ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 29-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2015 |
29-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
118-150 |
118-160 |
0-010 |
0.0% |
118-205 |
| High |
118-192 |
118-172 |
-0-020 |
-0.1% |
118-260 |
| Low |
118-127 |
118-030 |
-0-097 |
-0.3% |
118-130 |
| Close |
118-165 |
118-055 |
-0-110 |
-0.3% |
118-160 |
| Range |
0-065 |
0-142 |
0-077 |
118.5% |
0-130 |
| ATR |
0-098 |
0-102 |
0-003 |
3.2% |
0-000 |
| Volume |
188,156 |
385,469 |
197,313 |
104.9% |
1,067,053 |
|
| Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-192 |
119-105 |
118-133 |
|
| R3 |
119-050 |
118-283 |
118-094 |
|
| R2 |
118-228 |
118-228 |
118-081 |
|
| R1 |
118-141 |
118-141 |
118-068 |
118-114 |
| PP |
118-086 |
118-086 |
118-086 |
118-072 |
| S1 |
117-319 |
117-319 |
118-042 |
117-292 |
| S2 |
117-264 |
117-264 |
118-029 |
|
| S3 |
117-122 |
117-177 |
118-016 |
|
| S4 |
116-300 |
117-035 |
117-297 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-253 |
119-177 |
118-232 |
|
| R3 |
119-123 |
119-047 |
118-196 |
|
| R2 |
118-313 |
118-313 |
118-184 |
|
| R1 |
118-237 |
118-237 |
118-172 |
118-210 |
| PP |
118-183 |
118-183 |
118-183 |
118-170 |
| S1 |
118-107 |
118-107 |
118-148 |
118-080 |
| S2 |
118-053 |
118-053 |
118-136 |
|
| S3 |
117-243 |
117-297 |
118-124 |
|
| S4 |
117-113 |
117-167 |
118-088 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-247 |
118-030 |
0-217 |
0.6% |
0-075 |
0.2% |
12% |
False |
True |
256,258 |
| 10 |
118-302 |
118-030 |
0-272 |
0.7% |
0-092 |
0.2% |
9% |
False |
True |
387,935 |
| 20 |
119-110 |
118-030 |
1-080 |
1.1% |
0-115 |
0.3% |
6% |
False |
True |
533,268 |
| 40 |
119-133 |
117-302 |
1-150 |
1.2% |
0-102 |
0.3% |
15% |
False |
False |
383,191 |
| 60 |
120-227 |
117-302 |
2-245 |
2.3% |
0-092 |
0.2% |
8% |
False |
False |
256,001 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-072 |
0.2% |
8% |
False |
False |
192,001 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-057 |
0.2% |
8% |
False |
False |
153,600 |
| 120 |
120-245 |
117-302 |
2-262 |
2.4% |
0-048 |
0.1% |
8% |
False |
False |
128,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-136 |
|
2.618 |
119-224 |
|
1.618 |
119-082 |
|
1.000 |
118-314 |
|
0.618 |
118-260 |
|
HIGH |
118-172 |
|
0.618 |
118-118 |
|
0.500 |
118-101 |
|
0.382 |
118-084 |
|
LOW |
118-030 |
|
0.618 |
117-262 |
|
1.000 |
117-208 |
|
1.618 |
117-120 |
|
2.618 |
116-298 |
|
4.250 |
116-066 |
|
|
| Fisher Pivots for day following 29-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-101 |
118-111 |
| PP |
118-086 |
118-092 |
| S1 |
118-070 |
118-074 |
|