ECBOT 5 Year T-Note Future December 2015
Trading Metrics calculated at close of trading on 23-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2015 |
23-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
118-210 |
118-220 |
0-010 |
0.0% |
118-110 |
High |
118-220 |
118-220 |
0-000 |
0.0% |
118-240 |
Low |
118-170 |
118-220 |
0-050 |
0.1% |
118-110 |
Close |
118-170 |
118-220 |
0-050 |
0.1% |
118-150 |
Range |
0-050 |
0-000 |
-0-050 |
-100.0% |
0-130 |
ATR |
0-076 |
0-074 |
-0-002 |
-2.5% |
0-000 |
Volume |
174 |
25 |
-149 |
-85.6% |
718 |
|
Daily Pivots for day following 23-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-220 |
118-220 |
118-220 |
|
R3 |
118-220 |
118-220 |
118-220 |
|
R2 |
118-220 |
118-220 |
118-220 |
|
R1 |
118-220 |
118-220 |
118-220 |
118-220 |
PP |
118-220 |
118-220 |
118-220 |
118-220 |
S1 |
118-220 |
118-220 |
118-220 |
118-220 |
S2 |
118-220 |
118-220 |
118-220 |
|
S3 |
118-220 |
118-220 |
118-220 |
|
S4 |
118-220 |
118-220 |
118-220 |
|
|
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% |
100% |
True |
False |
98 |
10 |
118-240 |
118-070 |
0-170 |
0.4% |
0-028 |
0.1% |
88% |
False |
False |
141 |
20 |
119-120 |
118-010 |
1-110 |
1.1% |
0-014 |
0.0% |
49% |
False |
False |
175 |
40 |
119-120 |
117-260 |
1-180 |
1.3% |
0-007 |
0.0% |
56% |
False |
False |
192 |
60 |
119-120 |
117-260 |
1-180 |
1.3% |
0-005 |
0.0% |
56% |
False |
False |
197 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-220 |
2.618 |
118-220 |
1.618 |
118-220 |
1.000 |
118-220 |
0.618 |
118-220 |
HIGH |
118-220 |
0.618 |
118-220 |
0.500 |
118-220 |
0.382 |
118-220 |
LOW |
118-220 |
0.618 |
118-220 |
1.000 |
118-220 |
1.618 |
118-220 |
2.618 |
118-220 |
4.250 |
118-220 |
|
|
Fisher Pivots for day following 23-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
118-220 |
118-195 |
PP |
118-220 |
118-170 |
S1 |
118-220 |
118-145 |
|