ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 10-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2015 |
10-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
118-053 |
118-080 |
0-027 |
0.1% |
119-127 |
| High |
118-058 |
118-122 |
0-065 |
0.2% |
119-133 |
| Low |
117-302 |
118-033 |
0-050 |
0.1% |
117-313 |
| Close |
118-045 |
118-115 |
0-070 |
0.2% |
118-053 |
| Range |
0-075 |
0-090 |
0-015 |
20.0% |
1-140 |
| ATR |
0-102 |
0-101 |
-0-001 |
-0.9% |
0-000 |
| Volume |
0 |
17,983 |
17,983 |
|
0 |
|
| Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-040 |
119-007 |
118-164 |
|
| R3 |
118-270 |
118-237 |
118-140 |
|
| R2 |
118-180 |
118-180 |
118-132 |
|
| R1 |
118-147 |
118-147 |
118-123 |
118-164 |
| PP |
118-090 |
118-090 |
118-090 |
118-098 |
| S1 |
118-058 |
118-058 |
118-107 |
118-074 |
| S2 |
118-000 |
118-000 |
118-099 |
|
| S3 |
117-230 |
117-288 |
118-090 |
|
| S4 |
117-140 |
117-198 |
118-066 |
|
|
| 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 |
119-000 |
117-302 |
1-018 |
0.9% |
0-124 |
0.3% |
39% |
False |
False |
3,596 |
| 10 |
120-055 |
117-302 |
2-073 |
1.9% |
0-119 |
0.3% |
19% |
False |
False |
1,798 |
| 20 |
120-227 |
117-302 |
2-245 |
2.3% |
0-093 |
0.2% |
15% |
False |
False |
2,458 |
| 40 |
120-245 |
117-302 |
2-262 |
2.4% |
0-062 |
0.2% |
15% |
False |
False |
1,260 |
| 60 |
120-245 |
117-302 |
2-262 |
2.4% |
0-041 |
0.1% |
15% |
False |
False |
840 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-031 |
0.1% |
15% |
False |
False |
630 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-025 |
0.1% |
15% |
False |
False |
504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-185 |
|
2.618 |
119-038 |
|
1.618 |
118-268 |
|
1.000 |
118-212 |
|
0.618 |
118-178 |
|
HIGH |
118-122 |
|
0.618 |
118-088 |
|
0.500 |
118-078 |
|
0.382 |
118-067 |
|
LOW |
118-033 |
|
0.618 |
117-297 |
|
1.000 |
117-263 |
|
1.618 |
117-207 |
|
2.618 |
117-117 |
|
4.250 |
116-290 |
|
|
| Fisher Pivots for day following 10-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-103 |
118-115 |
| PP |
118-090 |
118-114 |
| S1 |
118-078 |
118-114 |
|