ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 06-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
118-150 |
118-192 |
0-042 |
0.1% |
118-150 |
| High |
118-212 |
118-307 |
0-095 |
0.3% |
118-192 |
| Low |
118-122 |
118-180 |
0-058 |
0.2% |
118-017 |
| Close |
118-175 |
118-297 |
0-122 |
0.3% |
118-102 |
| Range |
0-090 |
0-127 |
0-037 |
41.1% |
0-175 |
| ATR |
0-099 |
0-102 |
0-002 |
2.4% |
0-000 |
| Volume |
510,221 |
587,233 |
77,012 |
15.1% |
1,278,343 |
|
| Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-002 |
119-277 |
119-047 |
|
| R3 |
119-195 |
119-150 |
119-012 |
|
| R2 |
119-068 |
119-068 |
119-000 |
|
| R1 |
119-023 |
119-023 |
118-309 |
119-046 |
| PP |
118-261 |
118-261 |
118-261 |
118-273 |
| S1 |
118-216 |
118-216 |
118-285 |
118-238 |
| S2 |
118-134 |
118-134 |
118-274 |
|
| S3 |
118-007 |
118-089 |
118-262 |
|
| S4 |
117-200 |
117-282 |
118-227 |
|
|
| 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 |
118-307 |
118-017 |
0-290 |
0.8% |
0-098 |
0.3% |
97% |
True |
False |
467,245 |
| 10 |
118-307 |
118-017 |
0-290 |
0.8% |
0-087 |
0.2% |
97% |
True |
False |
361,752 |
| 20 |
119-110 |
118-017 |
1-093 |
1.1% |
0-102 |
0.3% |
68% |
False |
False |
472,441 |
| 40 |
119-110 |
117-302 |
1-128 |
1.2% |
0-098 |
0.3% |
70% |
False |
False |
441,597 |
| 60 |
120-227 |
117-302 |
2-245 |
2.3% |
0-095 |
0.2% |
36% |
False |
False |
294,937 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-078 |
0.2% |
35% |
False |
False |
221,203 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-062 |
0.2% |
35% |
False |
False |
176,963 |
| 120 |
120-245 |
117-302 |
2-262 |
2.4% |
0-052 |
0.1% |
35% |
False |
False |
147,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-207 |
|
2.618 |
119-319 |
|
1.618 |
119-192 |
|
1.000 |
119-114 |
|
0.618 |
119-065 |
|
HIGH |
118-307 |
|
0.618 |
118-258 |
|
0.500 |
118-244 |
|
0.382 |
118-229 |
|
LOW |
118-180 |
|
0.618 |
118-102 |
|
1.000 |
118-053 |
|
1.618 |
117-295 |
|
2.618 |
117-168 |
|
4.250 |
116-280 |
|
|
| Fisher Pivots for day following 06-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
118-279 |
118-263 |
| PP |
118-261 |
118-230 |
| S1 |
118-244 |
118-196 |
|