ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 11-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2016 |
11-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
119-052 |
119-135 |
0-083 |
0.2% |
118-112 |
| High |
119-145 |
119-182 |
0-037 |
0.1% |
119-145 |
| Low |
118-260 |
119-055 |
0-115 |
0.3% |
118-085 |
| Close |
119-110 |
119-120 |
0-010 |
0.0% |
119-110 |
| Range |
0-205 |
0-127 |
-0-078 |
-38.0% |
1-060 |
| ATR |
0-111 |
0-112 |
0-001 |
1.0% |
0-000 |
| Volume |
926,410 |
666,679 |
-259,731 |
-28.0% |
3,332,355 |
|
| Daily Pivots for day following 11-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-180 |
120-117 |
119-190 |
|
| R3 |
120-053 |
119-310 |
119-155 |
|
| R2 |
119-246 |
119-246 |
119-143 |
|
| R1 |
119-183 |
119-183 |
119-132 |
119-151 |
| PP |
119-119 |
119-119 |
119-119 |
119-103 |
| S1 |
119-056 |
119-056 |
119-108 |
119-024 |
| S2 |
118-312 |
118-312 |
119-097 |
|
| S3 |
118-185 |
118-249 |
119-085 |
|
| S4 |
118-058 |
118-122 |
119-050 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-187 |
122-048 |
119-319 |
|
| R3 |
121-127 |
120-308 |
119-214 |
|
| R2 |
120-067 |
120-067 |
119-180 |
|
| R1 |
119-248 |
119-248 |
119-145 |
119-318 |
| PP |
119-007 |
119-007 |
119-007 |
119-041 |
| S1 |
118-188 |
118-188 |
119-075 |
118-258 |
| S2 |
117-267 |
117-267 |
119-040 |
|
| S3 |
116-207 |
117-128 |
119-006 |
|
| S4 |
115-147 |
116-068 |
118-221 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-182 |
118-122 |
1-060 |
1.0% |
0-136 |
0.4% |
84% |
True |
False |
692,995 |
| 10 |
119-182 |
118-017 |
1-165 |
1.3% |
0-116 |
0.3% |
87% |
True |
False |
527,737 |
| 20 |
119-182 |
118-017 |
1-165 |
1.3% |
0-112 |
0.3% |
87% |
True |
False |
505,330 |
| 40 |
119-182 |
118-017 |
1-165 |
1.3% |
0-105 |
0.3% |
87% |
True |
False |
500,335 |
| 60 |
120-220 |
117-302 |
2-238 |
2.3% |
0-100 |
0.3% |
52% |
False |
False |
334,369 |
| 80 |
120-245 |
117-302 |
2-262 |
2.4% |
0-084 |
0.2% |
51% |
False |
False |
250,798 |
| 100 |
120-245 |
117-302 |
2-262 |
2.4% |
0-067 |
0.2% |
51% |
False |
False |
200,638 |
| 120 |
120-245 |
117-302 |
2-262 |
2.4% |
0-056 |
0.1% |
51% |
False |
False |
167,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-082 |
|
2.618 |
120-194 |
|
1.618 |
120-067 |
|
1.000 |
119-309 |
|
0.618 |
119-260 |
|
HIGH |
119-182 |
|
0.618 |
119-133 |
|
0.500 |
119-118 |
|
0.382 |
119-104 |
|
LOW |
119-055 |
|
0.618 |
118-297 |
|
1.000 |
118-248 |
|
1.618 |
118-170 |
|
2.618 |
118-043 |
|
4.250 |
117-155 |
|
|
| Fisher Pivots for day following 11-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
119-120 |
119-100 |
| PP |
119-119 |
119-081 |
| S1 |
119-118 |
119-061 |
|