ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 26-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2015 |
26-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
120-232 |
120-157 |
-0-075 |
-0.2% |
119-195 |
| High |
120-240 |
120-210 |
-0-030 |
-0.1% |
120-165 |
| Low |
120-067 |
120-025 |
-0-042 |
-0.1% |
119-167 |
| Close |
120-075 |
120-087 |
0-012 |
0.0% |
120-132 |
| Range |
0-173 |
0-185 |
0-012 |
6.9% |
0-318 |
| ATR |
0-136 |
0-139 |
0-004 |
2.6% |
0-000 |
| Volume |
1,730,644 |
2,270,298 |
539,654 |
31.2% |
3,003,685 |
|
| Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-022 |
121-240 |
120-189 |
|
| R3 |
121-157 |
121-055 |
120-138 |
|
| R2 |
120-292 |
120-292 |
120-121 |
|
| R1 |
120-190 |
120-190 |
120-104 |
120-148 |
| PP |
120-107 |
120-107 |
120-107 |
120-087 |
| S1 |
120-005 |
120-005 |
120-070 |
119-284 |
| S2 |
119-242 |
119-242 |
120-053 |
|
| S3 |
119-057 |
119-140 |
120-036 |
|
| S4 |
118-192 |
118-275 |
119-305 |
|
|
| 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 |
120-020 |
1-027 |
0.9% |
0-148 |
0.4% |
19% |
False |
False |
1,396,110 |
| 10 |
121-047 |
119-162 |
1-205 |
1.4% |
0-139 |
0.4% |
47% |
False |
False |
965,502 |
| 20 |
121-047 |
119-052 |
1-315 |
1.6% |
0-137 |
0.4% |
56% |
False |
False |
813,622 |
| 40 |
121-047 |
118-227 |
2-140 |
2.0% |
0-132 |
0.3% |
64% |
False |
False |
683,055 |
| 60 |
121-047 |
118-037 |
3-010 |
2.5% |
0-132 |
0.3% |
71% |
False |
False |
681,523 |
| 80 |
121-047 |
118-037 |
3-010 |
2.5% |
0-128 |
0.3% |
71% |
False |
False |
587,253 |
| 100 |
121-047 |
118-037 |
3-010 |
2.5% |
0-110 |
0.3% |
71% |
False |
False |
469,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-036 |
|
2.618 |
122-054 |
|
1.618 |
121-189 |
|
1.000 |
121-075 |
|
0.618 |
121-004 |
|
HIGH |
120-210 |
|
0.618 |
120-139 |
|
0.500 |
120-118 |
|
0.382 |
120-096 |
|
LOW |
120-025 |
|
0.618 |
119-231 |
|
1.000 |
119-160 |
|
1.618 |
119-046 |
|
2.618 |
118-181 |
|
4.250 |
117-199 |
|
|
| Fisher Pivots for day following 26-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-118 |
120-196 |
| PP |
120-107 |
120-160 |
| S1 |
120-097 |
120-123 |
|