ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 14-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2015 |
14-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
119-305 |
120-012 |
0-027 |
0.1% |
120-072 |
| High |
120-050 |
120-067 |
0-017 |
0.0% |
120-072 |
| Low |
119-282 |
120-012 |
0-050 |
0.1% |
119-222 |
| Close |
120-045 |
120-045 |
0-000 |
0.0% |
120-045 |
| Range |
0-088 |
0-055 |
-0-033 |
-37.5% |
0-170 |
| ATR |
0-120 |
0-115 |
-0-005 |
-3.9% |
0-000 |
| Volume |
18,421 |
8,211 |
-10,210 |
-55.4% |
84,118 |
|
| Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-206 |
120-181 |
120-075 |
|
| R3 |
120-151 |
120-126 |
120-060 |
|
| R2 |
120-096 |
120-096 |
120-055 |
|
| R1 |
120-071 |
120-071 |
120-050 |
120-084 |
| PP |
120-041 |
120-041 |
120-041 |
120-048 |
| S1 |
120-016 |
120-016 |
120-040 |
120-028 |
| S2 |
119-306 |
119-306 |
120-035 |
|
| S3 |
119-251 |
119-281 |
120-030 |
|
| S4 |
119-196 |
119-226 |
120-015 |
|
|
| 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 |
120-072 |
119-222 |
0-170 |
0.4% |
0-085 |
0.2% |
84% |
False |
False |
18,465 |
| 10 |
120-125 |
119-222 |
0-223 |
0.6% |
0-098 |
0.3% |
64% |
False |
False |
51,896 |
| 20 |
121-047 |
119-167 |
1-200 |
1.4% |
0-118 |
0.3% |
38% |
False |
False |
577,216 |
| 40 |
121-047 |
118-277 |
2-090 |
1.9% |
0-117 |
0.3% |
56% |
False |
False |
579,833 |
| 60 |
121-047 |
118-185 |
2-182 |
2.1% |
0-124 |
0.3% |
61% |
False |
False |
586,408 |
| 80 |
121-047 |
118-037 |
3-010 |
2.5% |
0-126 |
0.3% |
67% |
False |
False |
623,932 |
| 100 |
121-047 |
118-037 |
3-010 |
2.5% |
0-120 |
0.3% |
67% |
False |
False |
499,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-301 |
|
2.618 |
120-211 |
|
1.618 |
120-156 |
|
1.000 |
120-122 |
|
0.618 |
120-101 |
|
HIGH |
120-067 |
|
0.618 |
120-046 |
|
0.500 |
120-040 |
|
0.382 |
120-033 |
|
LOW |
120-012 |
|
0.618 |
119-298 |
|
1.000 |
119-277 |
|
1.618 |
119-243 |
|
2.618 |
119-188 |
|
4.250 |
119-098 |
|
|
| Fisher Pivots for day following 14-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-043 |
120-032 |
| PP |
120-041 |
120-018 |
| S1 |
120-040 |
120-004 |
|