ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 25-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
120-172 |
120-232 |
0-060 |
0.2% |
119-195 |
| High |
121-047 |
120-240 |
-0-127 |
-0.3% |
120-165 |
| Low |
120-150 |
120-067 |
-0-083 |
-0.2% |
119-167 |
| Close |
120-247 |
120-075 |
-0-172 |
-0.4% |
120-132 |
| Range |
0-217 |
0-173 |
-0-044 |
-20.3% |
0-318 |
| ATR |
0-132 |
0-136 |
0-003 |
2.6% |
0-000 |
| Volume |
1,527,438 |
1,730,644 |
203,206 |
13.3% |
3,003,685 |
|
| Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-006 |
121-214 |
120-170 |
|
| R3 |
121-153 |
121-041 |
120-123 |
|
| R2 |
120-300 |
120-300 |
120-107 |
|
| R1 |
120-188 |
120-188 |
120-091 |
120-158 |
| PP |
120-127 |
120-127 |
120-127 |
120-112 |
| S1 |
120-015 |
120-015 |
120-059 |
119-304 |
| S2 |
119-274 |
119-274 |
120-043 |
|
| S3 |
119-101 |
119-162 |
120-027 |
|
| S4 |
118-248 |
118-309 |
119-300 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-042 |
122-245 |
120-307 |
|
| R3 |
122-044 |
121-247 |
120-219 |
|
| R2 |
121-046 |
121-046 |
120-190 |
|
| R1 |
120-249 |
120-249 |
120-161 |
120-308 |
| PP |
120-048 |
120-048 |
120-048 |
120-077 |
| S1 |
119-251 |
119-251 |
120-103 |
119-310 |
| S2 |
119-050 |
119-050 |
120-074 |
|
| S3 |
118-052 |
118-253 |
120-045 |
|
| S4 |
117-054 |
117-255 |
119-277 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-047 |
119-167 |
1-200 |
1.4% |
0-152 |
0.4% |
44% |
False |
False |
1,108,092 |
| 10 |
121-047 |
119-162 |
1-205 |
1.4% |
0-138 |
0.4% |
44% |
False |
False |
817,052 |
| 20 |
121-047 |
119-052 |
1-315 |
1.7% |
0-132 |
0.3% |
54% |
False |
False |
728,256 |
| 40 |
121-047 |
118-227 |
2-140 |
2.0% |
0-129 |
0.3% |
63% |
False |
False |
646,609 |
| 60 |
121-047 |
118-037 |
3-010 |
2.5% |
0-131 |
0.3% |
70% |
False |
False |
655,938 |
| 80 |
121-047 |
118-037 |
3-010 |
2.5% |
0-127 |
0.3% |
70% |
False |
False |
558,889 |
| 100 |
121-047 |
118-037 |
3-010 |
2.5% |
0-108 |
0.3% |
70% |
False |
False |
447,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-015 |
|
2.618 |
122-053 |
|
1.618 |
121-200 |
|
1.000 |
121-093 |
|
0.618 |
121-027 |
|
HIGH |
120-240 |
|
0.618 |
120-174 |
|
0.500 |
120-154 |
|
0.382 |
120-133 |
|
LOW |
120-067 |
|
0.618 |
119-280 |
|
1.000 |
119-214 |
|
1.618 |
119-107 |
|
2.618 |
118-254 |
|
4.250 |
117-292 |
|
|
| Fisher Pivots for day following 25-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-154 |
120-214 |
| PP |
120-127 |
120-168 |
| S1 |
120-101 |
120-122 |
|