ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 08-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
118-130 |
118-202 |
0-072 |
0.2% |
118-232 |
| High |
118-222 |
118-252 |
0-030 |
0.1% |
119-025 |
| Low |
118-105 |
118-172 |
0-067 |
0.2% |
118-035 |
| Close |
118-202 |
118-207 |
0-005 |
0.0% |
118-135 |
| Range |
0-117 |
0-080 |
-0-037 |
-31.6% |
0-310 |
| ATR |
0-106 |
0-104 |
-0-002 |
-1.7% |
0-000 |
| Volume |
517,791 |
564,448 |
46,657 |
9.0% |
3,626,740 |
|
| Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-130 |
119-089 |
118-251 |
|
| R3 |
119-050 |
119-009 |
118-229 |
|
| R2 |
118-290 |
118-290 |
118-222 |
|
| R1 |
118-249 |
118-249 |
118-214 |
118-270 |
| PP |
118-210 |
118-210 |
118-210 |
118-221 |
| S1 |
118-169 |
118-169 |
118-200 |
118-190 |
| S2 |
118-130 |
118-130 |
118-192 |
|
| S3 |
118-050 |
118-089 |
118-185 |
|
| S4 |
117-290 |
118-009 |
118-163 |
|
|
| 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 |
119-005 |
118-035 |
0-290 |
0.8% |
0-134 |
0.4% |
59% |
False |
False |
689,356 |
| 10 |
119-025 |
118-035 |
0-310 |
0.8% |
0-110 |
0.3% |
55% |
False |
False |
725,007 |
| 20 |
119-025 |
118-033 |
0-312 |
0.8% |
0-095 |
0.2% |
56% |
False |
False |
438,975 |
| 40 |
120-227 |
117-302 |
2-245 |
2.3% |
0-093 |
0.2% |
25% |
False |
False |
220,297 |
| 60 |
120-245 |
117-302 |
2-262 |
2.4% |
0-071 |
0.2% |
25% |
False |
False |
146,865 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-053 |
0.1% |
25% |
False |
False |
110,149 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-043 |
0.1% |
25% |
False |
False |
88,119 |
| 120 |
120-245 |
117-302 |
2-262 |
2.4% |
0-036 |
0.1% |
25% |
False |
False |
73,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-272 |
|
2.618 |
119-141 |
|
1.618 |
119-061 |
|
1.000 |
119-012 |
|
0.618 |
118-301 |
|
HIGH |
118-252 |
|
0.618 |
118-221 |
|
0.500 |
118-212 |
|
0.382 |
118-203 |
|
LOW |
118-172 |
|
0.618 |
118-123 |
|
1.000 |
118-092 |
|
1.618 |
118-043 |
|
2.618 |
117-283 |
|
4.250 |
117-152 |
|
|
| Fisher Pivots for day following 08-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-212 |
118-186 |
| PP |
118-210 |
118-165 |
| S1 |
118-209 |
118-144 |
|