ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 14-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2015 |
14-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
118-110 |
118-130 |
0-020 |
0.1% |
119-010 |
| High |
118-110 |
118-170 |
0-060 |
0.2% |
119-120 |
| Low |
118-110 |
118-130 |
0-020 |
0.1% |
118-160 |
| Close |
118-110 |
118-170 |
0-060 |
0.2% |
118-160 |
| Range |
0-000 |
0-040 |
0-040 |
|
0-280 |
| ATR |
0-086 |
0-084 |
-0-002 |
-2.1% |
0-000 |
| Volume |
209 |
485 |
276 |
132.1% |
1,045 |
|
| Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-277 |
118-263 |
118-192 |
|
| R3 |
118-237 |
118-223 |
118-181 |
|
| R2 |
118-197 |
118-197 |
118-177 |
|
| R1 |
118-183 |
118-183 |
118-174 |
118-190 |
| PP |
118-157 |
118-157 |
118-157 |
118-160 |
| S1 |
118-143 |
118-143 |
118-166 |
118-150 |
| S2 |
118-117 |
118-117 |
118-163 |
|
| S3 |
118-077 |
118-103 |
118-159 |
|
| S4 |
118-037 |
118-063 |
118-148 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-133 |
120-267 |
118-314 |
|
| R3 |
120-173 |
119-307 |
118-237 |
|
| R2 |
119-213 |
119-213 |
118-211 |
|
| R1 |
119-027 |
119-027 |
118-186 |
118-300 |
| PP |
118-253 |
118-253 |
118-253 |
118-230 |
| S1 |
118-067 |
118-067 |
118-134 |
118-020 |
| S2 |
117-293 |
117-293 |
118-109 |
|
| S3 |
117-013 |
117-107 |
118-083 |
|
| S4 |
116-053 |
116-147 |
118-006 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-120 |
118-110 |
1-010 |
0.9% |
0-008 |
0.0% |
18% |
False |
False |
264 |
| 10 |
119-120 |
118-080 |
1-040 |
0.9% |
0-004 |
0.0% |
25% |
False |
False |
236 |
| 20 |
119-120 |
118-010 |
1-110 |
1.1% |
0-002 |
0.0% |
37% |
False |
False |
222 |
| 40 |
119-120 |
117-260 |
1-180 |
1.3% |
0-001 |
0.0% |
46% |
False |
False |
215 |
| 60 |
119-220 |
117-260 |
1-280 |
1.6% |
0-001 |
0.0% |
38% |
False |
False |
213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-020 |
|
2.618 |
118-275 |
|
1.618 |
118-235 |
|
1.000 |
118-210 |
|
0.618 |
118-195 |
|
HIGH |
118-170 |
|
0.618 |
118-155 |
|
0.500 |
118-150 |
|
0.382 |
118-145 |
|
LOW |
118-130 |
|
0.618 |
118-105 |
|
1.000 |
118-090 |
|
1.618 |
118-065 |
|
2.618 |
118-025 |
|
4.250 |
117-280 |
|
|
| Fisher Pivots for day following 14-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-163 |
118-160 |
| PP |
118-157 |
118-150 |
| S1 |
118-150 |
118-140 |
|