ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 23-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2015 |
23-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
118-222 |
118-170 |
-0-052 |
-0.1% |
119-072 |
| High |
118-247 |
118-175 |
-0-072 |
-0.2% |
119-085 |
| Low |
118-160 |
118-130 |
-0-030 |
-0.1% |
118-050 |
| Close |
118-162 |
118-142 |
-0-020 |
-0.1% |
118-210 |
| Range |
0-087 |
0-045 |
-0-042 |
-48.3% |
1-035 |
| ATR |
0-111 |
0-106 |
-0-005 |
-4.2% |
0-000 |
| Volume |
324,259 |
269,476 |
-54,783 |
-16.9% |
2,903,469 |
|
| Daily Pivots for day following 23-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-284 |
118-258 |
118-167 |
|
| R3 |
118-239 |
118-213 |
118-154 |
|
| R2 |
118-194 |
118-194 |
118-150 |
|
| R1 |
118-168 |
118-168 |
118-146 |
118-158 |
| PP |
118-149 |
118-149 |
118-149 |
118-144 |
| S1 |
118-123 |
118-123 |
118-138 |
118-114 |
| S2 |
118-104 |
118-104 |
118-134 |
|
| S3 |
118-059 |
118-078 |
118-130 |
|
| S4 |
118-014 |
118-033 |
118-117 |
|
|
| 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 |
118-260 |
118-105 |
0-155 |
0.4% |
0-075 |
0.2% |
24% |
False |
False |
395,941 |
| 10 |
119-110 |
118-050 |
1-060 |
1.0% |
0-111 |
0.3% |
24% |
False |
False |
518,291 |
| 20 |
119-110 |
118-035 |
1-075 |
1.0% |
0-113 |
0.3% |
27% |
False |
False |
590,762 |
| 40 |
120-055 |
117-302 |
2-073 |
1.9% |
0-106 |
0.3% |
22% |
False |
False |
366,002 |
| 60 |
120-245 |
117-302 |
2-262 |
2.4% |
0-090 |
0.2% |
18% |
False |
False |
244,542 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-069 |
0.2% |
18% |
False |
False |
183,406 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-055 |
0.1% |
18% |
False |
False |
146,725 |
| 120 |
120-245 |
117-302 |
2-262 |
2.4% |
0-046 |
0.1% |
18% |
False |
False |
122,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-046 |
|
2.618 |
118-293 |
|
1.618 |
118-248 |
|
1.000 |
118-220 |
|
0.618 |
118-203 |
|
HIGH |
118-175 |
|
0.618 |
118-158 |
|
0.500 |
118-152 |
|
0.382 |
118-147 |
|
LOW |
118-130 |
|
0.618 |
118-102 |
|
1.000 |
118-085 |
|
1.618 |
118-057 |
|
2.618 |
118-012 |
|
4.250 |
117-259 |
|
|
| Fisher Pivots for day following 23-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-152 |
118-195 |
| PP |
118-149 |
118-177 |
| S1 |
118-146 |
118-160 |
|