ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 21-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2015 |
21-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
118-167 |
118-205 |
0-038 |
0.1% |
119-072 |
| High |
118-242 |
118-260 |
0-018 |
0.0% |
119-085 |
| Low |
118-152 |
118-175 |
0-023 |
0.1% |
118-050 |
| Close |
118-210 |
118-232 |
0-022 |
0.1% |
118-210 |
| Range |
0-090 |
0-085 |
-0-005 |
-5.6% |
1-035 |
| ATR |
0-115 |
0-112 |
-0-002 |
-1.8% |
0-000 |
| Volume |
413,787 |
359,384 |
-54,403 |
-13.1% |
2,903,469 |
|
| Daily Pivots for day following 21-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-157 |
119-120 |
118-279 |
|
| R3 |
119-072 |
119-035 |
118-255 |
|
| R2 |
118-307 |
118-307 |
118-248 |
|
| R1 |
118-270 |
118-270 |
118-240 |
118-288 |
| PP |
118-222 |
118-222 |
118-222 |
118-232 |
| S1 |
118-185 |
118-185 |
118-224 |
118-204 |
| S2 |
118-137 |
118-137 |
118-216 |
|
| S3 |
118-052 |
118-100 |
118-209 |
|
| S4 |
117-287 |
118-015 |
118-185 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-007 |
121-143 |
119-085 |
|
| R3 |
120-292 |
120-108 |
118-308 |
|
| R2 |
119-257 |
119-257 |
118-275 |
|
| R1 |
119-073 |
119-073 |
118-243 |
118-308 |
| PP |
118-222 |
118-222 |
118-222 |
118-179 |
| S1 |
118-038 |
118-038 |
118-177 |
117-272 |
| S2 |
117-187 |
117-187 |
118-145 |
|
| S3 |
116-152 |
117-003 |
118-112 |
|
| S4 |
115-117 |
115-288 |
118-015 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-302 |
118-050 |
0-252 |
0.7% |
0-108 |
0.3% |
72% |
False |
False |
519,612 |
| 10 |
119-110 |
118-050 |
1-060 |
1.0% |
0-118 |
0.3% |
48% |
False |
False |
583,130 |
| 20 |
119-110 |
118-035 |
1-075 |
1.0% |
0-116 |
0.3% |
50% |
False |
False |
675,961 |
| 40 |
120-095 |
117-302 |
2-113 |
2.0% |
0-106 |
0.3% |
33% |
False |
False |
351,436 |
| 60 |
120-245 |
117-302 |
2-262 |
2.4% |
0-089 |
0.2% |
28% |
False |
False |
234,646 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-067 |
0.2% |
28% |
False |
False |
175,984 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-054 |
0.1% |
28% |
False |
False |
140,787 |
| 120 |
120-245 |
117-302 |
2-262 |
2.4% |
0-045 |
0.1% |
28% |
False |
False |
117,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-301 |
|
2.618 |
119-163 |
|
1.618 |
119-078 |
|
1.000 |
119-025 |
|
0.618 |
118-313 |
|
HIGH |
118-260 |
|
0.618 |
118-228 |
|
0.500 |
118-218 |
|
0.382 |
118-207 |
|
LOW |
118-175 |
|
0.618 |
118-122 |
|
1.000 |
118-090 |
|
1.618 |
118-037 |
|
2.618 |
117-272 |
|
4.250 |
117-134 |
|
|
| Fisher Pivots for day following 21-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-227 |
118-216 |
| PP |
118-222 |
118-199 |
| S1 |
118-218 |
118-182 |
|