ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 16-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
118-272 |
118-202 |
-0-070 |
-0.2% |
118-130 |
| High |
118-302 |
118-217 |
-0-085 |
-0.2% |
119-110 |
| Low |
118-170 |
118-050 |
-0-120 |
-0.3% |
118-105 |
| Close |
118-200 |
118-122 |
-0-078 |
-0.2% |
119-082 |
| Range |
0-132 |
0-167 |
0-035 |
26.5% |
1-005 |
| ATR |
0-115 |
0-119 |
0-004 |
3.2% |
0-000 |
| Volume |
519,178 |
692,915 |
173,737 |
33.5% |
3,086,240 |
|
| Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-311 |
119-223 |
118-214 |
|
| R3 |
119-144 |
119-056 |
118-168 |
|
| R2 |
118-297 |
118-297 |
118-153 |
|
| R1 |
118-209 |
118-209 |
118-137 |
118-170 |
| PP |
118-130 |
118-130 |
118-130 |
118-110 |
| S1 |
118-042 |
118-042 |
118-107 |
118-002 |
| S2 |
117-283 |
117-283 |
118-091 |
|
| S3 |
117-116 |
117-195 |
118-076 |
|
| S4 |
116-269 |
117-028 |
118-030 |
|
|
| 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 |
118-050 |
1-060 |
1.0% |
0-148 |
0.4% |
19% |
False |
True |
640,641 |
| 10 |
119-110 |
118-035 |
1-075 |
1.0% |
0-142 |
0.4% |
22% |
False |
False |
672,936 |
| 20 |
119-110 |
118-035 |
1-075 |
1.0% |
0-114 |
0.3% |
22% |
False |
False |
627,952 |
| 40 |
120-107 |
117-302 |
2-125 |
2.0% |
0-105 |
0.3% |
18% |
False |
False |
317,278 |
| 60 |
120-245 |
117-302 |
2-262 |
2.4% |
0-085 |
0.2% |
15% |
False |
False |
211,547 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-064 |
0.2% |
15% |
False |
False |
158,660 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-051 |
0.1% |
15% |
False |
False |
126,928 |
| 120 |
120-245 |
117-302 |
2-262 |
2.4% |
0-043 |
0.1% |
15% |
False |
False |
105,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-287 |
|
2.618 |
120-014 |
|
1.618 |
119-167 |
|
1.000 |
119-064 |
|
0.618 |
119-000 |
|
HIGH |
118-217 |
|
0.618 |
118-153 |
|
0.500 |
118-134 |
|
0.382 |
118-114 |
|
LOW |
118-050 |
|
0.618 |
117-267 |
|
1.000 |
117-203 |
|
1.618 |
117-100 |
|
2.618 |
116-253 |
|
4.250 |
115-300 |
|
|
| Fisher Pivots for day following 16-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-134 |
118-228 |
| PP |
118-130 |
118-192 |
| S1 |
118-126 |
118-157 |
|