ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 10-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
118-232 |
118-272 |
0-040 |
0.1% |
118-232 |
| High |
118-312 |
118-295 |
-0-017 |
0.0% |
119-025 |
| Low |
118-192 |
118-217 |
0-025 |
0.1% |
118-035 |
| Close |
118-292 |
118-220 |
-0-072 |
-0.2% |
118-135 |
| Range |
0-120 |
0-078 |
-0-042 |
-35.0% |
0-310 |
| ATR |
0-105 |
0-103 |
-0-002 |
-1.8% |
0-000 |
| Volume |
677,676 |
467,608 |
-210,068 |
-31.0% |
3,626,740 |
|
| Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-158 |
119-107 |
118-263 |
|
| R3 |
119-080 |
119-029 |
118-241 |
|
| R2 |
119-002 |
119-002 |
118-234 |
|
| R1 |
118-271 |
118-271 |
118-227 |
118-258 |
| PP |
118-244 |
118-244 |
118-244 |
118-237 |
| S1 |
118-193 |
118-193 |
118-213 |
118-180 |
| S2 |
118-166 |
118-166 |
118-206 |
|
| S3 |
118-088 |
118-115 |
118-199 |
|
| S4 |
118-010 |
118-037 |
118-177 |
|
|
| 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% |
0-108 |
0.3% |
67% |
False |
False |
631,112 |
| 10 |
119-025 |
118-035 |
0-310 |
0.8% |
0-116 |
0.3% |
60% |
False |
False |
625,652 |
| 20 |
119-025 |
118-035 |
0-310 |
0.8% |
0-098 |
0.3% |
60% |
False |
False |
495,340 |
| 40 |
120-220 |
117-302 |
2-238 |
2.3% |
0-094 |
0.2% |
27% |
False |
False |
248,888 |
| 60 |
120-245 |
117-302 |
2-262 |
2.4% |
0-074 |
0.2% |
26% |
False |
False |
165,953 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-056 |
0.1% |
26% |
False |
False |
124,465 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-045 |
0.1% |
26% |
False |
False |
99,572 |
| 120 |
120-245 |
117-302 |
2-262 |
2.4% |
0-037 |
0.1% |
26% |
False |
False |
82,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-306 |
|
2.618 |
119-179 |
|
1.618 |
119-101 |
|
1.000 |
119-053 |
|
0.618 |
119-023 |
|
HIGH |
118-295 |
|
0.618 |
118-265 |
|
0.500 |
118-256 |
|
0.382 |
118-247 |
|
LOW |
118-217 |
|
0.618 |
118-169 |
|
1.000 |
118-139 |
|
1.618 |
118-091 |
|
2.618 |
118-013 |
|
4.250 |
117-206 |
|
|
| Fisher Pivots for day following 10-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-256 |
118-242 |
| PP |
118-244 |
118-235 |
| S1 |
118-232 |
118-227 |
|