ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 29-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
120-055 |
119-218 |
-0-158 |
-0.4% |
120-107 |
| High |
120-055 |
119-222 |
-0-153 |
-0.4% |
120-110 |
| Low |
119-195 |
119-102 |
-0-093 |
-0.2% |
119-278 |
| Close |
119-205 |
119-110 |
-0-095 |
-0.2% |
119-293 |
| Range |
0-180 |
0-120 |
-0-060 |
-33.3% |
0-153 |
| ATR |
0-090 |
0-092 |
0-002 |
2.4% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-185 |
120-108 |
119-176 |
|
| R3 |
120-065 |
119-308 |
119-143 |
|
| R2 |
119-265 |
119-265 |
119-132 |
|
| R1 |
119-188 |
119-188 |
119-121 |
119-166 |
| PP |
119-145 |
119-145 |
119-145 |
119-134 |
| S1 |
119-068 |
119-068 |
119-099 |
119-046 |
| S2 |
119-025 |
119-025 |
119-088 |
|
| S3 |
118-225 |
118-268 |
119-077 |
|
| S4 |
118-105 |
118-148 |
119-044 |
|
|
| 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 |
120-095 |
119-102 |
0-313 |
0.8% |
0-097 |
0.3% |
2% |
False |
True |
2,218 |
| 10 |
120-145 |
119-102 |
1-042 |
0.9% |
0-075 |
0.2% |
2% |
False |
True |
3,074 |
| 20 |
120-245 |
119-102 |
1-142 |
1.2% |
0-071 |
0.2% |
2% |
False |
True |
1,621 |
| 40 |
120-245 |
118-158 |
2-087 |
1.9% |
0-039 |
0.1% |
37% |
False |
False |
810 |
| 60 |
120-245 |
118-060 |
2-185 |
2.2% |
0-026 |
0.1% |
45% |
False |
False |
540 |
| 80 |
120-245 |
118-018 |
2-227 |
2.3% |
0-020 |
0.1% |
48% |
False |
False |
405 |
| 100 |
120-245 |
117-260 |
2-305 |
2.5% |
0-016 |
0.0% |
52% |
False |
False |
324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-092 |
|
2.618 |
120-217 |
|
1.618 |
120-097 |
|
1.000 |
120-022 |
|
0.618 |
119-297 |
|
HIGH |
119-222 |
|
0.618 |
119-177 |
|
0.500 |
119-162 |
|
0.382 |
119-148 |
|
LOW |
119-102 |
|
0.618 |
119-028 |
|
1.000 |
118-302 |
|
1.618 |
118-228 |
|
2.618 |
118-108 |
|
4.250 |
117-232 |
|
|
| Fisher Pivots for day following 29-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-162 |
119-259 |
| PP |
119-145 |
119-209 |
| S1 |
119-128 |
119-160 |
|