ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 03-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2015 |
03-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
119-272 |
119-210 |
-0-062 |
-0.2% |
120-100 |
| High |
119-275 |
119-212 |
-0-063 |
-0.2% |
120-222 |
| Low |
119-180 |
119-122 |
-0-058 |
-0.2% |
119-197 |
| Close |
119-187 |
119-137 |
-0-050 |
-0.1% |
119-247 |
| Range |
0-095 |
0-090 |
-0-005 |
-5.3% |
1-025 |
| ATR |
0-108 |
0-107 |
-0-001 |
-1.2% |
0-000 |
| Volume |
548,628 |
616,393 |
67,765 |
12.4% |
3,653,170 |
|
| Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-107 |
120-052 |
119-186 |
|
| R3 |
120-017 |
119-282 |
119-162 |
|
| R2 |
119-247 |
119-247 |
119-154 |
|
| R1 |
119-192 |
119-192 |
119-145 |
119-174 |
| PP |
119-157 |
119-157 |
119-157 |
119-148 |
| S1 |
119-102 |
119-102 |
119-129 |
119-084 |
| S2 |
119-067 |
119-067 |
119-120 |
|
| S3 |
118-297 |
119-012 |
119-112 |
|
| S4 |
118-207 |
118-242 |
119-088 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-084 |
122-190 |
120-117 |
|
| R3 |
122-059 |
121-165 |
120-022 |
|
| R2 |
121-034 |
121-034 |
119-310 |
|
| R1 |
120-140 |
120-140 |
119-279 |
120-074 |
| PP |
120-009 |
120-009 |
120-009 |
119-296 |
| S1 |
119-115 |
119-115 |
119-215 |
119-050 |
| S2 |
118-304 |
118-304 |
119-184 |
|
| S3 |
117-279 |
118-090 |
119-152 |
|
| S4 |
116-254 |
117-065 |
119-057 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-187 |
119-122 |
1-065 |
1.0% |
0-115 |
0.3% |
4% |
False |
True |
783,421 |
| 10 |
120-232 |
119-122 |
1-110 |
1.1% |
0-101 |
0.3% |
3% |
False |
True |
643,286 |
| 20 |
121-032 |
119-122 |
1-230 |
1.4% |
0-099 |
0.3% |
3% |
False |
True |
548,454 |
| 40 |
121-107 |
119-047 |
2-060 |
1.8% |
0-111 |
0.3% |
13% |
False |
False |
568,609 |
| 60 |
121-107 |
118-300 |
2-127 |
2.0% |
0-119 |
0.3% |
20% |
False |
False |
509,596 |
| 80 |
121-107 |
118-070 |
3-037 |
2.6% |
0-104 |
0.3% |
39% |
False |
False |
382,480 |
| 100 |
121-107 |
118-010 |
3-097 |
2.8% |
0-084 |
0.2% |
42% |
False |
False |
306,026 |
| 120 |
121-107 |
117-260 |
3-167 |
2.9% |
0-070 |
0.2% |
46% |
False |
False |
255,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-274 |
|
2.618 |
120-128 |
|
1.618 |
120-038 |
|
1.000 |
119-302 |
|
0.618 |
119-268 |
|
HIGH |
119-212 |
|
0.618 |
119-178 |
|
0.500 |
119-167 |
|
0.382 |
119-156 |
|
LOW |
119-122 |
|
0.618 |
119-066 |
|
1.000 |
119-032 |
|
1.618 |
118-296 |
|
2.618 |
118-206 |
|
4.250 |
118-060 |
|
|
| Fisher Pivots for day following 03-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-167 |
119-204 |
| PP |
119-157 |
119-181 |
| S1 |
119-147 |
119-159 |
|