ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 07-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2015 |
07-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
118-105 |
118-130 |
0-025 |
0.1% |
118-232 |
| High |
118-182 |
118-222 |
0-040 |
0.1% |
119-025 |
| Low |
118-035 |
118-105 |
0-070 |
0.2% |
118-035 |
| Close |
118-135 |
118-202 |
0-067 |
0.2% |
118-135 |
| Range |
0-147 |
0-117 |
-0-030 |
-20.4% |
0-310 |
| ATR |
0-105 |
0-106 |
0-001 |
0.8% |
0-000 |
| Volume |
928,041 |
517,791 |
-410,250 |
-44.2% |
3,626,740 |
|
| Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-207 |
119-162 |
118-266 |
|
| R3 |
119-090 |
119-045 |
118-234 |
|
| R2 |
118-293 |
118-293 |
118-223 |
|
| R1 |
118-248 |
118-248 |
118-213 |
118-270 |
| PP |
118-176 |
118-176 |
118-176 |
118-188 |
| S1 |
118-131 |
118-131 |
118-191 |
118-154 |
| S2 |
118-059 |
118-059 |
118-181 |
|
| S3 |
117-262 |
118-014 |
118-170 |
|
| S4 |
117-145 |
117-217 |
118-138 |
|
|
| 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% |
0-150 |
0.4% |
54% |
False |
False |
710,556 |
| 10 |
119-025 |
118-035 |
0-310 |
0.8% |
0-114 |
0.3% |
54% |
False |
False |
768,792 |
| 20 |
119-025 |
117-302 |
1-043 |
1.0% |
0-094 |
0.2% |
61% |
False |
False |
410,753 |
| 40 |
120-227 |
117-302 |
2-245 |
2.3% |
0-091 |
0.2% |
25% |
False |
False |
206,185 |
| 60 |
120-245 |
117-302 |
2-262 |
2.4% |
0-070 |
0.2% |
24% |
False |
False |
137,458 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-052 |
0.1% |
24% |
False |
False |
103,093 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-042 |
0.1% |
24% |
False |
False |
82,474 |
| 120 |
120-245 |
117-302 |
2-262 |
2.4% |
0-035 |
0.1% |
24% |
False |
False |
68,729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-079 |
|
2.618 |
119-208 |
|
1.618 |
119-091 |
|
1.000 |
119-019 |
|
0.618 |
118-294 |
|
HIGH |
118-222 |
|
0.618 |
118-177 |
|
0.500 |
118-164 |
|
0.382 |
118-150 |
|
LOW |
118-105 |
|
0.618 |
118-033 |
|
1.000 |
117-308 |
|
1.618 |
117-236 |
|
2.618 |
117-119 |
|
4.250 |
116-248 |
|
|
| Fisher Pivots for day following 07-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-189 |
118-183 |
| PP |
118-176 |
118-165 |
| S1 |
118-164 |
118-146 |
|