ECBOT 5 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 18-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
119-195 |
119-232 |
0-037 |
0.1% |
119-207 |
High |
119-275 |
119-290 |
0-015 |
0.0% |
120-127 |
Low |
119-190 |
119-197 |
0-007 |
0.0% |
119-132 |
Close |
119-255 |
119-225 |
-0-030 |
-0.1% |
119-187 |
Range |
0-085 |
0-093 |
0-008 |
9.4% |
0-315 |
ATR |
0-126 |
0-124 |
-0-002 |
-1.9% |
0-000 |
Volume |
348,190 |
373,117 |
24,927 |
7.2% |
3,054,696 |
|
Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-196 |
120-144 |
119-276 |
|
R3 |
120-103 |
120-051 |
119-251 |
|
R2 |
120-010 |
120-010 |
119-242 |
|
R1 |
119-278 |
119-278 |
119-234 |
119-258 |
PP |
119-237 |
119-237 |
119-237 |
119-227 |
S1 |
119-185 |
119-185 |
119-216 |
119-164 |
S2 |
119-144 |
119-144 |
119-208 |
|
S3 |
119-051 |
119-092 |
119-199 |
|
S4 |
118-278 |
118-319 |
119-174 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-240 |
122-049 |
120-040 |
|
R3 |
121-245 |
121-054 |
119-274 |
|
R2 |
120-250 |
120-250 |
119-245 |
|
R1 |
120-059 |
120-059 |
119-216 |
119-317 |
PP |
119-255 |
119-255 |
119-255 |
119-224 |
S1 |
119-064 |
119-064 |
119-158 |
119-002 |
S2 |
118-260 |
118-260 |
119-129 |
|
S3 |
117-265 |
118-069 |
119-100 |
|
S4 |
116-270 |
117-074 |
119-014 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-127 |
119-162 |
0-285 |
0.7% |
0-124 |
0.3% |
22% |
False |
False |
526,012 |
10 |
120-127 |
119-052 |
1-075 |
1.0% |
0-123 |
0.3% |
44% |
False |
False |
573,393 |
20 |
120-127 |
119-010 |
1-117 |
1.1% |
0-115 |
0.3% |
49% |
False |
False |
567,974 |
40 |
120-127 |
118-185 |
1-262 |
1.5% |
0-125 |
0.3% |
62% |
False |
False |
583,457 |
60 |
120-127 |
118-037 |
2-090 |
1.9% |
0-127 |
0.3% |
70% |
False |
False |
646,126 |
80 |
120-127 |
118-037 |
2-090 |
1.9% |
0-122 |
0.3% |
70% |
False |
False |
489,690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-045 |
2.618 |
120-213 |
1.618 |
120-120 |
1.000 |
120-063 |
0.618 |
120-027 |
HIGH |
119-290 |
0.618 |
119-254 |
0.500 |
119-244 |
0.382 |
119-233 |
LOW |
119-197 |
0.618 |
119-140 |
1.000 |
119-104 |
1.618 |
119-047 |
2.618 |
118-274 |
4.250 |
118-122 |
|
|
Fisher Pivots for day following 18-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
119-244 |
119-226 |
PP |
119-237 |
119-226 |
S1 |
119-231 |
119-225 |
|