ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 02-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2015 |
02-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
119-052 |
118-275 |
-0-097 |
-0.3% |
119-095 |
| High |
119-060 |
119-097 |
0-037 |
0.1% |
119-102 |
| Low |
118-252 |
118-227 |
-0-025 |
-0.1% |
118-185 |
| Close |
118-277 |
119-057 |
0-100 |
0.3% |
118-207 |
| Range |
0-128 |
0-190 |
0-062 |
48.4% |
0-237 |
| ATR |
0-135 |
0-139 |
0-004 |
2.9% |
0-000 |
| Volume |
603,431 |
631,216 |
27,785 |
4.6% |
2,610,387 |
|
| Daily Pivots for day following 02-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-270 |
120-194 |
119-162 |
|
| R3 |
120-080 |
120-004 |
119-109 |
|
| R2 |
119-210 |
119-210 |
119-092 |
|
| R1 |
119-134 |
119-134 |
119-074 |
119-172 |
| PP |
119-020 |
119-020 |
119-020 |
119-040 |
| S1 |
118-264 |
118-264 |
119-040 |
118-302 |
| S2 |
118-150 |
118-150 |
119-022 |
|
| S3 |
117-280 |
118-074 |
119-005 |
|
| S4 |
117-090 |
117-204 |
118-272 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-022 |
120-192 |
119-017 |
|
| R3 |
120-105 |
119-275 |
118-272 |
|
| R2 |
119-188 |
119-188 |
118-250 |
|
| R1 |
119-038 |
119-038 |
118-229 |
118-314 |
| PP |
118-271 |
118-271 |
118-271 |
118-250 |
| S1 |
118-121 |
118-121 |
118-185 |
118-078 |
| S2 |
118-034 |
118-034 |
118-164 |
|
| S3 |
117-117 |
117-204 |
118-142 |
|
| S4 |
116-200 |
116-287 |
118-077 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-190 |
118-185 |
1-005 |
0.9% |
0-149 |
0.4% |
59% |
False |
False |
682,624 |
| 10 |
119-190 |
118-185 |
1-005 |
0.9% |
0-126 |
0.3% |
59% |
False |
False |
608,468 |
| 20 |
119-190 |
118-037 |
1-153 |
1.2% |
0-133 |
0.3% |
72% |
False |
False |
651,713 |
| 40 |
119-235 |
118-037 |
1-198 |
1.4% |
0-130 |
0.3% |
66% |
False |
False |
522,222 |
| 60 |
120-080 |
118-037 |
2-043 |
1.8% |
0-100 |
0.3% |
50% |
False |
False |
348,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-264 |
|
2.618 |
120-274 |
|
1.618 |
120-084 |
|
1.000 |
119-287 |
|
0.618 |
119-214 |
|
HIGH |
119-097 |
|
0.618 |
119-024 |
|
0.500 |
119-002 |
|
0.382 |
118-300 |
|
LOW |
118-227 |
|
0.618 |
118-110 |
|
1.000 |
118-037 |
|
1.618 |
117-240 |
|
2.618 |
117-050 |
|
4.250 |
116-060 |
|
|
| Fisher Pivots for day following 02-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-039 |
119-042 |
| PP |
119-020 |
119-028 |
| S1 |
119-002 |
119-014 |
|