ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 27-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2015 |
27-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
119-097 |
119-140 |
0-043 |
0.1% |
119-045 |
| High |
119-172 |
119-247 |
0-075 |
0.2% |
119-172 |
| Low |
119-090 |
119-137 |
0-047 |
0.1% |
118-277 |
| Close |
119-135 |
119-225 |
0-090 |
0.2% |
119-135 |
| Range |
0-082 |
0-110 |
0-028 |
34.1% |
0-215 |
| ATR |
0-126 |
0-125 |
-0-001 |
-0.8% |
0-000 |
| Volume |
495,438 |
435,559 |
-59,879 |
-12.1% |
2,448,553 |
|
| Daily Pivots for day following 27-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-213 |
120-169 |
119-286 |
|
| R3 |
120-103 |
120-059 |
119-255 |
|
| R2 |
119-313 |
119-313 |
119-245 |
|
| R1 |
119-269 |
119-269 |
119-235 |
119-291 |
| PP |
119-203 |
119-203 |
119-203 |
119-214 |
| S1 |
119-159 |
119-159 |
119-215 |
119-181 |
| S2 |
119-093 |
119-093 |
119-205 |
|
| S3 |
118-303 |
119-049 |
119-195 |
|
| S4 |
118-193 |
118-259 |
119-164 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-093 |
121-009 |
119-253 |
|
| R3 |
120-198 |
120-114 |
119-194 |
|
| R2 |
119-303 |
119-303 |
119-174 |
|
| R1 |
119-219 |
119-219 |
119-155 |
119-261 |
| PP |
119-088 |
119-088 |
119-088 |
119-109 |
| S1 |
119-004 |
119-004 |
119-115 |
119-046 |
| S2 |
118-193 |
118-193 |
119-096 |
|
| S3 |
117-298 |
118-109 |
119-076 |
|
| S4 |
117-083 |
117-214 |
119-017 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-247 |
118-290 |
0-277 |
0.7% |
0-093 |
0.2% |
92% |
True |
False |
484,370 |
| 10 |
119-247 |
118-277 |
0-290 |
0.8% |
0-101 |
0.3% |
92% |
True |
False |
498,659 |
| 20 |
120-017 |
118-227 |
1-110 |
1.1% |
0-134 |
0.4% |
74% |
False |
False |
586,012 |
| 40 |
120-017 |
118-037 |
1-300 |
1.6% |
0-133 |
0.3% |
82% |
False |
False |
625,337 |
| 60 |
120-017 |
118-037 |
1-300 |
1.6% |
0-125 |
0.3% |
82% |
False |
False |
494,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-074 |
|
2.618 |
120-215 |
|
1.618 |
120-105 |
|
1.000 |
120-037 |
|
0.618 |
119-315 |
|
HIGH |
119-247 |
|
0.618 |
119-205 |
|
0.500 |
119-192 |
|
0.382 |
119-179 |
|
LOW |
119-137 |
|
0.618 |
119-069 |
|
1.000 |
119-027 |
|
1.618 |
118-279 |
|
2.618 |
118-169 |
|
4.250 |
117-310 |
|
|
| Fisher Pivots for day following 27-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-214 |
119-193 |
| PP |
119-203 |
119-161 |
| S1 |
119-192 |
119-128 |
|