ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 15-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2015 |
15-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
118-130 |
118-210 |
0-080 |
0.2% |
119-010 |
| High |
118-170 |
118-240 |
0-070 |
0.2% |
119-120 |
| Low |
118-130 |
118-210 |
0-080 |
0.2% |
118-160 |
| Close |
118-170 |
118-240 |
0-070 |
0.2% |
118-160 |
| Range |
0-040 |
0-030 |
-0-010 |
-25.0% |
0-280 |
| ATR |
0-084 |
0-083 |
-0-001 |
-1.2% |
0-000 |
| Volume |
485 |
2 |
-483 |
-99.6% |
1,045 |
|
| Daily Pivots for day following 15-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-000 |
118-310 |
118-256 |
|
| R3 |
118-290 |
118-280 |
118-248 |
|
| R2 |
118-260 |
118-260 |
118-246 |
|
| R1 |
118-250 |
118-250 |
118-243 |
118-255 |
| PP |
118-230 |
118-230 |
118-230 |
118-232 |
| S1 |
118-220 |
118-220 |
118-237 |
118-225 |
| S2 |
118-200 |
118-200 |
118-234 |
|
| S3 |
118-170 |
118-190 |
118-232 |
|
| S4 |
118-140 |
118-160 |
118-224 |
|
|
| 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 |
119-010 |
118-110 |
0-220 |
0.6% |
0-014 |
0.0% |
59% |
False |
False |
222 |
| 10 |
119-120 |
118-080 |
1-040 |
0.9% |
0-007 |
0.0% |
44% |
False |
False |
215 |
| 20 |
119-120 |
118-010 |
1-110 |
1.1% |
0-004 |
0.0% |
53% |
False |
False |
212 |
| 40 |
119-120 |
117-260 |
1-180 |
1.3% |
0-002 |
0.0% |
60% |
False |
False |
210 |
| 60 |
119-220 |
117-260 |
1-280 |
1.6% |
0-001 |
0.0% |
50% |
False |
False |
210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-048 |
|
2.618 |
118-319 |
|
1.618 |
118-289 |
|
1.000 |
118-270 |
|
0.618 |
118-259 |
|
HIGH |
118-240 |
|
0.618 |
118-229 |
|
0.500 |
118-225 |
|
0.382 |
118-221 |
|
LOW |
118-210 |
|
0.618 |
118-191 |
|
1.000 |
118-180 |
|
1.618 |
118-161 |
|
2.618 |
118-131 |
|
4.250 |
118-082 |
|
|
| Fisher Pivots for day following 15-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-235 |
118-218 |
| PP |
118-230 |
118-197 |
| S1 |
118-225 |
118-175 |
|