ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 14-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
118-220 |
119-072 |
0-172 |
0.5% |
118-130 |
| High |
119-110 |
119-085 |
-0-025 |
-0.1% |
119-110 |
| Low |
118-212 |
118-262 |
0-050 |
0.1% |
118-105 |
| Close |
119-082 |
118-267 |
-0-135 |
-0.4% |
119-082 |
| Range |
0-218 |
0-143 |
-0-075 |
-34.4% |
1-005 |
| ATR |
0-111 |
0-114 |
0-002 |
2.0% |
0-000 |
| Volume |
858,717 |
664,790 |
-193,927 |
-22.6% |
3,086,240 |
|
| Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-100 |
120-007 |
119-026 |
|
| R3 |
119-277 |
119-184 |
118-306 |
|
| R2 |
119-134 |
119-134 |
118-293 |
|
| R1 |
119-041 |
119-041 |
118-280 |
119-016 |
| PP |
118-311 |
118-311 |
118-311 |
118-299 |
| S1 |
118-218 |
118-218 |
118-254 |
118-193 |
| S2 |
118-168 |
118-168 |
118-241 |
|
| S3 |
118-025 |
118-075 |
118-228 |
|
| S4 |
117-202 |
117-252 |
118-188 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-007 |
121-210 |
119-261 |
|
| R3 |
121-002 |
120-205 |
119-171 |
|
| R2 |
119-317 |
119-317 |
119-142 |
|
| R1 |
119-200 |
119-200 |
119-112 |
119-258 |
| PP |
118-312 |
118-312 |
118-312 |
119-022 |
| S1 |
118-195 |
118-195 |
119-052 |
118-254 |
| S2 |
117-307 |
117-307 |
119-022 |
|
| S3 |
116-302 |
117-190 |
118-313 |
|
| S4 |
115-297 |
116-185 |
118-223 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-110 |
118-172 |
0-258 |
0.7% |
0-128 |
0.3% |
37% |
False |
False |
646,647 |
| 10 |
119-110 |
118-035 |
1-075 |
1.0% |
0-139 |
0.4% |
59% |
False |
False |
678,602 |
| 20 |
119-110 |
118-035 |
1-075 |
1.0% |
0-108 |
0.3% |
59% |
False |
False |
569,584 |
| 40 |
120-110 |
117-302 |
2-128 |
2.0% |
0-099 |
0.3% |
37% |
False |
False |
286,976 |
| 60 |
120-245 |
117-302 |
2-262 |
2.4% |
0-080 |
0.2% |
32% |
False |
False |
191,345 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-060 |
0.2% |
32% |
False |
False |
143,509 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-048 |
0.1% |
32% |
False |
False |
114,807 |
| 120 |
120-245 |
117-302 |
2-262 |
2.4% |
0-040 |
0.1% |
32% |
False |
False |
95,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-053 |
|
2.618 |
120-139 |
|
1.618 |
119-316 |
|
1.000 |
119-228 |
|
0.618 |
119-173 |
|
HIGH |
119-085 |
|
0.618 |
119-030 |
|
0.500 |
119-014 |
|
0.382 |
118-317 |
|
LOW |
118-262 |
|
0.618 |
118-174 |
|
1.000 |
118-119 |
|
1.618 |
118-031 |
|
2.618 |
117-208 |
|
4.250 |
116-294 |
|
|
| Fisher Pivots for day following 14-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-014 |
119-001 |
| PP |
118-311 |
118-303 |
| S1 |
118-289 |
118-285 |
|