ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 18-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2015 |
18-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
118-110 |
118-167 |
0-057 |
0.2% |
119-072 |
| High |
118-172 |
118-242 |
0-070 |
0.2% |
119-085 |
| Low |
118-105 |
118-152 |
0-047 |
0.1% |
118-050 |
| Close |
118-132 |
118-210 |
0-078 |
0.2% |
118-210 |
| Range |
0-067 |
0-090 |
0-023 |
34.3% |
1-035 |
| ATR |
0-115 |
0-115 |
0-000 |
-0.3% |
0-000 |
| Volume |
612,799 |
413,787 |
-199,012 |
-32.5% |
2,903,469 |
|
| Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-151 |
119-111 |
118-260 |
|
| R3 |
119-061 |
119-021 |
118-235 |
|
| R2 |
118-291 |
118-291 |
118-226 |
|
| R1 |
118-251 |
118-251 |
118-218 |
118-271 |
| PP |
118-201 |
118-201 |
118-201 |
118-212 |
| S1 |
118-161 |
118-161 |
118-202 |
118-181 |
| S2 |
118-111 |
118-111 |
118-194 |
|
| S3 |
118-021 |
118-071 |
118-185 |
|
| S4 |
117-251 |
117-301 |
118-160 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-007 |
121-143 |
119-085 |
|
| R3 |
120-292 |
120-108 |
118-308 |
|
| R2 |
119-257 |
119-257 |
118-275 |
|
| R1 |
119-073 |
119-073 |
118-243 |
118-308 |
| PP |
118-222 |
118-222 |
118-222 |
118-179 |
| S1 |
118-038 |
118-038 |
118-177 |
117-272 |
| S2 |
117-187 |
117-187 |
118-145 |
|
| S3 |
116-152 |
117-003 |
118-112 |
|
| S4 |
115-117 |
115-288 |
118-015 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-085 |
118-050 |
1-035 |
0.9% |
0-120 |
0.3% |
45% |
False |
False |
580,693 |
| 10 |
119-110 |
118-050 |
1-060 |
1.0% |
0-121 |
0.3% |
42% |
False |
False |
598,970 |
| 20 |
119-110 |
118-035 |
1-075 |
1.0% |
0-115 |
0.3% |
44% |
False |
False |
670,619 |
| 40 |
120-095 |
117-302 |
2-113 |
2.0% |
0-105 |
0.3% |
30% |
False |
False |
342,451 |
| 60 |
120-245 |
117-302 |
2-262 |
2.4% |
0-088 |
0.2% |
25% |
False |
False |
228,656 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-066 |
0.2% |
25% |
False |
False |
171,492 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-053 |
0.1% |
25% |
False |
False |
137,194 |
| 120 |
120-245 |
117-302 |
2-262 |
2.4% |
0-044 |
0.1% |
25% |
False |
False |
114,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-304 |
|
2.618 |
119-158 |
|
1.618 |
119-068 |
|
1.000 |
119-012 |
|
0.618 |
118-298 |
|
HIGH |
118-242 |
|
0.618 |
118-208 |
|
0.500 |
118-197 |
|
0.382 |
118-186 |
|
LOW |
118-152 |
|
0.618 |
118-096 |
|
1.000 |
118-062 |
|
1.618 |
118-006 |
|
2.618 |
117-236 |
|
4.250 |
117-090 |
|
|
| Fisher Pivots for day following 18-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-206 |
118-189 |
| PP |
118-201 |
118-167 |
| S1 |
118-197 |
118-146 |
|