ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 05-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2016 |
05-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
118-112 |
118-150 |
0-038 |
0.1% |
118-150 |
| High |
118-220 |
118-212 |
-0-008 |
0.0% |
118-192 |
| Low |
118-085 |
118-122 |
0-037 |
0.1% |
118-017 |
| Close |
118-150 |
118-175 |
0-025 |
0.1% |
118-102 |
| Range |
0-135 |
0-090 |
-0-045 |
-33.3% |
0-175 |
| ATR |
0-100 |
0-099 |
-0-001 |
-0.7% |
0-000 |
| Volume |
534,057 |
510,221 |
-23,836 |
-4.5% |
1,278,343 |
|
| Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-120 |
119-077 |
118-224 |
|
| R3 |
119-030 |
118-307 |
118-200 |
|
| R2 |
118-260 |
118-260 |
118-192 |
|
| R1 |
118-217 |
118-217 |
118-183 |
118-238 |
| PP |
118-170 |
118-170 |
118-170 |
118-180 |
| S1 |
118-127 |
118-127 |
118-167 |
118-148 |
| S2 |
118-080 |
118-080 |
118-158 |
|
| S3 |
117-310 |
118-037 |
118-150 |
|
| S4 |
117-220 |
117-267 |
118-126 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-309 |
119-220 |
118-198 |
|
| R3 |
119-134 |
119-045 |
118-150 |
|
| R2 |
118-279 |
118-279 |
118-134 |
|
| R1 |
118-190 |
118-190 |
118-118 |
118-147 |
| PP |
118-104 |
118-104 |
118-104 |
118-082 |
| S1 |
118-015 |
118-015 |
118-086 |
117-292 |
| S2 |
117-249 |
117-249 |
118-070 |
|
| S3 |
117-074 |
117-160 |
118-054 |
|
| S4 |
116-219 |
116-305 |
118-006 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-220 |
118-017 |
0-203 |
0.5% |
0-101 |
0.3% |
78% |
False |
False |
426,893 |
| 10 |
118-260 |
118-017 |
0-243 |
0.6% |
0-083 |
0.2% |
65% |
False |
False |
338,967 |
| 20 |
119-110 |
118-017 |
1-093 |
1.1% |
0-102 |
0.3% |
38% |
False |
False |
468,969 |
| 40 |
119-110 |
117-302 |
1-128 |
1.2% |
0-101 |
0.3% |
43% |
False |
False |
426,916 |
| 60 |
120-227 |
117-302 |
2-245 |
2.3% |
0-094 |
0.2% |
22% |
False |
False |
285,150 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-076 |
0.2% |
21% |
False |
False |
213,863 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-061 |
0.2% |
21% |
False |
False |
171,090 |
| 120 |
120-245 |
117-302 |
2-262 |
2.4% |
0-051 |
0.1% |
21% |
False |
False |
142,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-274 |
|
2.618 |
119-128 |
|
1.618 |
119-038 |
|
1.000 |
118-302 |
|
0.618 |
118-268 |
|
HIGH |
118-212 |
|
0.618 |
118-178 |
|
0.500 |
118-167 |
|
0.382 |
118-156 |
|
LOW |
118-122 |
|
0.618 |
118-066 |
|
1.000 |
118-032 |
|
1.618 |
117-296 |
|
2.618 |
117-206 |
|
4.250 |
117-060 |
|
|
| Fisher Pivots for day following 05-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
118-172 |
118-162 |
| PP |
118-170 |
118-148 |
| S1 |
118-167 |
118-135 |
|