ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 23-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2015 |
23-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
119-077 |
119-042 |
-0-035 |
-0.1% |
119-132 |
| High |
119-097 |
119-112 |
0-015 |
0.0% |
119-145 |
| Low |
119-037 |
119-010 |
-0-027 |
-0.1% |
118-282 |
| Close |
119-050 |
119-102 |
0-052 |
0.1% |
119-042 |
| Range |
0-060 |
0-102 |
0-042 |
70.0% |
0-183 |
| ATR |
0-131 |
0-129 |
-0-002 |
-1.6% |
0-000 |
| Volume |
407,846 |
534,420 |
126,574 |
31.0% |
2,734,296 |
|
| Daily Pivots for day following 23-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-061 |
120-023 |
119-158 |
|
| R3 |
119-279 |
119-241 |
119-130 |
|
| R2 |
119-177 |
119-177 |
119-121 |
|
| R1 |
119-139 |
119-139 |
119-111 |
119-158 |
| PP |
119-075 |
119-075 |
119-075 |
119-084 |
| S1 |
119-037 |
119-037 |
119-093 |
119-056 |
| S2 |
118-293 |
118-293 |
119-083 |
|
| S3 |
118-191 |
118-255 |
119-074 |
|
| S4 |
118-089 |
118-153 |
119-046 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-279 |
120-183 |
119-143 |
|
| R3 |
120-096 |
120-000 |
119-092 |
|
| R2 |
119-233 |
119-233 |
119-076 |
|
| R1 |
119-137 |
119-137 |
119-059 |
119-094 |
| PP |
119-050 |
119-050 |
119-050 |
119-028 |
| S1 |
118-274 |
118-274 |
119-025 |
118-230 |
| S2 |
118-187 |
118-187 |
119-008 |
|
| S3 |
118-004 |
118-091 |
118-312 |
|
| S4 |
117-141 |
117-228 |
118-261 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-112 |
118-277 |
0-155 |
0.4% |
0-089 |
0.2% |
94% |
True |
False |
499,395 |
| 10 |
119-180 |
118-277 |
0-223 |
0.6% |
0-116 |
0.3% |
65% |
False |
False |
532,730 |
| 20 |
120-017 |
118-185 |
1-152 |
1.2% |
0-135 |
0.4% |
50% |
False |
False |
592,375 |
| 40 |
120-017 |
118-037 |
1-300 |
1.6% |
0-132 |
0.3% |
62% |
False |
False |
643,139 |
| 60 |
120-017 |
118-037 |
1-300 |
1.6% |
0-126 |
0.3% |
62% |
False |
False |
479,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-226 |
|
2.618 |
120-059 |
|
1.618 |
119-277 |
|
1.000 |
119-214 |
|
0.618 |
119-175 |
|
HIGH |
119-112 |
|
0.618 |
119-073 |
|
0.500 |
119-061 |
|
0.382 |
119-049 |
|
LOW |
119-010 |
|
0.618 |
118-267 |
|
1.000 |
118-228 |
|
1.618 |
118-165 |
|
2.618 |
118-063 |
|
4.250 |
117-216 |
|
|
| Fisher Pivots for day following 23-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-088 |
119-082 |
| PP |
119-075 |
119-061 |
| S1 |
119-061 |
119-041 |
|