ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 27-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2015 |
27-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
119-287 |
120-027 |
0-060 |
0.2% |
120-107 |
| High |
120-018 |
120-095 |
0-078 |
0.2% |
120-110 |
| Low |
119-280 |
120-015 |
0-055 |
0.1% |
119-278 |
| Close |
120-000 |
120-073 |
0-073 |
0.2% |
119-293 |
| Range |
0-058 |
0-080 |
0-022 |
39.1% |
0-153 |
| ATR |
0-080 |
0-081 |
0-001 |
1.3% |
0-000 |
| Volume |
4,821 |
6,269 |
1,448 |
30.0% |
19,652 |
|
| Daily Pivots for day following 27-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-301 |
120-267 |
120-117 |
|
| R3 |
120-221 |
120-187 |
120-095 |
|
| R2 |
120-141 |
120-141 |
120-087 |
|
| R1 |
120-107 |
120-107 |
120-080 |
120-124 |
| PP |
120-061 |
120-061 |
120-061 |
120-069 |
| S1 |
120-027 |
120-027 |
120-065 |
120-044 |
| S2 |
119-301 |
119-301 |
120-058 |
|
| S3 |
119-221 |
119-267 |
120-051 |
|
| S4 |
119-141 |
119-187 |
120-029 |
|
|
| 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% |
0-066 |
0.2% |
77% |
False |
False |
6,148 |
| 10 |
120-227 |
119-278 |
0-270 |
0.7% |
0-066 |
0.2% |
43% |
False |
False |
3,118 |
| 20 |
120-245 |
119-278 |
0-287 |
0.7% |
0-059 |
0.2% |
40% |
False |
False |
1,621 |
| 40 |
120-245 |
118-158 |
2-087 |
1.9% |
0-032 |
0.1% |
76% |
False |
False |
810 |
| 60 |
120-245 |
118-018 |
2-227 |
2.3% |
0-021 |
0.1% |
80% |
False |
False |
540 |
| 80 |
120-245 |
118-018 |
2-227 |
2.3% |
0-016 |
0.0% |
80% |
False |
False |
405 |
| 100 |
120-245 |
117-260 |
2-305 |
2.5% |
0-013 |
0.0% |
82% |
False |
False |
324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-115 |
|
2.618 |
120-304 |
|
1.618 |
120-224 |
|
1.000 |
120-175 |
|
0.618 |
120-144 |
|
HIGH |
120-095 |
|
0.618 |
120-064 |
|
0.500 |
120-055 |
|
0.382 |
120-046 |
|
LOW |
120-015 |
|
0.618 |
119-286 |
|
1.000 |
119-255 |
|
1.618 |
119-206 |
|
2.618 |
119-126 |
|
4.250 |
118-315 |
|
|
| Fisher Pivots for day following 27-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-067 |
120-057 |
| PP |
120-061 |
120-042 |
| S1 |
120-055 |
120-026 |
|