ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 31-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
118-057 |
118-070 |
0-013 |
0.0% |
118-205 |
| High |
118-077 |
118-130 |
0-053 |
0.1% |
118-260 |
| Low |
118-017 |
118-050 |
0-033 |
0.1% |
118-130 |
| Close |
118-057 |
118-102 |
0-045 |
0.1% |
118-160 |
| Range |
0-060 |
0-080 |
0-020 |
33.3% |
0-130 |
| ATR |
0-099 |
0-097 |
-0-001 |
-1.3% |
0-000 |
| Volume |
407,258 |
297,460 |
-109,798 |
-27.0% |
1,067,053 |
|
| Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-014 |
118-298 |
118-146 |
|
| R3 |
118-254 |
118-218 |
118-124 |
|
| R2 |
118-174 |
118-174 |
118-117 |
|
| R1 |
118-138 |
118-138 |
118-109 |
118-156 |
| PP |
118-094 |
118-094 |
118-094 |
118-103 |
| S1 |
118-058 |
118-058 |
118-095 |
118-076 |
| S2 |
118-014 |
118-014 |
118-087 |
|
| S3 |
117-254 |
117-298 |
118-080 |
|
| S4 |
117-174 |
117-218 |
118-058 |
|
|
| 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 |
118-192 |
118-017 |
0-175 |
0.5% |
0-077 |
0.2% |
49% |
False |
False |
278,455 |
| 10 |
118-260 |
118-017 |
0-243 |
0.6% |
0-076 |
0.2% |
35% |
False |
False |
337,198 |
| 20 |
119-110 |
118-017 |
1-093 |
1.1% |
0-109 |
0.3% |
21% |
False |
False |
505,067 |
| 40 |
119-110 |
117-302 |
1-128 |
1.2% |
0-101 |
0.3% |
27% |
False |
False |
400,809 |
| 60 |
120-227 |
117-302 |
2-245 |
2.3% |
0-092 |
0.2% |
14% |
False |
False |
267,745 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-074 |
0.2% |
13% |
False |
False |
200,810 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-059 |
0.2% |
13% |
False |
False |
160,648 |
| 120 |
120-245 |
117-302 |
2-262 |
2.4% |
0-049 |
0.1% |
13% |
False |
False |
133,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-150 |
|
2.618 |
119-019 |
|
1.618 |
118-259 |
|
1.000 |
118-210 |
|
0.618 |
118-179 |
|
HIGH |
118-130 |
|
0.618 |
118-099 |
|
0.500 |
118-090 |
|
0.382 |
118-081 |
|
LOW |
118-050 |
|
0.618 |
118-001 |
|
1.000 |
117-290 |
|
1.618 |
117-241 |
|
2.618 |
117-161 |
|
4.250 |
117-030 |
|
|
| Fisher Pivots for day following 31-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-098 |
118-100 |
| PP |
118-094 |
118-097 |
| S1 |
118-090 |
118-094 |
|