ECBOT 5 Year T-Note Future September 2016
| Trading Metrics calculated at close of trading on 31-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
117-070 |
117-115 |
0-045 |
0.1% |
117-245 |
| High |
117-070 |
117-115 |
0-045 |
0.1% |
117-245 |
| Low |
117-070 |
117-115 |
0-045 |
0.1% |
117-155 |
| Close |
117-070 |
117-115 |
0-045 |
0.1% |
117-173 |
| Range |
|
|
|
|
|
| ATR |
0-061 |
0-059 |
-0-001 |
-1.8% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-115 |
117-115 |
117-115 |
|
| R3 |
117-115 |
117-115 |
117-115 |
|
| R2 |
117-115 |
117-115 |
117-115 |
|
| R1 |
117-115 |
117-115 |
117-115 |
117-115 |
| PP |
117-115 |
117-115 |
117-115 |
117-115 |
| S1 |
117-115 |
117-115 |
117-115 |
117-115 |
| S2 |
117-115 |
117-115 |
117-115 |
|
| S3 |
117-115 |
117-115 |
117-115 |
|
| S4 |
117-115 |
117-115 |
117-115 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-141 |
118-087 |
117-222 |
|
| R3 |
118-051 |
117-317 |
117-197 |
|
| R2 |
117-281 |
117-281 |
117-189 |
|
| R1 |
117-227 |
117-227 |
117-181 |
117-209 |
| PP |
117-191 |
117-191 |
117-191 |
117-182 |
| S1 |
117-137 |
117-137 |
117-164 |
117-119 |
| S2 |
117-101 |
117-101 |
117-156 |
|
| S3 |
117-011 |
117-047 |
117-148 |
|
| S4 |
116-241 |
116-277 |
117-123 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-115 |
|
2.618 |
117-115 |
|
1.618 |
117-115 |
|
1.000 |
117-115 |
|
0.618 |
117-115 |
|
HIGH |
117-115 |
|
0.618 |
117-115 |
|
0.500 |
117-115 |
|
0.382 |
117-115 |
|
LOW |
117-115 |
|
0.618 |
117-115 |
|
1.000 |
117-115 |
|
1.618 |
117-115 |
|
2.618 |
117-115 |
|
4.250 |
117-115 |
|
|
| Fisher Pivots for day following 31-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
117-115 |
117-107 |
| PP |
117-115 |
117-099 |
| S1 |
117-115 |
117-091 |
|