ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 21-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2015 |
21-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
120-122 |
120-092 |
-0-030 |
-0.1% |
120-012 |
| High |
120-175 |
120-092 |
-0-083 |
-0.2% |
120-175 |
| Low |
120-112 |
120-065 |
-0-047 |
-0.1% |
119-187 |
| Close |
120-157 |
120-065 |
-0-092 |
-0.2% |
120-157 |
| Range |
0-063 |
0-027 |
-0-036 |
-57.1% |
0-308 |
| ATR |
0-124 |
0-122 |
-0-002 |
-1.8% |
0-000 |
| Volume |
6,270 |
1,193 |
-5,077 |
-81.0% |
58,403 |
|
| Daily Pivots for day following 21-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-155 |
120-137 |
120-080 |
|
| R3 |
120-128 |
120-110 |
120-072 |
|
| R2 |
120-101 |
120-101 |
120-070 |
|
| R1 |
120-083 |
120-083 |
120-067 |
120-078 |
| PP |
120-074 |
120-074 |
120-074 |
120-072 |
| S1 |
120-056 |
120-056 |
120-063 |
120-052 |
| S2 |
120-047 |
120-047 |
120-060 |
|
| S3 |
120-020 |
120-029 |
120-058 |
|
| S4 |
119-313 |
120-002 |
120-050 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-030 |
122-242 |
121-006 |
|
| R3 |
122-042 |
121-254 |
120-242 |
|
| R2 |
121-054 |
121-054 |
120-213 |
|
| R1 |
120-266 |
120-266 |
120-185 |
121-000 |
| PP |
120-066 |
120-066 |
120-066 |
120-094 |
| S1 |
119-278 |
119-278 |
120-129 |
120-012 |
| S2 |
119-078 |
119-078 |
120-101 |
|
| S3 |
118-090 |
118-290 |
120-072 |
|
| S4 |
117-102 |
117-302 |
119-308 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-175 |
119-187 |
0-308 |
0.8% |
0-117 |
0.3% |
64% |
False |
False |
10,277 |
| 10 |
120-175 |
119-187 |
0-308 |
0.8% |
0-101 |
0.3% |
64% |
False |
False |
14,371 |
| 20 |
121-047 |
119-187 |
1-180 |
1.3% |
0-119 |
0.3% |
40% |
False |
False |
429,601 |
| 40 |
121-047 |
119-052 |
1-315 |
1.7% |
0-120 |
0.3% |
52% |
False |
False |
519,904 |
| 60 |
121-047 |
118-185 |
2-182 |
2.1% |
0-125 |
0.3% |
63% |
False |
False |
542,739 |
| 80 |
121-047 |
118-037 |
3-010 |
2.5% |
0-126 |
0.3% |
69% |
False |
False |
576,498 |
| 100 |
121-047 |
118-037 |
3-010 |
2.5% |
0-123 |
0.3% |
69% |
False |
False |
500,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-207 |
|
2.618 |
120-163 |
|
1.618 |
120-136 |
|
1.000 |
120-119 |
|
0.618 |
120-109 |
|
HIGH |
120-092 |
|
0.618 |
120-082 |
|
0.500 |
120-078 |
|
0.382 |
120-075 |
|
LOW |
120-065 |
|
0.618 |
120-048 |
|
1.000 |
120-038 |
|
1.618 |
120-021 |
|
2.618 |
119-314 |
|
4.250 |
119-270 |
|
|
| Fisher Pivots for day following 21-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-078 |
120-054 |
| PP |
120-074 |
120-042 |
| S1 |
120-070 |
120-031 |
|