ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 02-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2015 |
02-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
119-305 |
120-213 |
0-228 |
0.6% |
119-185 |
| High |
120-022 |
120-245 |
0-222 |
0.6% |
120-245 |
| Low |
119-305 |
120-142 |
0-158 |
0.4% |
119-185 |
| Close |
119-305 |
120-142 |
0-158 |
0.4% |
120-142 |
| Range |
0-038 |
0-102 |
0-065 |
173.3% |
1-060 |
| ATR |
0-069 |
0-082 |
0-014 |
19.8% |
0-000 |
| Volume |
0 |
2 |
2 |
|
3 |
|
| Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-164 |
121-096 |
120-199 |
|
| R3 |
121-062 |
120-313 |
120-171 |
|
| R2 |
120-279 |
120-279 |
120-161 |
|
| R1 |
120-211 |
120-211 |
120-152 |
120-194 |
| PP |
120-177 |
120-177 |
120-177 |
120-168 |
| S1 |
120-108 |
120-108 |
120-133 |
120-091 |
| S2 |
120-074 |
120-074 |
120-124 |
|
| S3 |
119-292 |
120-006 |
120-114 |
|
| S4 |
119-189 |
119-223 |
120-086 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-264 |
123-103 |
121-031 |
|
| R3 |
122-204 |
122-043 |
120-247 |
|
| R2 |
121-144 |
121-144 |
120-212 |
|
| R1 |
120-303 |
120-303 |
120-177 |
121-064 |
| PP |
120-084 |
120-084 |
120-084 |
120-124 |
| S1 |
119-243 |
119-243 |
120-108 |
120-004 |
| S2 |
119-024 |
119-024 |
120-073 |
|
| S3 |
117-284 |
118-183 |
120-038 |
|
| S4 |
116-224 |
117-123 |
119-253 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-245 |
119-185 |
1-060 |
1.0% |
0-049 |
0.1% |
73% |
True |
False |
|
| 10 |
120-245 |
119-030 |
1-215 |
1.4% |
0-025 |
0.1% |
81% |
True |
False |
|
| 20 |
120-245 |
118-158 |
2-087 |
1.9% |
0-012 |
0.0% |
86% |
True |
False |
|
| 40 |
120-245 |
118-060 |
2-185 |
2.1% |
0-006 |
0.0% |
88% |
True |
False |
|
| 60 |
120-245 |
118-018 |
2-227 |
2.3% |
0-004 |
0.0% |
88% |
True |
False |
|
| 80 |
120-245 |
118-007 |
2-238 |
2.3% |
0-003 |
0.0% |
88% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-041 |
|
2.618 |
121-193 |
|
1.618 |
121-091 |
|
1.000 |
121-027 |
|
0.618 |
120-308 |
|
HIGH |
120-245 |
|
0.618 |
120-206 |
|
0.500 |
120-194 |
|
0.382 |
120-182 |
|
LOW |
120-142 |
|
0.618 |
120-079 |
|
1.000 |
120-040 |
|
1.618 |
119-297 |
|
2.618 |
119-194 |
|
4.250 |
119-027 |
|
|
| Fisher Pivots for day following 02-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-194 |
120-133 |
| PP |
120-177 |
120-124 |
| S1 |
120-160 |
120-115 |
|