ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 15-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
119-072 |
118-272 |
-0-120 |
-0.3% |
118-130 |
| High |
119-085 |
118-302 |
-0-103 |
-0.3% |
119-110 |
| Low |
118-262 |
118-170 |
-0-092 |
-0.2% |
118-105 |
| Close |
118-267 |
118-200 |
-0-067 |
-0.2% |
119-082 |
| Range |
0-143 |
0-132 |
-0-011 |
-7.7% |
1-005 |
| ATR |
0-114 |
0-115 |
0-001 |
1.2% |
0-000 |
| Volume |
664,790 |
519,178 |
-145,612 |
-21.9% |
3,086,240 |
|
| Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-300 |
119-222 |
118-273 |
|
| R3 |
119-168 |
119-090 |
118-236 |
|
| R2 |
119-036 |
119-036 |
118-224 |
|
| R1 |
118-278 |
118-278 |
118-212 |
118-251 |
| PP |
118-224 |
118-224 |
118-224 |
118-210 |
| S1 |
118-146 |
118-146 |
118-188 |
118-119 |
| S2 |
118-092 |
118-092 |
118-176 |
|
| S3 |
117-280 |
118-014 |
118-164 |
|
| S4 |
117-148 |
117-202 |
118-127 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-007 |
121-210 |
119-261 |
|
| R3 |
121-002 |
120-205 |
119-171 |
|
| R2 |
119-317 |
119-317 |
119-142 |
|
| R1 |
119-200 |
119-200 |
119-112 |
119-258 |
| PP |
118-312 |
118-312 |
118-312 |
119-022 |
| S1 |
118-195 |
118-195 |
119-052 |
118-254 |
| S2 |
117-307 |
117-307 |
119-022 |
|
| S3 |
116-302 |
117-190 |
118-313 |
|
| S4 |
115-297 |
116-185 |
118-223 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-110 |
118-170 |
0-260 |
0.7% |
0-138 |
0.4% |
12% |
False |
True |
637,593 |
| 10 |
119-110 |
118-035 |
1-075 |
1.0% |
0-136 |
0.4% |
42% |
False |
False |
663,475 |
| 20 |
119-110 |
118-035 |
1-075 |
1.0% |
0-111 |
0.3% |
42% |
False |
False |
593,306 |
| 40 |
120-107 |
117-302 |
2-125 |
2.0% |
0-101 |
0.3% |
28% |
False |
False |
299,955 |
| 60 |
120-245 |
117-302 |
2-262 |
2.4% |
0-083 |
0.2% |
24% |
False |
False |
199,998 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-062 |
0.2% |
24% |
False |
False |
149,998 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-050 |
0.1% |
24% |
False |
False |
119,999 |
| 120 |
120-245 |
117-302 |
2-262 |
2.4% |
0-041 |
0.1% |
24% |
False |
False |
99,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-223 |
|
2.618 |
120-008 |
|
1.618 |
119-196 |
|
1.000 |
119-114 |
|
0.618 |
119-064 |
|
HIGH |
118-302 |
|
0.618 |
118-252 |
|
0.500 |
118-236 |
|
0.382 |
118-220 |
|
LOW |
118-170 |
|
0.618 |
118-088 |
|
1.000 |
118-038 |
|
1.618 |
117-276 |
|
2.618 |
117-144 |
|
4.250 |
116-249 |
|
|
| Fisher Pivots for day following 15-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-236 |
118-300 |
| PP |
118-224 |
118-267 |
| S1 |
118-212 |
118-233 |
|