018 |
117-284 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-025 |
118-035 |
0-310 |
0.8% |
0-142 |
0.4% |
32% |
False |
True |
725,348 |
| 10 |
119-025 |
118-035 |
0-310 |
0.8% |
0-108 |
0.3% |
32% |
False |
True |
742,268 |
| 20 |
119-025 |
117-302 |
1-043 |
1.0% |
0-101 |
0.3% |
42% |
False |
False |
384,863 |
| 40 |
120-227 |
117-302 |
2-245 |
2.3% |
0-089 |
0.2% |
17% |
False |
False |
193,241 |
| 60 |
120-245 |
117-302 |
2-262 |
2.4% |
0-068 |
0.2% |
17% |
False |
False |
128,828 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-051 |
0.1% |
17% |
False |
False |
96,621 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-041 |
0.1% |
17% |
False |
False |
77,297 |
| 120 |
120-245 |
117-302 |
2-262 |
2.4% |
0-034 |
0.1% |
17% |
False |
False |
64,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-167 |
|
2.618 |
119-247 |
|
1.618 |
119-100 |
|
1.000 |
119-009 |
|
0.618 |
118-273 |
|
HIGH |
118-182 |
|
0.618 |
118-126 |
|
0.500 |
118-108 |
|
0.382 |
118-091 |
|
LOW |
118-035 |
|
0.618 |
117-264 |
|
1.000 |
117-208 |
|
1.618 |
117-117 |
|
2.618 |
116-290 |
|
4.250 |
116-050 |
|
|
| Fisher Pivots for day following 04-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-126 |
118-180 |
| PP |
118-117 |
118-165 |
| S1 |
118-108 |
118-150 |
|