ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 04-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2015 |
04-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
119-087 |
118-285 |
-0-122 |
-0.3% |
119-072 |
| High |
119-092 |
119-027 |
-0-065 |
-0.2% |
119-187 |
| Low |
118-212 |
118-212 |
0-000 |
0.0% |
118-212 |
| Close |
118-267 |
118-307 |
0-040 |
0.1% |
118-307 |
| Range |
0-200 |
0-135 |
-0-065 |
-32.5% |
0-295 |
| ATR |
0-103 |
0-105 |
0-002 |
2.3% |
0-000 |
| Volume |
40,878 |
70,988 |
30,110 |
73.7% |
434,163 |
|
| Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-054 |
119-315 |
119-061 |
|
| R3 |
119-239 |
119-180 |
119-024 |
|
| R2 |
119-104 |
119-104 |
119-012 |
|
| R1 |
119-045 |
119-045 |
118-319 |
119-074 |
| PP |
118-289 |
118-289 |
118-289 |
118-303 |
| S1 |
118-230 |
118-230 |
118-295 |
118-260 |
| S2 |
118-154 |
118-154 |
118-282 |
|
| S3 |
118-019 |
118-095 |
118-270 |
|
| S4 |
117-204 |
117-280 |
118-233 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-267 |
121-102 |
119-149 |
|
| R3 |
120-292 |
120-127 |
119-068 |
|
| R2 |
119-317 |
119-317 |
119-041 |
|
| R1 |
119-152 |
119-152 |
119-014 |
119-087 |
| PP |
119-022 |
119-022 |
119-022 |
118-310 |
| S1 |
118-177 |
118-177 |
118-280 |
118-112 |
| S2 |
118-047 |
118-047 |
118-253 |
|
| S3 |
117-072 |
117-202 |
118-226 |
|
| S4 |
116-097 |
116-227 |
118-145 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-187 |
118-212 |
0-295 |
0.8% |
0-133 |
0.3% |
32% |
False |
True |
86,832 |
| 10 |
119-187 |
118-212 |
0-295 |
0.8% |
0-102 |
0.3% |
32% |
False |
True |
583,669 |
| 20 |
119-187 |
118-152 |
1-035 |
0.9% |
0-100 |
0.3% |
44% |
False |
False |
637,831 |
| 40 |
121-032 |
118-152 |
2-200 |
2.2% |
0-099 |
0.3% |
18% |
False |
False |
612,968 |
| 60 |
121-107 |
118-152 |
2-275 |
2.4% |
0-108 |
0.3% |
17% |
False |
False |
602,414 |
| 80 |
121-107 |
118-152 |
2-275 |
2.4% |
0-112 |
0.3% |
17% |
False |
False |
564,958 |
| 100 |
121-107 |
118-070 |
3-037 |
2.6% |
0-105 |
0.3% |
24% |
False |
False |
452,299 |
| 120 |
121-107 |
118-010 |
3-097 |
2.8% |
0-088 |
0.2% |
28% |
False |
False |
376,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-281 |
|
2.618 |
120-060 |
|
1.618 |
119-245 |
|
1.000 |
119-162 |
|
0.618 |
119-110 |
|
HIGH |
119-027 |
|
0.618 |
118-295 |
|
0.500 |
118-280 |
|
0.382 |
118-264 |
|
LOW |
118-212 |
|
0.618 |
118-129 |
|
1.000 |
118-077 |
|
1.618 |
117-314 |
|
2.618 |
117-179 |
|
4.250 |
116-278 |
|
|
| Fisher Pivots for day following 04-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-298 |
119-028 |
| PP |
118-289 |
119-015 |
| S1 |
118-280 |
119-001 |
|