ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 05-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2015 |
05-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
119-000 |
118-225 |
-0-095 |
-0.2% |
119-287 |
| High |
119-000 |
118-253 |
-0-067 |
-0.2% |
120-095 |
| Low |
118-195 |
118-173 |
-0-022 |
-0.1% |
119-060 |
| Close |
118-220 |
118-202 |
-0-018 |
0.0% |
119-107 |
| Range |
0-125 |
0-080 |
-0-045 |
-36.0% |
1-035 |
| ATR |
0-094 |
0-093 |
-0-001 |
-1.1% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-129 |
119-086 |
118-246 |
|
| R3 |
119-049 |
119-006 |
118-224 |
|
| R2 |
118-289 |
118-289 |
118-217 |
|
| R1 |
118-246 |
118-246 |
118-210 |
118-228 |
| PP |
118-209 |
118-209 |
118-209 |
118-200 |
| S1 |
118-166 |
118-166 |
118-195 |
118-148 |
| S2 |
118-129 |
118-129 |
118-188 |
|
| S3 |
118-049 |
118-086 |
118-180 |
|
| S4 |
117-289 |
118-006 |
118-158 |
|
|
| 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 |
119-145 |
118-173 |
0-292 |
0.8% |
0-095 |
0.3% |
10% |
False |
True |
|
| 10 |
120-095 |
118-173 |
1-242 |
1.5% |
0-096 |
0.3% |
5% |
False |
True |
1,109 |
| 20 |
120-227 |
118-173 |
2-055 |
1.8% |
0-078 |
0.2% |
4% |
False |
True |
1,618 |
| 40 |
120-245 |
118-158 |
2-087 |
1.9% |
0-051 |
0.1% |
6% |
False |
False |
810 |
| 60 |
120-245 |
118-113 |
2-132 |
2.0% |
0-034 |
0.1% |
12% |
False |
False |
540 |
| 80 |
120-245 |
118-018 |
2-227 |
2.3% |
0-026 |
0.1% |
21% |
False |
False |
405 |
| 100 |
120-245 |
118-007 |
2-238 |
2.3% |
0-020 |
0.1% |
22% |
False |
False |
324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-273 |
|
2.618 |
119-142 |
|
1.618 |
119-062 |
|
1.000 |
119-013 |
|
0.618 |
118-302 |
|
HIGH |
118-253 |
|
0.618 |
118-222 |
|
0.500 |
118-213 |
|
0.382 |
118-203 |
|
LOW |
118-173 |
|
0.618 |
118-123 |
|
1.000 |
118-093 |
|
1.618 |
118-043 |
|
2.618 |
117-283 |
|
4.250 |
117-153 |
|
|
| Fisher Pivots for day following 05-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-213 |
118-275 |
| PP |
118-209 |
118-251 |
| S1 |
118-206 |
118-227 |
|