ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 24-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2015 |
24-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
118-220 |
118-230 |
0-010 |
0.0% |
118-150 |
| High |
118-220 |
118-260 |
0-040 |
0.1% |
118-260 |
| Low |
118-220 |
118-230 |
0-010 |
0.0% |
118-070 |
| Close |
118-220 |
118-260 |
0-040 |
0.1% |
118-260 |
| Range |
0-000 |
0-030 |
0-030 |
|
0-190 |
| ATR |
0-074 |
0-072 |
-0-002 |
-3.3% |
0-000 |
| Volume |
25 |
25 |
0 |
0.0% |
508 |
|
| Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-020 |
119-010 |
118-276 |
|
| R3 |
118-310 |
118-300 |
118-268 |
|
| R2 |
118-280 |
118-280 |
118-266 |
|
| R1 |
118-270 |
118-270 |
118-263 |
118-275 |
| PP |
118-250 |
118-250 |
118-250 |
118-252 |
| S1 |
118-240 |
118-240 |
118-257 |
118-245 |
| S2 |
118-220 |
118-220 |
118-254 |
|
| S3 |
118-190 |
118-210 |
118-252 |
|
| S4 |
118-160 |
118-180 |
118-244 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-127 |
120-063 |
119-044 |
|
| R3 |
119-257 |
119-193 |
118-312 |
|
| R2 |
119-067 |
119-067 |
118-295 |
|
| R1 |
119-003 |
119-003 |
118-277 |
119-035 |
| PP |
118-197 |
118-197 |
118-197 |
118-212 |
| S1 |
118-133 |
118-133 |
118-243 |
118-165 |
| S2 |
118-007 |
118-007 |
118-225 |
|
| S3 |
117-137 |
117-263 |
118-208 |
|
| S4 |
116-267 |
117-073 |
118-156 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-260 |
118-070 |
0-190 |
0.5% |
0-048 |
0.1% |
100% |
True |
False |
101 |
| 10 |
118-260 |
118-070 |
0-190 |
0.5% |
0-031 |
0.1% |
100% |
True |
False |
122 |
| 20 |
119-120 |
118-010 |
1-110 |
1.1% |
0-016 |
0.0% |
58% |
False |
False |
165 |
| 40 |
119-120 |
117-260 |
1-180 |
1.3% |
0-008 |
0.0% |
64% |
False |
False |
187 |
| 60 |
119-120 |
117-260 |
1-180 |
1.3% |
0-005 |
0.0% |
64% |
False |
False |
194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-068 |
|
2.618 |
119-019 |
|
1.618 |
118-309 |
|
1.000 |
118-290 |
|
0.618 |
118-279 |
|
HIGH |
118-260 |
|
0.618 |
118-249 |
|
0.500 |
118-245 |
|
0.382 |
118-241 |
|
LOW |
118-230 |
|
0.618 |
118-211 |
|
1.000 |
118-200 |
|
1.618 |
118-181 |
|
2.618 |
118-151 |
|
4.250 |
118-102 |
|
|
| Fisher Pivots for day following 24-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-255 |
118-245 |
| PP |
118-250 |
118-230 |
| S1 |
118-245 |
118-215 |
|