ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 04-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
119-297 |
120-032 |
0-055 |
0.1% |
119-310 |
| High |
120-055 |
120-125 |
0-070 |
0.2% |
120-125 |
| Low |
119-287 |
119-307 |
0-020 |
0.1% |
119-240 |
| Close |
120-025 |
120-062 |
0-037 |
0.1% |
120-062 |
| Range |
0-088 |
0-138 |
0-050 |
56.8% |
0-205 |
| ATR |
0-128 |
0-129 |
0-001 |
0.5% |
0-000 |
| Volume |
26,514 |
29,532 |
3,018 |
11.4% |
426,635 |
|
| Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-152 |
121-085 |
120-138 |
|
| R3 |
121-014 |
120-267 |
120-100 |
|
| R2 |
120-196 |
120-196 |
120-087 |
|
| R1 |
120-129 |
120-129 |
120-075 |
120-162 |
| PP |
120-058 |
120-058 |
120-058 |
120-075 |
| S1 |
119-311 |
119-311 |
120-049 |
120-024 |
| S2 |
119-240 |
119-240 |
120-037 |
|
| S3 |
119-102 |
119-173 |
120-024 |
|
| S4 |
118-284 |
119-035 |
119-306 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-011 |
121-241 |
120-175 |
|
| R3 |
121-126 |
121-036 |
120-118 |
|
| R2 |
120-241 |
120-241 |
120-100 |
|
| R1 |
120-151 |
120-151 |
120-081 |
120-196 |
| PP |
120-036 |
120-036 |
120-036 |
120-058 |
| S1 |
119-266 |
119-266 |
120-043 |
119-311 |
| S2 |
119-151 |
119-151 |
120-024 |
|
| S3 |
118-266 |
119-061 |
120-006 |
|
| S4 |
118-061 |
118-176 |
119-269 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-125 |
119-240 |
0-205 |
0.5% |
0-110 |
0.3% |
69% |
True |
False |
85,327 |
| 10 |
121-047 |
119-240 |
1-127 |
1.2% |
0-138 |
0.4% |
32% |
False |
False |
844,832 |
| 20 |
121-047 |
119-132 |
1-235 |
1.4% |
0-132 |
0.3% |
45% |
False |
False |
725,335 |
| 40 |
121-047 |
118-277 |
2-090 |
1.9% |
0-122 |
0.3% |
58% |
False |
False |
645,883 |
| 60 |
121-047 |
118-122 |
2-245 |
2.3% |
0-129 |
0.3% |
66% |
False |
False |
643,035 |
| 80 |
121-047 |
118-037 |
3-010 |
2.5% |
0-128 |
0.3% |
69% |
False |
False |
623,477 |
| 100 |
121-047 |
118-037 |
3-010 |
2.5% |
0-118 |
0.3% |
69% |
False |
False |
499,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-072 |
|
2.618 |
121-166 |
|
1.618 |
121-028 |
|
1.000 |
120-263 |
|
0.618 |
120-210 |
|
HIGH |
120-125 |
|
0.618 |
120-072 |
|
0.500 |
120-056 |
|
0.382 |
120-040 |
|
LOW |
119-307 |
|
0.618 |
119-222 |
|
1.000 |
119-169 |
|
1.618 |
119-084 |
|
2.618 |
118-266 |
|
4.250 |
118-040 |
|
|
| Fisher Pivots for day following 04-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-060 |
120-054 |
| PP |
120-058 |
120-046 |
| S1 |
120-056 |
120-038 |
|