ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 12-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2015 |
12-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
118-246 |
118-264 |
0-018 |
0.0% |
119-272 |
| High |
118-290 |
118-305 |
0-015 |
0.0% |
119-275 |
| Low |
118-240 |
118-245 |
0-005 |
0.0% |
118-152 |
| Close |
118-247 |
118-265 |
0-018 |
0.0% |
118-225 |
| Range |
0-050 |
0-060 |
0-010 |
20.0% |
1-123 |
| ATR |
0-108 |
0-105 |
-0-003 |
-3.2% |
0-000 |
| Volume |
136,092 |
633,496 |
497,404 |
365.5% |
4,286,656 |
|
| Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-132 |
119-098 |
118-298 |
|
| R3 |
119-072 |
119-038 |
118-282 |
|
| R2 |
119-012 |
119-012 |
118-276 |
|
| R1 |
118-298 |
118-298 |
118-270 |
118-315 |
| PP |
118-272 |
118-272 |
118-272 |
118-280 |
| S1 |
118-238 |
118-238 |
118-260 |
118-255 |
| S2 |
118-212 |
118-212 |
118-254 |
|
| S3 |
118-152 |
118-178 |
118-248 |
|
| S4 |
118-092 |
118-118 |
118-232 |
|
|
| 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 |
119-087 |
118-152 |
0-255 |
0.7% |
0-107 |
0.3% |
44% |
False |
False |
682,809 |
| 10 |
119-285 |
118-152 |
1-133 |
1.2% |
0-101 |
0.3% |
25% |
False |
False |
737,218 |
| 20 |
120-270 |
118-152 |
2-118 |
2.0% |
0-099 |
0.3% |
15% |
False |
False |
651,058 |
| 40 |
121-107 |
118-152 |
2-275 |
2.4% |
0-107 |
0.3% |
12% |
False |
False |
596,900 |
| 60 |
121-107 |
118-152 |
2-275 |
2.4% |
0-115 |
0.3% |
12% |
False |
False |
596,876 |
| 80 |
121-107 |
118-152 |
2-275 |
2.4% |
0-110 |
0.3% |
12% |
False |
False |
448,585 |
| 100 |
121-107 |
118-010 |
3-097 |
2.8% |
0-091 |
0.2% |
24% |
False |
False |
358,905 |
| 120 |
121-107 |
117-260 |
3-167 |
3.0% |
0-076 |
0.2% |
29% |
False |
False |
299,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-240 |
|
2.618 |
119-142 |
|
1.618 |
119-082 |
|
1.000 |
119-045 |
|
0.618 |
119-022 |
|
HIGH |
118-305 |
|
0.618 |
118-282 |
|
0.500 |
118-275 |
|
0.382 |
118-268 |
|
LOW |
118-245 |
|
0.618 |
118-208 |
|
1.000 |
118-185 |
|
1.618 |
118-148 |
|
2.618 |
118-088 |
|
4.250 |
117-310 |
|
|
| Fisher Pivots for day following 12-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-275 |
118-262 |
| PP |
118-272 |
118-259 |
| S1 |
118-268 |
118-256 |
|