ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 28-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2015 |
28-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
120-135 |
120-185 |
0-050 |
0.1% |
120-200 |
| High |
120-222 |
120-187 |
-0-035 |
-0.1% |
120-240 |
| Low |
120-125 |
120-000 |
-0-125 |
-0.3% |
120-082 |
| Close |
120-195 |
120-017 |
-0-178 |
-0.5% |
120-102 |
| Range |
0-097 |
0-187 |
0-090 |
92.8% |
0-158 |
| ATR |
0-104 |
0-111 |
0-006 |
6.2% |
0-000 |
| Volume |
497,548 |
931,499 |
433,951 |
87.2% |
2,586,007 |
|
| Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-309 |
121-190 |
120-120 |
|
| R3 |
121-122 |
121-003 |
120-068 |
|
| R2 |
120-255 |
120-255 |
120-051 |
|
| R1 |
120-136 |
120-136 |
120-034 |
120-102 |
| PP |
120-068 |
120-068 |
120-068 |
120-051 |
| S1 |
119-269 |
119-269 |
120-000 |
119-235 |
| S2 |
119-201 |
119-201 |
119-303 |
|
| S3 |
119-014 |
119-082 |
119-286 |
|
| S4 |
118-147 |
118-215 |
119-234 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-295 |
121-197 |
120-189 |
|
| R3 |
121-137 |
121-039 |
120-145 |
|
| R2 |
120-299 |
120-299 |
120-131 |
|
| R1 |
120-201 |
120-201 |
120-116 |
120-171 |
| PP |
120-141 |
120-141 |
120-141 |
120-126 |
| S1 |
120-043 |
120-043 |
120-088 |
120-013 |
| S2 |
119-303 |
119-303 |
120-073 |
|
| S3 |
119-145 |
119-205 |
120-059 |
|
| S4 |
118-307 |
119-047 |
120-015 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-232 |
120-000 |
0-232 |
0.6% |
0-109 |
0.3% |
7% |
False |
True |
601,879 |
| 10 |
121-032 |
120-000 |
1-032 |
0.9% |
0-098 |
0.3% |
5% |
False |
True |
528,822 |
| 20 |
121-107 |
120-000 |
1-107 |
1.1% |
0-108 |
0.3% |
4% |
False |
True |
521,060 |
| 40 |
121-107 |
119-047 |
2-060 |
1.8% |
0-113 |
0.3% |
41% |
False |
False |
555,255 |
| 60 |
121-107 |
118-200 |
2-227 |
2.3% |
0-117 |
0.3% |
53% |
False |
False |
460,071 |
| 80 |
121-107 |
118-070 |
3-037 |
2.6% |
0-100 |
0.3% |
59% |
False |
False |
345,171 |
| 100 |
121-107 |
117-260 |
3-167 |
2.9% |
0-080 |
0.2% |
64% |
False |
False |
276,178 |
| 120 |
121-107 |
117-260 |
3-167 |
2.9% |
0-066 |
0.2% |
64% |
False |
False |
230,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-022 |
|
2.618 |
122-037 |
|
1.618 |
121-170 |
|
1.000 |
121-054 |
|
0.618 |
120-303 |
|
HIGH |
120-187 |
|
0.618 |
120-116 |
|
0.500 |
120-094 |
|
0.382 |
120-071 |
|
LOW |
120-000 |
|
0.618 |
119-204 |
|
1.000 |
119-133 |
|
1.618 |
119-017 |
|
2.618 |
118-150 |
|
4.250 |
117-165 |
|
|
| Fisher Pivots for day following 28-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-094 |
120-111 |
| PP |
120-068 |
120-080 |
| S1 |
120-042 |
120-048 |
|