ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 17-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
118-202 |
118-110 |
-0-092 |
-0.2% |
118-130 |
| High |
118-217 |
118-172 |
-0-045 |
-0.1% |
119-110 |
| Low |
118-050 |
118-105 |
0-055 |
0.1% |
118-105 |
| Close |
118-122 |
118-132 |
0-010 |
0.0% |
119-082 |
| Range |
0-167 |
0-067 |
-0-100 |
-59.9% |
1-005 |
| ATR |
0-119 |
0-115 |
-0-004 |
-3.1% |
0-000 |
| Volume |
692,915 |
612,799 |
-80,116 |
-11.6% |
3,086,240 |
|
| Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-017 |
118-302 |
118-169 |
|
| R3 |
118-270 |
118-235 |
118-150 |
|
| R2 |
118-203 |
118-203 |
118-144 |
|
| R1 |
118-168 |
118-168 |
118-138 |
118-186 |
| PP |
118-136 |
118-136 |
118-136 |
118-145 |
| S1 |
118-101 |
118-101 |
118-126 |
118-118 |
| S2 |
118-069 |
118-069 |
118-120 |
|
| S3 |
118-002 |
118-034 |
118-114 |
|
| S4 |
117-255 |
117-287 |
118-095 |
|
|
| 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% |
0-145 |
0.4% |
22% |
False |
False |
669,679 |
| 10 |
119-110 |
118-035 |
1-075 |
1.0% |
0-127 |
0.3% |
25% |
False |
False |
650,396 |
| 20 |
119-110 |
118-035 |
1-075 |
1.0% |
0-114 |
0.3% |
25% |
False |
False |
658,592 |
| 40 |
120-107 |
117-302 |
2-125 |
2.0% |
0-104 |
0.3% |
20% |
False |
False |
332,393 |
| 60 |
120-245 |
117-302 |
2-262 |
2.4% |
0-087 |
0.2% |
17% |
False |
False |
221,760 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-065 |
0.2% |
17% |
False |
False |
166,320 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-052 |
0.1% |
17% |
False |
False |
133,056 |
| 120 |
120-245 |
117-302 |
2-262 |
2.4% |
0-043 |
0.1% |
17% |
False |
False |
110,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-137 |
|
2.618 |
119-027 |
|
1.618 |
118-280 |
|
1.000 |
118-239 |
|
0.618 |
118-213 |
|
HIGH |
118-172 |
|
0.618 |
118-146 |
|
0.500 |
118-138 |
|
0.382 |
118-131 |
|
LOW |
118-105 |
|
0.618 |
118-064 |
|
1.000 |
118-038 |
|
1.618 |
117-317 |
|
2.618 |
117-250 |
|
4.250 |
117-140 |
|
|
| Fisher Pivots for day following 17-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-138 |
118-176 |
| PP |
118-136 |
118-161 |
| S1 |
118-134 |
118-147 |
|