ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 22-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2015 |
22-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
118-070 |
118-210 |
0-140 |
0.4% |
118-110 |
| High |
118-180 |
118-220 |
0-040 |
0.1% |
118-240 |
| Low |
118-070 |
118-170 |
0-100 |
0.3% |
118-110 |
| Close |
118-170 |
118-170 |
0-000 |
0.0% |
118-150 |
| Range |
0-110 |
0-050 |
-0-060 |
-54.5% |
0-130 |
| ATR |
0-078 |
0-076 |
-0-002 |
-2.6% |
0-000 |
| Volume |
2 |
174 |
172 |
8,600.0% |
718 |
|
| Daily Pivots for day following 22-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-017 |
118-303 |
118-198 |
|
| R3 |
118-287 |
118-253 |
118-184 |
|
| R2 |
118-237 |
118-237 |
118-179 |
|
| R1 |
118-203 |
118-203 |
118-175 |
118-195 |
| PP |
118-187 |
118-187 |
118-187 |
118-182 |
| S1 |
118-153 |
118-153 |
118-165 |
118-145 |
| S2 |
118-137 |
118-137 |
118-161 |
|
| S3 |
118-087 |
118-103 |
118-156 |
|
| S4 |
118-037 |
118-053 |
118-142 |
|
|
| 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 |
118-220 |
118-070 |
0-150 |
0.4% |
0-042 |
0.1% |
67% |
True |
False |
96 |
| 10 |
119-010 |
118-070 |
0-260 |
0.7% |
0-028 |
0.1% |
38% |
False |
False |
159 |
| 20 |
119-120 |
118-010 |
1-110 |
1.1% |
0-014 |
0.0% |
37% |
False |
False |
184 |
| 40 |
119-120 |
117-260 |
1-180 |
1.3% |
0-007 |
0.0% |
46% |
False |
False |
196 |
| 60 |
119-140 |
117-260 |
1-200 |
1.4% |
0-005 |
0.0% |
44% |
False |
False |
200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-112 |
|
2.618 |
119-031 |
|
1.618 |
118-301 |
|
1.000 |
118-270 |
|
0.618 |
118-251 |
|
HIGH |
118-220 |
|
0.618 |
118-201 |
|
0.500 |
118-195 |
|
0.382 |
118-189 |
|
LOW |
118-170 |
|
0.618 |
118-139 |
|
1.000 |
118-120 |
|
1.618 |
118-089 |
|
2.618 |
118-039 |
|
4.250 |
117-278 |
|
|
| Fisher Pivots for day following 22-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-195 |
118-162 |
| PP |
118-187 |
118-153 |
| S1 |
118-178 |
118-145 |
|