ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 27-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2015 |
27-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
118-230 |
119-040 |
0-130 |
0.3% |
118-150 |
| High |
118-260 |
119-050 |
0-110 |
0.3% |
118-260 |
| Low |
118-230 |
119-020 |
0-110 |
0.3% |
118-070 |
| Close |
118-260 |
119-030 |
0-090 |
0.2% |
118-260 |
| Range |
0-030 |
0-030 |
0-000 |
0.0% |
0-190 |
| ATR |
0-072 |
0-075 |
0-003 |
3.8% |
0-000 |
| Volume |
25 |
2 |
-23 |
-92.0% |
508 |
|
| Daily Pivots for day following 27-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-123 |
119-107 |
119-046 |
|
| R3 |
119-093 |
119-077 |
119-038 |
|
| R2 |
119-063 |
119-063 |
119-036 |
|
| R1 |
119-047 |
119-047 |
119-033 |
119-040 |
| PP |
119-033 |
119-033 |
119-033 |
119-030 |
| S1 |
119-017 |
119-017 |
119-027 |
119-010 |
| S2 |
119-003 |
119-003 |
119-024 |
|
| S3 |
118-293 |
118-307 |
119-022 |
|
| S4 |
118-263 |
118-277 |
119-014 |
|
|
| 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 |
119-050 |
118-070 |
0-300 |
0.8% |
0-044 |
0.1% |
93% |
True |
False |
45 |
| 10 |
119-050 |
118-070 |
0-300 |
0.8% |
0-034 |
0.1% |
93% |
True |
False |
101 |
| 20 |
119-120 |
118-070 |
1-050 |
1.0% |
0-017 |
0.0% |
76% |
False |
False |
155 |
| 40 |
119-120 |
117-260 |
1-180 |
1.3% |
0-008 |
0.0% |
82% |
False |
False |
182 |
| 60 |
119-120 |
117-260 |
1-180 |
1.3% |
0-006 |
0.0% |
82% |
False |
False |
191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-178 |
|
2.618 |
119-129 |
|
1.618 |
119-099 |
|
1.000 |
119-080 |
|
0.618 |
119-069 |
|
HIGH |
119-050 |
|
0.618 |
119-039 |
|
0.500 |
119-035 |
|
0.382 |
119-031 |
|
LOW |
119-020 |
|
0.618 |
119-001 |
|
1.000 |
118-310 |
|
1.618 |
118-291 |
|
2.618 |
118-261 |
|
4.250 |
118-212 |
|
|
| Fisher Pivots for day following 27-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-035 |
119-012 |
| PP |
119-033 |
118-313 |
| S1 |
119-032 |
118-295 |
|