ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 11-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2015 |
11-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
119-207 |
119-160 |
-0-047 |
-0.1% |
119-285 |
| High |
119-207 |
120-022 |
0-135 |
0.4% |
120-017 |
| Low |
119-132 |
119-150 |
0-018 |
0.0% |
119-052 |
| Close |
119-145 |
119-295 |
0-150 |
0.4% |
119-195 |
| Range |
0-075 |
0-192 |
0-117 |
156.0% |
0-285 |
| ATR |
0-120 |
0-125 |
0-006 |
4.6% |
0-000 |
| Volume |
379,469 |
766,474 |
387,005 |
102.0% |
3,072,556 |
|
| Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-198 |
121-119 |
120-081 |
|
| R3 |
121-006 |
120-247 |
120-028 |
|
| R2 |
120-134 |
120-134 |
120-010 |
|
| R1 |
120-055 |
120-055 |
119-313 |
120-094 |
| PP |
119-262 |
119-262 |
119-262 |
119-282 |
| S1 |
119-183 |
119-183 |
119-277 |
119-222 |
| S2 |
119-070 |
119-070 |
119-260 |
|
| S3 |
118-198 |
118-311 |
119-242 |
|
| S4 |
118-006 |
118-119 |
119-189 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-090 |
121-267 |
120-032 |
|
| R3 |
121-125 |
120-302 |
119-273 |
|
| R2 |
120-160 |
120-160 |
119-247 |
|
| R1 |
120-017 |
120-017 |
119-221 |
119-266 |
| PP |
119-195 |
119-195 |
119-195 |
119-159 |
| S1 |
119-052 |
119-052 |
119-169 |
118-301 |
| S2 |
118-230 |
118-230 |
119-143 |
|
| S3 |
117-265 |
118-087 |
119-117 |
|
| S4 |
116-300 |
117-122 |
119-038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-022 |
119-052 |
0-290 |
0.8% |
0-123 |
0.3% |
84% |
True |
False |
620,775 |
| 10 |
120-022 |
119-052 |
0-290 |
0.8% |
0-126 |
0.3% |
84% |
True |
False |
639,460 |
| 20 |
120-022 |
118-277 |
1-065 |
1.0% |
0-111 |
0.3% |
88% |
True |
False |
567,266 |
| 40 |
120-022 |
118-127 |
1-215 |
1.4% |
0-128 |
0.3% |
91% |
True |
False |
600,507 |
| 60 |
120-022 |
118-037 |
1-305 |
1.6% |
0-128 |
0.3% |
92% |
True |
False |
608,340 |
| 80 |
120-050 |
118-037 |
2-013 |
1.7% |
0-115 |
0.3% |
89% |
False |
False |
456,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-198 |
|
2.618 |
121-205 |
|
1.618 |
121-013 |
|
1.000 |
120-214 |
|
0.618 |
120-141 |
|
HIGH |
120-022 |
|
0.618 |
119-269 |
|
0.500 |
119-246 |
|
0.382 |
119-223 |
|
LOW |
119-150 |
|
0.618 |
119-031 |
|
1.000 |
118-278 |
|
1.618 |
118-159 |
|
2.618 |
117-287 |
|
4.250 |
116-294 |
|
|
| Fisher Pivots for day following 11-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-279 |
119-269 |
| PP |
119-262 |
119-242 |
| S1 |
119-246 |
119-216 |
|