ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 24-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2015 |
24-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
118-170 |
118-147 |
-0-023 |
-0.1% |
119-072 |
| High |
118-175 |
118-167 |
-0-008 |
0.0% |
119-085 |
| Low |
118-130 |
118-130 |
0-000 |
0.0% |
118-050 |
| Close |
118-142 |
118-160 |
0-018 |
0.0% |
118-210 |
| Range |
0-045 |
0-037 |
-0-008 |
-17.8% |
1-035 |
| ATR |
0-106 |
0-101 |
-0-005 |
-4.6% |
0-000 |
| Volume |
269,476 |
113,934 |
-155,542 |
-57.7% |
2,903,469 |
|
| Daily Pivots for day following 24-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-263 |
118-249 |
118-180 |
|
| R3 |
118-226 |
118-212 |
118-170 |
|
| R2 |
118-189 |
118-189 |
118-167 |
|
| R1 |
118-175 |
118-175 |
118-163 |
118-182 |
| PP |
118-152 |
118-152 |
118-152 |
118-156 |
| S1 |
118-138 |
118-138 |
118-157 |
118-145 |
| S2 |
118-115 |
118-115 |
118-153 |
|
| S3 |
118-078 |
118-101 |
118-150 |
|
| S4 |
118-041 |
118-064 |
118-140 |
|
|
| 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 |
118-130 |
0-130 |
0.3% |
0-069 |
0.2% |
23% |
False |
True |
296,168 |
| 10 |
119-110 |
118-050 |
1-060 |
1.0% |
0-107 |
0.3% |
29% |
False |
False |
482,923 |
| 20 |
119-110 |
118-035 |
1-075 |
1.0% |
0-112 |
0.3% |
32% |
False |
False |
554,288 |
| 40 |
119-222 |
117-302 |
1-240 |
1.5% |
0-102 |
0.3% |
32% |
False |
False |
368,850 |
| 60 |
120-245 |
117-302 |
2-262 |
2.4% |
0-090 |
0.2% |
20% |
False |
False |
246,441 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-069 |
0.2% |
20% |
False |
False |
184,830 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-055 |
0.1% |
20% |
False |
False |
147,864 |
| 120 |
120-245 |
117-302 |
2-262 |
2.4% |
0-046 |
0.1% |
20% |
False |
False |
123,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-004 |
|
2.618 |
118-264 |
|
1.618 |
118-227 |
|
1.000 |
118-204 |
|
0.618 |
118-190 |
|
HIGH |
118-167 |
|
0.618 |
118-153 |
|
0.500 |
118-148 |
|
0.382 |
118-144 |
|
LOW |
118-130 |
|
0.618 |
118-107 |
|
1.000 |
118-093 |
|
1.618 |
118-070 |
|
2.618 |
118-033 |
|
4.250 |
117-293 |
|
|
| Fisher Pivots for day following 24-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-156 |
118-188 |
| PP |
118-152 |
118-179 |
| S1 |
118-148 |
118-170 |
|