ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 28-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2015 |
28-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
118-147 |
118-150 |
0-003 |
0.0% |
118-205 |
| High |
118-167 |
118-192 |
0-025 |
0.1% |
118-260 |
| Low |
118-130 |
118-127 |
-0-003 |
0.0% |
118-130 |
| Close |
118-160 |
118-165 |
0-005 |
0.0% |
118-160 |
| Range |
0-037 |
0-065 |
0-028 |
75.7% |
0-130 |
| ATR |
0-101 |
0-098 |
-0-003 |
-2.5% |
0-000 |
| Volume |
113,934 |
188,156 |
74,222 |
65.1% |
1,067,053 |
|
| Daily Pivots for day following 28-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-036 |
119-006 |
118-201 |
|
| R3 |
118-291 |
118-261 |
118-183 |
|
| R2 |
118-226 |
118-226 |
118-177 |
|
| R1 |
118-196 |
118-196 |
118-171 |
118-211 |
| PP |
118-161 |
118-161 |
118-161 |
118-169 |
| S1 |
118-131 |
118-131 |
118-159 |
118-146 |
| S2 |
118-096 |
118-096 |
118-153 |
|
| S3 |
118-031 |
118-066 |
118-147 |
|
| S4 |
117-286 |
118-001 |
118-129 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-253 |
119-177 |
118-232 |
|
| R3 |
119-123 |
119-047 |
118-196 |
|
| R2 |
118-313 |
118-313 |
118-184 |
|
| R1 |
118-237 |
118-237 |
118-172 |
118-210 |
| PP |
118-183 |
118-183 |
118-183 |
118-170 |
| S1 |
118-107 |
118-107 |
118-148 |
118-080 |
| S2 |
118-053 |
118-053 |
118-136 |
|
| S3 |
117-243 |
117-297 |
118-124 |
|
| S4 |
117-113 |
117-167 |
118-088 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-260 |
118-127 |
0-133 |
0.4% |
0-064 |
0.2% |
29% |
False |
True |
251,041 |
| 10 |
119-085 |
118-050 |
1-035 |
0.9% |
0-092 |
0.2% |
32% |
False |
False |
415,867 |
| 20 |
119-110 |
118-035 |
1-075 |
1.0% |
0-112 |
0.3% |
33% |
False |
False |
543,582 |
| 40 |
119-145 |
117-302 |
1-162 |
1.3% |
0-101 |
0.3% |
38% |
False |
False |
373,554 |
| 60 |
120-245 |
117-302 |
2-262 |
2.4% |
0-091 |
0.2% |
20% |
False |
False |
249,576 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-070 |
0.2% |
20% |
False |
False |
187,182 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-056 |
0.1% |
20% |
False |
False |
149,746 |
| 120 |
120-245 |
117-302 |
2-262 |
2.4% |
0-047 |
0.1% |
20% |
False |
False |
124,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-148 |
|
2.618 |
119-042 |
|
1.618 |
118-297 |
|
1.000 |
118-257 |
|
0.618 |
118-232 |
|
HIGH |
118-192 |
|
0.618 |
118-167 |
|
0.500 |
118-160 |
|
0.382 |
118-152 |
|
LOW |
118-127 |
|
0.618 |
118-087 |
|
1.000 |
118-062 |
|
1.618 |
118-022 |
|
2.618 |
117-277 |
|
4.250 |
117-171 |
|
|
| Fisher Pivots for day following 28-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-163 |
118-163 |
| PP |
118-161 |
118-161 |
| S1 |
118-160 |
118-160 |
|