ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 24-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2015 |
24-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
117-155 |
117-173 |
0-018 |
0.0% |
117-273 |
| High |
117-155 |
117-173 |
0-018 |
0.0% |
117-273 |
| Low |
117-155 |
117-173 |
0-018 |
0.0% |
117-127 |
| Close |
117-155 |
117-173 |
0-018 |
0.0% |
117-222 |
| Range |
|
|
|
|
|
| ATR |
0-070 |
0-066 |
-0-004 |
-5.3% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-173 |
117-173 |
117-173 |
|
| R3 |
117-173 |
117-173 |
117-173 |
|
| R2 |
117-173 |
117-173 |
117-173 |
|
| R1 |
117-173 |
117-173 |
117-173 |
117-173 |
| PP |
117-173 |
117-173 |
117-173 |
117-173 |
| S1 |
117-173 |
117-173 |
117-173 |
117-173 |
| S2 |
117-173 |
117-173 |
117-173 |
|
| S3 |
117-173 |
117-173 |
117-173 |
|
| S4 |
117-173 |
117-173 |
117-173 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-003 |
118-258 |
117-302 |
|
| R3 |
118-178 |
118-113 |
117-262 |
|
| R2 |
118-033 |
118-033 |
117-249 |
|
| R1 |
117-288 |
117-288 |
117-236 |
117-248 |
| PP |
117-207 |
117-207 |
117-207 |
117-187 |
| S1 |
117-142 |
117-142 |
117-209 |
117-102 |
| S2 |
117-062 |
117-062 |
117-196 |
|
| S3 |
116-237 |
116-317 |
117-183 |
|
| S4 |
116-092 |
116-172 |
117-143 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-173 |
|
2.618 |
117-173 |
|
1.618 |
117-173 |
|
1.000 |
117-173 |
|
0.618 |
117-173 |
|
HIGH |
117-173 |
|
0.618 |
117-173 |
|
0.500 |
117-173 |
|
0.382 |
117-173 |
|
LOW |
117-173 |
|
0.618 |
117-173 |
|
1.000 |
117-173 |
|
1.618 |
117-173 |
|
2.618 |
117-173 |
|
4.250 |
117-173 |
|
|
| Fisher Pivots for day following 24-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
117-173 |
117-170 |
| PP |
117-173 |
117-168 |
| S1 |
117-173 |
117-165 |
|