ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 07-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2016 |
07-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
118-192 |
118-295 |
0-103 |
0.3% |
118-150 |
| High |
118-307 |
119-077 |
0-090 |
0.2% |
118-192 |
| Low |
118-180 |
118-267 |
0-087 |
0.2% |
118-017 |
| Close |
118-297 |
119-045 |
0-068 |
0.2% |
118-102 |
| Range |
0-127 |
0-130 |
0-003 |
2.4% |
0-175 |
| ATR |
0-102 |
0-104 |
0-002 |
2.0% |
0-000 |
| Volume |
587,233 |
774,434 |
187,201 |
31.9% |
1,278,343 |
|
| Daily Pivots for day following 07-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-093 |
120-039 |
119-116 |
|
| R3 |
119-283 |
119-229 |
119-081 |
|
| R2 |
119-153 |
119-153 |
119-069 |
|
| R1 |
119-099 |
119-099 |
119-057 |
119-126 |
| PP |
119-023 |
119-023 |
119-023 |
119-036 |
| S1 |
118-289 |
118-289 |
119-033 |
118-316 |
| S2 |
118-213 |
118-213 |
119-021 |
|
| S3 |
118-083 |
118-159 |
119-009 |
|
| S4 |
117-273 |
118-029 |
118-294 |
|
|
| 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 |
119-077 |
118-050 |
1-027 |
0.9% |
0-112 |
0.3% |
91% |
True |
False |
540,681 |
| 10 |
119-077 |
118-017 |
1-060 |
1.0% |
0-091 |
0.2% |
92% |
True |
False |
406,769 |
| 20 |
119-110 |
118-017 |
1-093 |
1.1% |
0-105 |
0.3% |
84% |
False |
False |
482,940 |
| 40 |
119-110 |
118-017 |
1-093 |
1.1% |
0-100 |
0.3% |
84% |
False |
False |
460,958 |
| 60 |
120-227 |
117-302 |
2-245 |
2.3% |
0-097 |
0.3% |
43% |
False |
False |
307,844 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-080 |
0.2% |
42% |
False |
False |
230,884 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-064 |
0.2% |
42% |
False |
False |
184,707 |
| 120 |
120-245 |
117-302 |
2-262 |
2.4% |
0-053 |
0.1% |
42% |
False |
False |
153,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-310 |
|
2.618 |
120-097 |
|
1.618 |
119-287 |
|
1.000 |
119-207 |
|
0.618 |
119-157 |
|
HIGH |
119-077 |
|
0.618 |
119-027 |
|
0.500 |
119-012 |
|
0.382 |
118-317 |
|
LOW |
118-267 |
|
0.618 |
118-187 |
|
1.000 |
118-137 |
|
1.618 |
118-057 |
|
2.618 |
117-247 |
|
4.250 |
117-034 |
|
|
| Fisher Pivots for day following 07-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
119-034 |
119-010 |
| PP |
119-023 |
118-295 |
| S1 |
119-012 |
118-260 |
|