ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 09-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2015 |
09-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
118-225 |
118-053 |
-0-172 |
-0.5% |
119-127 |
| High |
118-245 |
118-058 |
-0-187 |
-0.5% |
119-133 |
| Low |
117-313 |
117-302 |
-0-010 |
0.0% |
117-313 |
| Close |
118-053 |
118-045 |
-0-008 |
0.0% |
118-053 |
| Range |
0-252 |
0-075 |
-0-177 |
-70.3% |
1-140 |
| ATR |
0-104 |
0-102 |
-0-002 |
-2.0% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-253 |
118-224 |
118-086 |
|
| R3 |
118-178 |
118-149 |
118-066 |
|
| R2 |
118-103 |
118-103 |
118-059 |
|
| R1 |
118-074 |
118-074 |
118-052 |
118-051 |
| PP |
118-028 |
118-028 |
118-028 |
118-017 |
| S1 |
117-319 |
117-319 |
118-038 |
117-296 |
| S2 |
117-273 |
117-273 |
118-031 |
|
| S3 |
117-198 |
117-244 |
118-024 |
|
| S4 |
117-123 |
117-169 |
118-004 |
|
|
| 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 |
119-058 |
117-302 |
1-075 |
1.0% |
0-123 |
0.3% |
16% |
False |
True |
|
| 10 |
120-095 |
117-302 |
2-113 |
2.0% |
0-118 |
0.3% |
8% |
False |
True |
626 |
| 20 |
120-227 |
117-302 |
2-245 |
2.3% |
0-091 |
0.2% |
7% |
False |
True |
1,618 |
| 40 |
120-245 |
117-302 |
2-262 |
2.4% |
0-059 |
0.2% |
7% |
False |
True |
810 |
| 60 |
120-245 |
117-302 |
2-262 |
2.4% |
0-040 |
0.1% |
7% |
False |
True |
540 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-030 |
0.1% |
7% |
False |
True |
405 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-024 |
0.1% |
7% |
False |
True |
324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-056 |
|
2.618 |
118-254 |
|
1.618 |
118-179 |
|
1.000 |
118-133 |
|
0.618 |
118-104 |
|
HIGH |
118-058 |
|
0.618 |
118-029 |
|
0.500 |
118-020 |
|
0.382 |
118-011 |
|
LOW |
117-302 |
|
0.618 |
117-256 |
|
1.000 |
117-227 |
|
1.618 |
117-181 |
|
2.618 |
117-106 |
|
4.250 |
116-304 |
|
|
| Fisher Pivots for day following 09-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-037 |
118-118 |
| PP |
118-028 |
118-093 |
| S1 |
118-020 |
118-069 |
|