ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 09-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
118-202 |
118-232 |
0-030 |
0.1% |
118-232 |
| High |
118-252 |
118-312 |
0-060 |
0.2% |
119-025 |
| Low |
118-172 |
118-192 |
0-020 |
0.1% |
118-035 |
| Close |
118-207 |
118-292 |
0-085 |
0.2% |
118-135 |
| Range |
0-080 |
0-120 |
0-040 |
50.0% |
0-310 |
| ATR |
0-104 |
0-105 |
0-001 |
1.1% |
0-000 |
| Volume |
564,448 |
677,676 |
113,228 |
20.1% |
3,626,740 |
|
| Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-305 |
119-259 |
119-038 |
|
| R3 |
119-185 |
119-139 |
119-005 |
|
| R2 |
119-065 |
119-065 |
118-314 |
|
| R1 |
119-019 |
119-019 |
118-303 |
119-042 |
| PP |
118-265 |
118-265 |
118-265 |
118-277 |
| S1 |
118-219 |
118-219 |
118-281 |
118-242 |
| S2 |
118-145 |
118-145 |
118-270 |
|
| S3 |
118-025 |
118-099 |
118-259 |
|
| S4 |
117-225 |
117-299 |
118-226 |
|
|
| 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 |
118-312 |
118-035 |
0-277 |
0.7% |
0-137 |
0.4% |
93% |
True |
False |
705,231 |
| 10 |
119-025 |
118-035 |
0-310 |
0.8% |
0-114 |
0.3% |
83% |
False |
False |
663,233 |
| 20 |
119-025 |
118-035 |
0-310 |
0.8% |
0-096 |
0.3% |
83% |
False |
False |
471,960 |
| 40 |
120-227 |
117-302 |
2-245 |
2.3% |
0-094 |
0.2% |
35% |
False |
False |
237,209 |
| 60 |
120-245 |
117-302 |
2-262 |
2.4% |
0-073 |
0.2% |
34% |
False |
False |
158,160 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-055 |
0.1% |
34% |
False |
False |
118,620 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-044 |
0.1% |
34% |
False |
False |
94,896 |
| 120 |
120-245 |
117-302 |
2-262 |
2.4% |
0-037 |
0.1% |
34% |
False |
False |
79,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-182 |
|
2.618 |
119-306 |
|
1.618 |
119-186 |
|
1.000 |
119-112 |
|
0.618 |
119-066 |
|
HIGH |
118-312 |
|
0.618 |
118-266 |
|
0.500 |
118-252 |
|
0.382 |
118-238 |
|
LOW |
118-192 |
|
0.618 |
118-118 |
|
1.000 |
118-072 |
|
1.618 |
117-318 |
|
2.618 |
117-198 |
|
4.250 |
117-002 |
|
|
| Fisher Pivots for day following 09-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-279 |
118-264 |
| PP |
118-265 |
118-236 |
| S1 |
118-252 |
118-208 |
|