ECBOT 5 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 11-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2015 |
11-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
120-017 |
119-305 |
-0-032 |
-0.1% |
120-072 |
High |
120-020 |
120-050 |
0-030 |
0.1% |
120-072 |
Low |
119-262 |
119-282 |
0-020 |
0.1% |
119-222 |
Close |
119-290 |
120-045 |
0-075 |
0.2% |
120-045 |
Range |
0-078 |
0-088 |
0-010 |
12.8% |
0-170 |
ATR |
0-122 |
0-120 |
-0-002 |
-2.0% |
0-000 |
Volume |
15,339 |
18,421 |
3,082 |
20.1% |
84,118 |
|
Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-283 |
120-252 |
120-093 |
|
R3 |
120-195 |
120-164 |
120-069 |
|
R2 |
120-107 |
120-107 |
120-061 |
|
R1 |
120-076 |
120-076 |
120-053 |
120-092 |
PP |
120-019 |
120-019 |
120-019 |
120-027 |
S1 |
119-308 |
119-308 |
120-037 |
120-004 |
S2 |
119-251 |
119-251 |
120-029 |
|
S3 |
119-163 |
119-220 |
120-021 |
|
S4 |
119-075 |
119-132 |
119-317 |
|
|
Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-196 |
121-131 |
120-138 |
|
R3 |
121-026 |
120-281 |
120-092 |
|
R2 |
120-176 |
120-176 |
120-076 |
|
R1 |
120-111 |
120-111 |
120-061 |
120-058 |
PP |
120-006 |
120-006 |
120-006 |
119-300 |
S1 |
119-261 |
119-261 |
120-029 |
119-208 |
S2 |
119-156 |
119-156 |
120-014 |
|
S3 |
118-306 |
119-091 |
119-318 |
|
S4 |
118-136 |
118-241 |
119-272 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-125 |
119-222 |
0-223 |
0.6% |
0-102 |
0.3% |
64% |
False |
False |
22,730 |
10 |
120-125 |
119-222 |
0-223 |
0.6% |
0-106 |
0.3% |
64% |
False |
False |
126,099 |
20 |
121-047 |
119-162 |
1-205 |
1.4% |
0-120 |
0.3% |
39% |
False |
False |
598,593 |
40 |
121-047 |
118-277 |
2-090 |
1.9% |
0-117 |
0.3% |
56% |
False |
False |
593,225 |
60 |
121-047 |
118-185 |
2-182 |
2.1% |
0-126 |
0.3% |
61% |
False |
False |
601,367 |
80 |
121-047 |
118-037 |
3-010 |
2.5% |
0-126 |
0.3% |
67% |
False |
False |
624,055 |
100 |
121-047 |
118-037 |
3-010 |
2.5% |
0-119 |
0.3% |
67% |
False |
False |
499,902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-104 |
2.618 |
120-280 |
1.618 |
120-192 |
1.000 |
120-138 |
0.618 |
120-104 |
HIGH |
120-050 |
0.618 |
120-016 |
0.500 |
120-006 |
0.382 |
119-316 |
LOW |
119-282 |
0.618 |
119-228 |
1.000 |
119-194 |
1.618 |
119-140 |
2.618 |
119-052 |
4.250 |
118-228 |
|
|
Fisher Pivots for day following 11-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
120-032 |
120-022 |
PP |
120-019 |
119-319 |
S1 |
120-006 |
119-296 |
|