ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 04-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2015 |
04-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
118-070 |
118-112 |
0-042 |
0.1% |
118-150 |
| High |
118-130 |
118-220 |
0-090 |
0.2% |
118-192 |
| Low |
118-050 |
118-085 |
0-035 |
0.1% |
118-017 |
| Close |
118-102 |
118-150 |
0-048 |
0.1% |
118-102 |
| Range |
0-080 |
0-135 |
0-055 |
68.8% |
0-175 |
| ATR |
0-097 |
0-100 |
0-003 |
2.8% |
0-000 |
| Volume |
297,460 |
534,057 |
236,597 |
79.5% |
1,278,343 |
|
| Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-237 |
119-168 |
118-224 |
|
| R3 |
119-102 |
119-033 |
118-187 |
|
| R2 |
118-287 |
118-287 |
118-175 |
|
| R1 |
118-218 |
118-218 |
118-162 |
118-252 |
| PP |
118-152 |
118-152 |
118-152 |
118-169 |
| S1 |
118-083 |
118-083 |
118-138 |
118-118 |
| S2 |
118-017 |
118-017 |
118-125 |
|
| S3 |
117-202 |
117-268 |
118-113 |
|
| S4 |
117-067 |
117-133 |
118-076 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-309 |
119-220 |
118-198 |
|
| R3 |
119-134 |
119-045 |
118-150 |
|
| R2 |
118-279 |
118-279 |
118-134 |
|
| R1 |
118-190 |
118-190 |
118-118 |
118-147 |
| PP |
118-104 |
118-104 |
118-104 |
118-082 |
| S1 |
118-015 |
118-015 |
118-086 |
117-292 |
| S2 |
117-249 |
117-249 |
118-070 |
|
| S3 |
117-074 |
117-160 |
118-054 |
|
| S4 |
116-219 |
116-305 |
118-006 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-220 |
118-017 |
0-203 |
0.5% |
0-096 |
0.3% |
66% |
True |
False |
362,480 |
| 10 |
118-260 |
118-017 |
0-243 |
0.6% |
0-083 |
0.2% |
55% |
False |
False |
329,324 |
| 20 |
119-110 |
118-017 |
1-093 |
1.1% |
0-105 |
0.3% |
32% |
False |
False |
489,860 |
| 40 |
119-110 |
117-302 |
1-128 |
1.2% |
0-101 |
0.3% |
37% |
False |
False |
414,160 |
| 60 |
120-227 |
117-302 |
2-245 |
2.3% |
0-094 |
0.2% |
19% |
False |
False |
276,646 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-075 |
0.2% |
19% |
False |
False |
207,485 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-060 |
0.2% |
19% |
False |
False |
165,988 |
| 120 |
120-245 |
117-302 |
2-262 |
2.4% |
0-050 |
0.1% |
19% |
False |
False |
138,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-154 |
|
2.618 |
119-253 |
|
1.618 |
119-118 |
|
1.000 |
119-035 |
|
0.618 |
118-303 |
|
HIGH |
118-220 |
|
0.618 |
118-168 |
|
0.500 |
118-152 |
|
0.382 |
118-137 |
|
LOW |
118-085 |
|
0.618 |
118-002 |
|
1.000 |
117-270 |
|
1.618 |
117-187 |
|
2.618 |
117-052 |
|
4.250 |
116-151 |
|
|
| Fisher Pivots for day following 04-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
118-152 |
118-140 |
| PP |
118-152 |
118-129 |
| S1 |
118-151 |
118-118 |
|