ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 08-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
120-242 |
120-167 |
-0-075 |
-0.2% |
120-022 |
| High |
120-255 |
120-237 |
-0-018 |
0.0% |
121-107 |
| Low |
120-155 |
120-105 |
-0-050 |
-0.1% |
120-010 |
| Close |
120-182 |
120-137 |
-0-045 |
-0.1% |
120-307 |
| Range |
0-100 |
0-132 |
0-032 |
32.0% |
1-097 |
| ATR |
0-125 |
0-125 |
0-001 |
0.4% |
0-000 |
| Volume |
465,511 |
616,775 |
151,264 |
32.5% |
3,437,103 |
|
| Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-236 |
121-158 |
120-210 |
|
| R3 |
121-104 |
121-026 |
120-173 |
|
| R2 |
120-292 |
120-292 |
120-161 |
|
| R1 |
120-214 |
120-214 |
120-149 |
120-187 |
| PP |
120-160 |
120-160 |
120-160 |
120-146 |
| S1 |
120-082 |
120-082 |
120-125 |
120-055 |
| S2 |
120-028 |
120-028 |
120-113 |
|
| S3 |
119-216 |
119-270 |
120-101 |
|
| S4 |
119-084 |
119-138 |
120-064 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-219 |
124-040 |
121-216 |
|
| R3 |
123-122 |
122-263 |
121-102 |
|
| R2 |
122-025 |
122-025 |
121-063 |
|
| R1 |
121-166 |
121-166 |
121-025 |
121-256 |
| PP |
120-248 |
120-248 |
120-248 |
120-293 |
| S1 |
120-069 |
120-069 |
120-269 |
120-158 |
| S2 |
119-151 |
119-151 |
120-231 |
|
| S3 |
118-054 |
118-292 |
120-192 |
|
| S4 |
116-277 |
117-195 |
120-078 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-107 |
120-105 |
1-002 |
0.8% |
0-141 |
0.4% |
10% |
False |
True |
593,056 |
| 10 |
121-107 |
119-242 |
1-185 |
1.3% |
0-123 |
0.3% |
43% |
False |
False |
603,656 |
| 20 |
121-107 |
119-047 |
2-060 |
1.8% |
0-125 |
0.3% |
59% |
False |
False |
581,307 |
| 40 |
121-107 |
119-000 |
2-107 |
1.9% |
0-125 |
0.3% |
61% |
False |
False |
516,949 |
| 60 |
121-107 |
118-070 |
3-037 |
2.6% |
0-109 |
0.3% |
71% |
False |
False |
345,186 |
| 80 |
121-107 |
118-010 |
3-097 |
2.7% |
0-082 |
0.2% |
73% |
False |
False |
258,942 |
| 100 |
121-107 |
117-260 |
3-167 |
2.9% |
0-066 |
0.2% |
74% |
False |
False |
207,196 |
| 120 |
121-107 |
117-260 |
3-167 |
2.9% |
0-055 |
0.1% |
74% |
False |
False |
172,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-158 |
|
2.618 |
121-263 |
|
1.618 |
121-131 |
|
1.000 |
121-049 |
|
0.618 |
120-319 |
|
HIGH |
120-237 |
|
0.618 |
120-187 |
|
0.500 |
120-171 |
|
0.382 |
120-155 |
|
LOW |
120-105 |
|
0.618 |
120-023 |
|
1.000 |
119-293 |
|
1.618 |
119-211 |
|
2.618 |
119-079 |
|
4.250 |
118-184 |
|
|
| Fisher Pivots for day following 08-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-171 |
120-180 |
| PP |
120-160 |
120-166 |
| S1 |
120-148 |
120-151 |
|