ECBOT 5 Year T-Note Future December 2015
Trading Metrics calculated at close of trading on 17-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2015 |
17-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
118-180 |
118-150 |
-0-030 |
-0.1% |
118-110 |
High |
118-180 |
118-150 |
-0-030 |
-0.1% |
118-240 |
Low |
118-180 |
118-150 |
-0-030 |
-0.1% |
118-110 |
Close |
118-180 |
118-150 |
-0-030 |
-0.1% |
118-150 |
Range |
|
|
|
|
|
ATR |
0-081 |
0-078 |
-0-004 |
-4.5% |
0-000 |
Volume |
11 |
11 |
0 |
0.0% |
718 |
|
Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-150 |
118-150 |
118-150 |
|
R3 |
118-150 |
118-150 |
118-150 |
|
R2 |
118-150 |
118-150 |
118-150 |
|
R1 |
118-150 |
118-150 |
118-150 |
118-150 |
PP |
118-150 |
118-150 |
118-150 |
118-150 |
S1 |
118-150 |
118-150 |
118-150 |
118-150 |
S2 |
118-150 |
118-150 |
118-150 |
|
S3 |
118-150 |
118-150 |
118-150 |
|
S4 |
118-150 |
118-150 |
118-150 |
|
|
Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-237 |
119-163 |
118-222 |
|
R3 |
119-107 |
119-033 |
118-186 |
|
R2 |
118-297 |
118-297 |
118-174 |
|
R1 |
118-223 |
118-223 |
118-162 |
118-260 |
PP |
118-167 |
118-167 |
118-167 |
118-185 |
S1 |
118-093 |
118-093 |
118-138 |
118-130 |
S2 |
118-037 |
118-037 |
118-126 |
|
S3 |
117-227 |
117-283 |
118-114 |
|
S4 |
117-097 |
117-153 |
118-078 |
|
|
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% |
31% |
False |
False |
143 |
10 |
119-120 |
118-110 |
1-010 |
0.9% |
0-007 |
0.0% |
12% |
False |
False |
176 |
20 |
119-120 |
118-010 |
1-110 |
1.1% |
0-004 |
0.0% |
33% |
False |
False |
192 |
40 |
119-120 |
117-260 |
1-180 |
1.3% |
0-002 |
0.0% |
42% |
False |
False |
200 |
60 |
119-220 |
117-260 |
1-280 |
1.6% |
0-001 |
0.0% |
35% |
False |
False |
203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-150 |
2.618 |
118-150 |
1.618 |
118-150 |
1.000 |
118-150 |
0.618 |
118-150 |
HIGH |
118-150 |
0.618 |
118-150 |
0.500 |
118-150 |
0.382 |
118-150 |
LOW |
118-150 |
0.618 |
118-150 |
1.000 |
118-150 |
1.618 |
118-150 |
2.618 |
118-150 |
4.250 |
118-150 |
|
|
Fisher Pivots for day following 17-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
118-150 |
118-195 |
PP |
118-150 |
118-180 |
S1 |
118-150 |
118-165 |
|