ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 22-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2015 |
22-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
118-205 |
118-222 |
0-017 |
0.0% |
119-072 |
| High |
118-260 |
118-247 |
-0-013 |
0.0% |
119-085 |
| Low |
118-175 |
118-160 |
-0-015 |
0.0% |
118-050 |
| Close |
118-232 |
118-162 |
-0-070 |
-0.2% |
118-210 |
| Range |
0-085 |
0-087 |
0-002 |
2.4% |
1-035 |
| ATR |
0-112 |
0-111 |
-0-002 |
-1.6% |
0-000 |
| Volume |
359,384 |
324,259 |
-35,125 |
-9.8% |
2,903,469 |
|
| Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-131 |
119-073 |
118-210 |
|
| R3 |
119-044 |
118-306 |
118-186 |
|
| R2 |
118-277 |
118-277 |
118-178 |
|
| R1 |
118-219 |
118-219 |
118-170 |
118-204 |
| PP |
118-190 |
118-190 |
118-190 |
118-182 |
| S1 |
118-132 |
118-132 |
118-154 |
118-118 |
| S2 |
118-103 |
118-103 |
118-146 |
|
| S3 |
118-016 |
118-045 |
118-138 |
|
| S4 |
117-249 |
117-278 |
118-114 |
|
|
| 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 |
118-260 |
118-050 |
0-210 |
0.6% |
0-099 |
0.3% |
53% |
False |
False |
480,628 |
| 10 |
119-110 |
118-050 |
1-060 |
1.0% |
0-119 |
0.3% |
29% |
False |
False |
559,111 |
| 20 |
119-110 |
118-035 |
1-075 |
1.0% |
0-115 |
0.3% |
32% |
False |
False |
642,059 |
| 40 |
120-095 |
117-302 |
2-113 |
2.0% |
0-107 |
0.3% |
24% |
False |
False |
359,422 |
| 60 |
120-245 |
117-302 |
2-262 |
2.4% |
0-089 |
0.2% |
20% |
False |
False |
240,050 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-068 |
0.2% |
20% |
False |
False |
180,038 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-055 |
0.1% |
20% |
False |
False |
144,030 |
| 120 |
120-245 |
117-302 |
2-262 |
2.4% |
0-045 |
0.1% |
20% |
False |
False |
120,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-297 |
|
2.618 |
119-155 |
|
1.618 |
119-068 |
|
1.000 |
119-014 |
|
0.618 |
118-301 |
|
HIGH |
118-247 |
|
0.618 |
118-214 |
|
0.500 |
118-204 |
|
0.382 |
118-193 |
|
LOW |
118-160 |
|
0.618 |
118-106 |
|
1.000 |
118-073 |
|
1.618 |
118-019 |
|
2.618 |
117-252 |
|
4.250 |
117-110 |
|
|
| Fisher Pivots for day following 22-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-204 |
118-206 |
| PP |
118-190 |
118-191 |
| S1 |
118-176 |
118-177 |
|