ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 20-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
118-150 |
118-150 |
0-000 |
0.0% |
118-110 |
| High |
118-150 |
118-150 |
0-000 |
0.0% |
118-240 |
| Low |
118-150 |
118-100 |
-0-050 |
-0.1% |
118-110 |
| Close |
118-150 |
118-100 |
-0-050 |
-0.1% |
118-150 |
| Range |
0-000 |
0-050 |
0-050 |
|
0-130 |
| ATR |
0-078 |
0-076 |
-0-002 |
-2.5% |
0-000 |
| Volume |
11 |
282 |
271 |
2,463.6% |
718 |
|
| Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-267 |
118-233 |
118-128 |
|
| R3 |
118-217 |
118-183 |
118-114 |
|
| R2 |
118-167 |
118-167 |
118-109 |
|
| R1 |
118-133 |
118-133 |
118-105 |
118-125 |
| PP |
118-117 |
118-117 |
118-117 |
118-112 |
| S1 |
118-083 |
118-083 |
118-095 |
118-075 |
| S2 |
118-067 |
118-067 |
118-091 |
|
| S3 |
118-017 |
118-033 |
118-086 |
|
| S4 |
117-287 |
117-303 |
118-072 |
|
|
| 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 |
118-100 |
0-140 |
0.4% |
0-024 |
0.1% |
0% |
False |
True |
158 |
| 10 |
119-120 |
118-100 |
1-020 |
0.9% |
0-012 |
0.0% |
0% |
False |
True |
183 |
| 20 |
119-120 |
118-010 |
1-110 |
1.1% |
0-006 |
0.0% |
21% |
False |
False |
196 |
| 40 |
119-120 |
117-260 |
1-180 |
1.3% |
0-003 |
0.0% |
32% |
False |
False |
202 |
| 60 |
119-220 |
117-260 |
1-280 |
1.6% |
0-002 |
0.0% |
27% |
False |
False |
204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-042 |
|
2.618 |
118-281 |
|
1.618 |
118-231 |
|
1.000 |
118-200 |
|
0.618 |
118-181 |
|
HIGH |
118-150 |
|
0.618 |
118-131 |
|
0.500 |
118-125 |
|
0.382 |
118-119 |
|
LOW |
118-100 |
|
0.618 |
118-069 |
|
1.000 |
118-050 |
|
1.618 |
118-019 |
|
2.618 |
117-289 |
|
4.250 |
117-208 |
|
|
| Fisher Pivots for day following 20-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-125 |
118-140 |
| PP |
118-117 |
118-127 |
| S1 |
118-108 |
118-113 |
|