ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 26-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2015 |
26-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
120-005 |
119-287 |
-0-038 |
-0.1% |
120-107 |
| High |
120-005 |
120-018 |
0-013 |
0.0% |
120-110 |
| Low |
119-278 |
119-280 |
0-002 |
0.0% |
119-278 |
| Close |
119-293 |
120-000 |
0-027 |
0.1% |
119-293 |
| Range |
0-047 |
0-058 |
0-010 |
21.1% |
0-153 |
| ATR |
0-082 |
0-080 |
-0-002 |
-2.1% |
0-000 |
| Volume |
0 |
4,821 |
4,821 |
|
19,652 |
|
| Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-165 |
120-140 |
120-032 |
|
| R3 |
120-108 |
120-083 |
120-016 |
|
| R2 |
120-050 |
120-050 |
120-011 |
|
| R1 |
120-025 |
120-025 |
120-005 |
120-038 |
| PP |
119-313 |
119-313 |
119-313 |
119-319 |
| S1 |
119-287 |
119-287 |
119-315 |
119-300 |
| S2 |
119-255 |
119-255 |
119-309 |
|
| S3 |
119-197 |
119-230 |
119-304 |
|
| S4 |
119-140 |
119-172 |
119-288 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-151 |
121-054 |
120-056 |
|
| R3 |
120-318 |
120-222 |
120-014 |
|
| R2 |
120-166 |
120-166 |
120-000 |
|
| R1 |
120-069 |
120-069 |
119-306 |
120-041 |
| PP |
120-013 |
120-013 |
120-013 |
119-319 |
| S1 |
119-237 |
119-237 |
119-279 |
119-209 |
| S2 |
119-181 |
119-181 |
119-265 |
|
| S3 |
119-028 |
119-084 |
119-251 |
|
| S4 |
118-196 |
118-252 |
119-209 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-107 |
119-278 |
0-150 |
0.4% |
0-053 |
0.1% |
28% |
False |
False |
4,894 |
| 10 |
120-227 |
119-278 |
0-270 |
0.7% |
0-064 |
0.2% |
16% |
False |
False |
2,610 |
| 20 |
120-245 |
119-278 |
0-287 |
0.7% |
0-055 |
0.1% |
15% |
False |
False |
1,308 |
| 40 |
120-245 |
118-158 |
2-087 |
1.9% |
0-030 |
0.1% |
66% |
False |
False |
654 |
| 60 |
120-245 |
118-018 |
2-227 |
2.3% |
0-020 |
0.1% |
72% |
False |
False |
436 |
| 80 |
120-245 |
118-018 |
2-227 |
2.3% |
0-015 |
0.0% |
72% |
False |
False |
327 |
| 100 |
120-245 |
117-260 |
2-305 |
2.5% |
0-012 |
0.0% |
74% |
False |
False |
261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-262 |
|
2.618 |
120-168 |
|
1.618 |
120-111 |
|
1.000 |
120-075 |
|
0.618 |
120-053 |
|
HIGH |
120-018 |
|
0.618 |
119-316 |
|
0.500 |
119-309 |
|
0.382 |
119-302 |
|
LOW |
119-280 |
|
0.618 |
119-244 |
|
1.000 |
119-222 |
|
1.618 |
119-187 |
|
2.618 |
119-129 |
|
4.250 |
119-036 |
|
|
| Fisher Pivots for day following 26-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-316 |
120-032 |
| PP |
119-313 |
120-022 |
| S1 |
119-309 |
120-011 |
|