ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 06-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2015 |
06-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
118-225 |
118-225 |
0-000 |
0.0% |
119-127 |
| High |
118-253 |
118-245 |
-0-008 |
0.0% |
119-133 |
| Low |
118-173 |
117-313 |
-0-180 |
-0.5% |
117-313 |
| Close |
118-202 |
118-053 |
-0-150 |
-0.4% |
118-053 |
| Range |
0-080 |
0-252 |
0-172 |
215.6% |
1-140 |
| ATR |
0-093 |
0-104 |
0-011 |
12.3% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-214 |
120-066 |
118-191 |
|
| R3 |
119-282 |
119-133 |
118-122 |
|
| R2 |
119-029 |
119-029 |
118-099 |
|
| R1 |
118-201 |
118-201 |
118-076 |
118-149 |
| PP |
118-097 |
118-097 |
118-097 |
118-071 |
| S1 |
117-268 |
117-268 |
118-029 |
117-216 |
| S2 |
117-164 |
117-164 |
118-006 |
|
| S3 |
116-232 |
117-016 |
117-303 |
|
| S4 |
115-299 |
116-083 |
117-234 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-266 |
121-299 |
118-306 |
|
| R3 |
121-126 |
120-159 |
118-179 |
|
| R2 |
119-306 |
119-306 |
118-137 |
|
| R1 |
119-019 |
119-019 |
118-095 |
118-253 |
| PP |
118-166 |
118-166 |
118-166 |
118-123 |
| S1 |
117-199 |
117-199 |
118-010 |
117-113 |
| S2 |
117-026 |
117-026 |
117-288 |
|
| S3 |
115-206 |
116-059 |
117-246 |
|
| S4 |
114-066 |
114-239 |
117-120 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-133 |
117-313 |
1-140 |
1.2% |
0-128 |
0.3% |
13% |
False |
True |
|
| 10 |
120-095 |
117-313 |
2-102 |
2.0% |
0-116 |
0.3% |
8% |
False |
True |
1,109 |
| 20 |
120-227 |
117-313 |
2-235 |
2.3% |
0-088 |
0.2% |
7% |
False |
True |
1,618 |
| 40 |
120-245 |
117-313 |
2-252 |
2.4% |
0-057 |
0.2% |
7% |
False |
True |
810 |
| 60 |
120-245 |
117-313 |
2-252 |
2.4% |
0-038 |
0.1% |
7% |
False |
True |
540 |
| 80 |
120-245 |
117-313 |
2-252 |
2.4% |
0-029 |
0.1% |
7% |
False |
True |
405 |
| 100 |
120-245 |
117-313 |
2-252 |
2.4% |
0-023 |
0.1% |
7% |
False |
True |
324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-038 |
|
2.618 |
120-266 |
|
1.618 |
120-014 |
|
1.000 |
119-177 |
|
0.618 |
119-081 |
|
HIGH |
118-245 |
|
0.618 |
118-149 |
|
0.500 |
118-119 |
|
0.382 |
118-089 |
|
LOW |
117-313 |
|
0.618 |
117-156 |
|
1.000 |
117-060 |
|
1.618 |
116-224 |
|
2.618 |
115-292 |
|
4.250 |
114-199 |
|
|
| Fisher Pivots for day following 06-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-119 |
118-156 |
| PP |
118-097 |
118-122 |
| S1 |
118-075 |
118-087 |
|