ECBOT 5 Year T-Note Future December 2015
Trading Metrics calculated at close of trading on 16-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
118-210 |
118-180 |
-0-030 |
-0.1% |
119-010 |
High |
118-240 |
118-180 |
-0-060 |
-0.2% |
119-120 |
Low |
118-210 |
118-180 |
-0-030 |
-0.1% |
118-160 |
Close |
118-240 |
118-180 |
-0-060 |
-0.2% |
118-160 |
Range |
0-030 |
0-000 |
-0-030 |
-100.0% |
0-280 |
ATR |
0-083 |
0-081 |
-0-002 |
-2.0% |
0-000 |
Volume |
2 |
11 |
9 |
450.0% |
1,045 |
|
Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-180 |
118-180 |
118-180 |
|
R3 |
118-180 |
118-180 |
118-180 |
|
R2 |
118-180 |
118-180 |
118-180 |
|
R1 |
118-180 |
118-180 |
118-180 |
118-180 |
PP |
118-180 |
118-180 |
118-180 |
118-180 |
S1 |
118-180 |
118-180 |
118-180 |
118-180 |
S2 |
118-180 |
118-180 |
118-180 |
|
S3 |
118-180 |
118-180 |
118-180 |
|
S4 |
118-180 |
118-180 |
118-180 |
|
|
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 |
118-240 |
118-110 |
0-130 |
0.3% |
0-014 |
0.0% |
54% |
False |
False |
183 |
10 |
119-120 |
118-110 |
1-010 |
0.9% |
0-007 |
0.0% |
21% |
False |
False |
196 |
20 |
119-120 |
118-010 |
1-110 |
1.1% |
0-004 |
0.0% |
40% |
False |
False |
202 |
40 |
119-120 |
117-260 |
1-180 |
1.3% |
0-002 |
0.0% |
48% |
False |
False |
205 |
60 |
119-220 |
117-260 |
1-280 |
1.6% |
0-001 |
0.0% |
40% |
False |
False |
206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-180 |
2.618 |
118-180 |
1.618 |
118-180 |
1.000 |
118-180 |
0.618 |
118-180 |
HIGH |
118-180 |
0.618 |
118-180 |
0.500 |
118-180 |
0.382 |
118-180 |
LOW |
118-180 |
0.618 |
118-180 |
1.000 |
118-180 |
1.618 |
118-180 |
2.618 |
118-180 |
4.250 |
118-180 |
|
|
Fisher Pivots for day following 16-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
118-180 |
118-185 |
PP |
118-180 |
118-183 |
S1 |
118-180 |
118-182 |
|