ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 02-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2015 |
02-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
119-107 |
119-127 |
0-020 |
0.1% |
119-287 |
| High |
119-145 |
119-133 |
-0-012 |
0.0% |
120-095 |
| Low |
119-060 |
119-033 |
-0-027 |
-0.1% |
119-060 |
| Close |
119-107 |
119-040 |
-0-067 |
-0.2% |
119-107 |
| Range |
0-085 |
0-100 |
0-015 |
17.7% |
1-035 |
| ATR |
0-091 |
0-092 |
0-001 |
0.7% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-048 |
119-304 |
119-095 |
|
| R3 |
119-268 |
119-204 |
119-068 |
|
| R2 |
119-168 |
119-168 |
119-058 |
|
| R1 |
119-104 |
119-104 |
119-049 |
119-086 |
| PP |
119-068 |
119-068 |
119-068 |
119-059 |
| S1 |
119-004 |
119-004 |
119-031 |
118-306 |
| S2 |
118-288 |
118-288 |
119-022 |
|
| S3 |
118-188 |
118-224 |
119-012 |
|
| S4 |
118-088 |
118-124 |
118-305 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-299 |
122-078 |
119-303 |
|
| R3 |
121-264 |
121-043 |
119-205 |
|
| R2 |
120-229 |
120-229 |
119-173 |
|
| R1 |
120-008 |
120-008 |
119-140 |
119-261 |
| PP |
119-194 |
119-194 |
119-194 |
119-161 |
| S1 |
118-293 |
118-293 |
119-075 |
118-226 |
| S2 |
118-159 |
118-159 |
119-042 |
|
| S3 |
117-124 |
117-258 |
119-010 |
|
| S4 |
116-089 |
116-223 |
118-232 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-095 |
119-033 |
1-062 |
1.0% |
0-113 |
0.3% |
2% |
False |
True |
1,253 |
| 10 |
120-107 |
119-033 |
1-075 |
1.0% |
0-083 |
0.2% |
2% |
False |
True |
3,074 |
| 20 |
120-227 |
119-033 |
1-195 |
1.4% |
0-072 |
0.2% |
1% |
False |
True |
1,621 |
| 40 |
120-245 |
118-158 |
2-087 |
1.9% |
0-044 |
0.1% |
28% |
False |
False |
810 |
| 60 |
120-245 |
118-060 |
2-185 |
2.2% |
0-029 |
0.1% |
36% |
False |
False |
540 |
| 80 |
120-245 |
118-018 |
2-227 |
2.3% |
0-022 |
0.1% |
39% |
False |
False |
405 |
| 100 |
120-245 |
118-007 |
2-238 |
2.3% |
0-018 |
0.0% |
40% |
False |
False |
324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-238 |
|
2.618 |
120-074 |
|
1.618 |
119-294 |
|
1.000 |
119-233 |
|
0.618 |
119-194 |
|
HIGH |
119-133 |
|
0.618 |
119-094 |
|
0.500 |
119-083 |
|
0.382 |
119-071 |
|
LOW |
119-033 |
|
0.618 |
118-291 |
|
1.000 |
118-253 |
|
1.618 |
118-191 |
|
2.618 |
118-091 |
|
4.250 |
117-248 |
|
|
| Fisher Pivots for day following 02-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-083 |
119-128 |
| PP |
119-068 |
119-098 |
| S1 |
119-054 |
119-069 |
|