ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 30-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2015 |
30-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
118-160 |
118-057 |
-0-103 |
-0.3% |
118-205 |
| High |
118-172 |
118-077 |
-0-095 |
-0.3% |
118-260 |
| Low |
118-030 |
118-017 |
-0-013 |
0.0% |
118-130 |
| Close |
118-055 |
118-057 |
0-002 |
0.0% |
118-160 |
| Range |
0-142 |
0-060 |
-0-082 |
-57.7% |
0-130 |
| ATR |
0-102 |
0-099 |
-0-003 |
-2.9% |
0-000 |
| Volume |
385,469 |
407,258 |
21,789 |
5.7% |
1,067,053 |
|
| Daily Pivots for day following 30-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-230 |
118-204 |
118-090 |
|
| R3 |
118-170 |
118-144 |
118-074 |
|
| R2 |
118-110 |
118-110 |
118-068 |
|
| R1 |
118-084 |
118-084 |
118-062 |
118-087 |
| PP |
118-050 |
118-050 |
118-050 |
118-052 |
| S1 |
118-024 |
118-024 |
118-052 |
118-027 |
| S2 |
117-310 |
117-310 |
118-046 |
|
| S3 |
117-250 |
117-284 |
118-040 |
|
| S4 |
117-190 |
117-224 |
118-024 |
|
|
| 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 |
118-192 |
118-017 |
0-175 |
0.5% |
0-070 |
0.2% |
23% |
False |
True |
272,858 |
| 10 |
118-260 |
118-017 |
0-243 |
0.6% |
0-084 |
0.2% |
16% |
False |
True |
376,743 |
| 20 |
119-110 |
118-017 |
1-093 |
1.1% |
0-110 |
0.3% |
10% |
False |
True |
520,109 |
| 40 |
119-110 |
117-302 |
1-128 |
1.2% |
0-101 |
0.3% |
17% |
False |
False |
393,372 |
| 60 |
120-227 |
117-302 |
2-245 |
2.3% |
0-091 |
0.2% |
8% |
False |
False |
262,789 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-073 |
0.2% |
8% |
False |
False |
197,091 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-058 |
0.2% |
8% |
False |
False |
157,673 |
| 120 |
120-245 |
117-302 |
2-262 |
2.4% |
0-048 |
0.1% |
8% |
False |
False |
131,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-012 |
|
2.618 |
118-234 |
|
1.618 |
118-174 |
|
1.000 |
118-137 |
|
0.618 |
118-114 |
|
HIGH |
118-077 |
|
0.618 |
118-054 |
|
0.500 |
118-047 |
|
0.382 |
118-040 |
|
LOW |
118-017 |
|
0.618 |
117-300 |
|
1.000 |
117-277 |
|
1.618 |
117-240 |
|
2.618 |
117-180 |
|
4.250 |
117-082 |
|
|
| Fisher Pivots for day following 30-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-054 |
118-104 |
| PP |
118-050 |
118-089 |
| S1 |
118-047 |
118-073 |
|