ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 18-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
118-193 |
118-187 |
-0-005 |
0.0% |
118-053 |
| High |
118-218 |
118-205 |
-0-013 |
0.0% |
118-202 |
| Low |
118-118 |
118-125 |
0-007 |
0.0% |
117-302 |
| Close |
118-202 |
118-178 |
-0-025 |
-0.1% |
118-175 |
| Range |
0-100 |
0-080 |
-0-020 |
-20.0% |
0-220 |
| ATR |
0-096 |
0-095 |
-0-001 |
-1.2% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-089 |
119-053 |
118-222 |
|
| R3 |
119-009 |
118-293 |
118-200 |
|
| R2 |
118-249 |
118-249 |
118-192 |
|
| R1 |
118-213 |
118-213 |
118-185 |
118-191 |
| PP |
118-169 |
118-169 |
118-169 |
118-158 |
| S1 |
118-133 |
118-133 |
118-170 |
118-111 |
| S2 |
118-089 |
118-089 |
118-163 |
|
| S3 |
118-009 |
118-053 |
118-156 |
|
| S4 |
117-249 |
117-293 |
118-134 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-140 |
120-058 |
118-296 |
|
| R3 |
119-240 |
119-158 |
118-236 |
|
| R2 |
119-020 |
119-020 |
118-215 |
|
| R1 |
118-258 |
118-258 |
118-195 |
118-299 |
| PP |
118-120 |
118-120 |
118-120 |
118-141 |
| S1 |
118-038 |
118-038 |
118-155 |
118-079 |
| S2 |
117-220 |
117-220 |
118-135 |
|
| S3 |
117-000 |
117-138 |
118-115 |
|
| S4 |
116-100 |
116-238 |
118-054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-262 |
118-073 |
0-190 |
0.5% |
0-084 |
0.2% |
55% |
False |
False |
16,673 |
| 10 |
118-262 |
117-302 |
0-280 |
0.7% |
0-095 |
0.3% |
70% |
False |
False |
10,135 |
| 20 |
120-107 |
117-302 |
2-125 |
2.0% |
0-095 |
0.3% |
25% |
False |
False |
6,193 |
| 40 |
120-245 |
117-302 |
2-262 |
2.4% |
0-073 |
0.2% |
22% |
False |
False |
3,344 |
| 60 |
120-245 |
117-302 |
2-262 |
2.4% |
0-049 |
0.1% |
22% |
False |
False |
2,229 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-036 |
0.1% |
22% |
False |
False |
1,672 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-029 |
0.1% |
22% |
False |
False |
1,337 |
| 120 |
120-245 |
117-260 |
2-305 |
2.5% |
0-024 |
0.1% |
25% |
False |
False |
1,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-225 |
|
2.618 |
119-094 |
|
1.618 |
119-014 |
|
1.000 |
118-285 |
|
0.618 |
118-254 |
|
HIGH |
118-205 |
|
0.618 |
118-174 |
|
0.500 |
118-165 |
|
0.382 |
118-156 |
|
LOW |
118-125 |
|
0.618 |
118-076 |
|
1.000 |
118-045 |
|
1.618 |
117-316 |
|
2.618 |
117-236 |
|
4.250 |
117-105 |
|
|
| Fisher Pivots for day following 18-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-173 |
118-190 |
| PP |
118-169 |
118-186 |
| S1 |
118-165 |
118-182 |
|