ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 29-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2015 |
29-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
119-230 |
119-187 |
-0-043 |
-0.1% |
119-045 |
| High |
119-232 |
119-205 |
-0-027 |
-0.1% |
119-172 |
| Low |
119-160 |
119-132 |
-0-028 |
-0.1% |
118-277 |
| Close |
119-202 |
119-175 |
-0-027 |
-0.1% |
119-135 |
| Range |
0-072 |
0-073 |
0-001 |
1.4% |
0-215 |
| ATR |
0-121 |
0-118 |
-0-003 |
-2.8% |
0-000 |
| Volume |
461,553 |
562,970 |
101,417 |
22.0% |
2,448,553 |
|
| Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-070 |
120-035 |
119-215 |
|
| R3 |
119-317 |
119-282 |
119-195 |
|
| R2 |
119-244 |
119-244 |
119-188 |
|
| R1 |
119-209 |
119-209 |
119-182 |
119-190 |
| PP |
119-171 |
119-171 |
119-171 |
119-161 |
| S1 |
119-136 |
119-136 |
119-168 |
119-117 |
| S2 |
119-098 |
119-098 |
119-162 |
|
| S3 |
119-025 |
119-063 |
119-155 |
|
| S4 |
118-272 |
118-310 |
119-135 |
|
|
| 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 |
119-010 |
0-237 |
0.6% |
0-088 |
0.2% |
70% |
False |
False |
497,988 |
| 10 |
119-247 |
118-277 |
0-290 |
0.8% |
0-088 |
0.2% |
75% |
False |
False |
494,675 |
| 20 |
120-017 |
118-227 |
1-110 |
1.1% |
0-126 |
0.3% |
62% |
False |
False |
552,488 |
| 40 |
120-017 |
118-037 |
1-300 |
1.6% |
0-129 |
0.3% |
74% |
False |
False |
615,473 |
| 60 |
120-017 |
118-037 |
1-300 |
1.6% |
0-126 |
0.3% |
74% |
False |
False |
511,796 |
| 80 |
120-080 |
118-037 |
2-043 |
1.8% |
0-103 |
0.3% |
67% |
False |
False |
383,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-195 |
|
2.618 |
120-076 |
|
1.618 |
120-003 |
|
1.000 |
119-278 |
|
0.618 |
119-250 |
|
HIGH |
119-205 |
|
0.618 |
119-177 |
|
0.500 |
119-168 |
|
0.382 |
119-160 |
|
LOW |
119-132 |
|
0.618 |
119-087 |
|
1.000 |
119-059 |
|
1.618 |
119-014 |
|
2.618 |
118-261 |
|
4.250 |
118-142 |
|
|
| Fisher Pivots for day following 29-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-173 |
119-190 |
| PP |
119-171 |
119-185 |
| S1 |
119-168 |
119-180 |
|