ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 10-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2015 |
10-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
120-000 |
119-177 |
-0-143 |
-0.4% |
119-290 |
| High |
120-017 |
119-180 |
-0-157 |
-0.4% |
120-017 |
| Low |
119-177 |
119-020 |
-0-157 |
-0.4% |
119-020 |
| Close |
119-205 |
119-037 |
-0-168 |
-0.4% |
119-037 |
| Range |
0-160 |
0-160 |
0-000 |
0.0% |
0-317 |
| ATR |
0-148 |
0-150 |
0-003 |
1.8% |
0-000 |
| Volume |
551,824 |
639,896 |
88,072 |
16.0% |
3,172,187 |
|
| Daily Pivots for day following 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-239 |
120-138 |
119-125 |
|
| R3 |
120-079 |
119-298 |
119-081 |
|
| R2 |
119-239 |
119-239 |
119-066 |
|
| R1 |
119-138 |
119-138 |
119-052 |
119-108 |
| PP |
119-079 |
119-079 |
119-079 |
119-064 |
| S1 |
118-298 |
118-298 |
119-022 |
118-268 |
| S2 |
118-239 |
118-239 |
119-008 |
|
| S3 |
118-079 |
118-138 |
118-313 |
|
| S4 |
117-239 |
117-298 |
118-269 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-122 |
121-237 |
119-211 |
|
| R3 |
121-125 |
120-240 |
119-124 |
|
| R2 |
120-128 |
120-128 |
119-095 |
|
| R1 |
119-243 |
119-243 |
119-066 |
119-187 |
| PP |
119-131 |
119-131 |
119-131 |
119-104 |
| S1 |
118-246 |
118-246 |
119-008 |
118-190 |
| S2 |
118-134 |
118-134 |
118-299 |
|
| S3 |
117-137 |
117-249 |
118-270 |
|
| S4 |
116-140 |
116-252 |
118-183 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-017 |
119-020 |
0-317 |
0.8% |
0-173 |
0.5% |
5% |
False |
True |
634,437 |
| 10 |
120-017 |
118-185 |
1-152 |
1.2% |
0-161 |
0.4% |
36% |
False |
False |
658,530 |
| 20 |
120-017 |
118-122 |
1-215 |
1.4% |
0-142 |
0.4% |
44% |
False |
False |
637,341 |
| 40 |
120-017 |
118-037 |
1-300 |
1.6% |
0-134 |
0.4% |
52% |
False |
False |
601,072 |
| 60 |
120-080 |
118-037 |
2-043 |
1.8% |
0-115 |
0.3% |
47% |
False |
False |
401,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-220 |
|
2.618 |
120-279 |
|
1.618 |
120-119 |
|
1.000 |
120-020 |
|
0.618 |
119-279 |
|
HIGH |
119-180 |
|
0.618 |
119-119 |
|
0.500 |
119-100 |
|
0.382 |
119-081 |
|
LOW |
119-020 |
|
0.618 |
118-241 |
|
1.000 |
118-180 |
|
1.618 |
118-081 |
|
2.618 |
117-241 |
|
4.250 |
116-300 |
|
|
| Fisher Pivots for day following 10-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-100 |
119-178 |
| PP |
119-079 |
119-131 |
| S1 |
119-058 |
119-084 |
|