ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 19-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
118-187 |
118-150 |
-0-037 |
-0.1% |
118-053 |
| High |
118-205 |
118-210 |
0-005 |
0.0% |
118-202 |
| Low |
118-125 |
118-138 |
0-013 |
0.0% |
117-302 |
| Close |
118-178 |
118-187 |
0-010 |
0.0% |
118-175 |
| Range |
0-080 |
0-073 |
-0-007 |
-9.4% |
0-220 |
| ATR |
0-095 |
0-093 |
-0-002 |
-1.7% |
0-000 |
| Volume |
0 |
173,232 |
173,232 |
|
56,605 |
|
| Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-076 |
119-044 |
118-227 |
|
| R3 |
119-003 |
118-292 |
118-207 |
|
| R2 |
118-251 |
118-251 |
118-201 |
|
| R1 |
118-219 |
118-219 |
118-194 |
118-235 |
| PP |
118-178 |
118-178 |
118-178 |
118-186 |
| S1 |
118-147 |
118-147 |
118-181 |
118-162 |
| S2 |
118-106 |
118-106 |
118-174 |
|
| S3 |
118-033 |
118-074 |
118-168 |
|
| S4 |
117-281 |
118-002 |
118-148 |
|
|
| 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 |
118-087 |
0-175 |
0.5% |
0-086 |
0.2% |
57% |
False |
False |
46,161 |
| 10 |
118-262 |
117-302 |
0-280 |
0.7% |
0-094 |
0.2% |
73% |
False |
False |
27,458 |
| 20 |
120-095 |
117-302 |
2-113 |
2.0% |
0-095 |
0.3% |
27% |
False |
False |
14,283 |
| 40 |
120-245 |
117-302 |
2-262 |
2.4% |
0-075 |
0.2% |
23% |
False |
False |
7,675 |
| 60 |
120-245 |
117-302 |
2-262 |
2.4% |
0-050 |
0.1% |
23% |
False |
False |
5,116 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-037 |
0.1% |
23% |
False |
False |
3,837 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-030 |
0.1% |
23% |
False |
False |
3,070 |
| 120 |
120-245 |
117-260 |
2-305 |
2.5% |
0-025 |
0.1% |
26% |
False |
False |
2,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-198 |
|
2.618 |
119-080 |
|
1.618 |
119-007 |
|
1.000 |
118-283 |
|
0.618 |
118-255 |
|
HIGH |
118-210 |
|
0.618 |
118-182 |
|
0.500 |
118-174 |
|
0.382 |
118-165 |
|
LOW |
118-138 |
|
0.618 |
118-093 |
|
1.000 |
118-065 |
|
1.618 |
118-020 |
|
2.618 |
117-268 |
|
4.250 |
117-149 |
|
|
| Fisher Pivots for day following 19-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-183 |
118-181 |
| PP |
118-178 |
118-174 |
| S1 |
118-174 |
118-168 |
|