ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 06-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2015 |
06-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
119-065 |
119-072 |
0-007 |
0.0% |
119-272 |
| High |
119-097 |
119-087 |
-0-010 |
0.0% |
119-275 |
| Low |
119-015 |
118-152 |
-0-183 |
-0.5% |
118-152 |
| Close |
119-047 |
118-225 |
-0-142 |
-0.4% |
118-225 |
| Range |
0-082 |
0-255 |
0-173 |
211.0% |
1-123 |
| ATR |
0-106 |
0-117 |
0-011 |
10.0% |
0-000 |
| Volume |
910,999 |
1,246,334 |
335,335 |
36.8% |
4,286,656 |
|
| Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-066 |
120-241 |
119-045 |
|
| R3 |
120-131 |
119-306 |
118-295 |
|
| R2 |
119-196 |
119-196 |
118-272 |
|
| R1 |
119-051 |
119-051 |
118-248 |
118-316 |
| PP |
118-261 |
118-261 |
118-261 |
118-234 |
| S1 |
118-116 |
118-116 |
118-202 |
118-061 |
| S2 |
118-006 |
118-006 |
118-178 |
|
| S3 |
117-071 |
117-181 |
118-155 |
|
| S4 |
116-136 |
116-246 |
118-085 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-053 |
122-102 |
119-149 |
|
| R3 |
121-250 |
120-299 |
119-027 |
|
| R2 |
120-127 |
120-127 |
118-306 |
|
| R1 |
119-176 |
119-176 |
118-266 |
119-090 |
| PP |
119-004 |
119-004 |
119-004 |
118-281 |
| S1 |
118-053 |
118-053 |
118-184 |
117-287 |
| S2 |
117-201 |
117-201 |
118-144 |
|
| S3 |
116-078 |
116-250 |
118-103 |
|
| S4 |
114-275 |
115-127 |
117-301 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-275 |
118-152 |
1-123 |
1.2% |
0-128 |
0.3% |
16% |
False |
True |
857,331 |
| 10 |
120-222 |
118-152 |
2-070 |
1.9% |
0-119 |
0.3% |
10% |
False |
True |
793,982 |
| 20 |
121-032 |
118-152 |
2-200 |
2.2% |
0-106 |
0.3% |
9% |
False |
True |
627,616 |
| 40 |
121-107 |
118-152 |
2-275 |
2.4% |
0-115 |
0.3% |
8% |
False |
True |
606,129 |
| 60 |
121-107 |
118-152 |
2-275 |
2.4% |
0-118 |
0.3% |
8% |
False |
True |
561,163 |
| 80 |
121-107 |
118-070 |
3-037 |
2.6% |
0-109 |
0.3% |
16% |
False |
False |
421,495 |
| 100 |
121-107 |
118-010 |
3-097 |
2.8% |
0-088 |
0.2% |
20% |
False |
False |
337,236 |
| 120 |
121-107 |
117-260 |
3-167 |
3.0% |
0-073 |
0.2% |
25% |
False |
False |
281,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-211 |
|
2.618 |
121-115 |
|
1.618 |
120-180 |
|
1.000 |
120-022 |
|
0.618 |
119-245 |
|
HIGH |
119-087 |
|
0.618 |
118-310 |
|
0.500 |
118-280 |
|
0.382 |
118-249 |
|
LOW |
118-152 |
|
0.618 |
117-314 |
|
1.000 |
117-217 |
|
1.618 |
117-059 |
|
2.618 |
116-124 |
|
4.250 |
115-028 |
|
|
| Fisher Pivots for day following 06-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-280 |
118-314 |
| PP |
118-261 |
118-284 |
| S1 |
118-243 |
118-254 |
|