ECBOT 5 Year T-Note Future December 2015
Trading Metrics calculated at close of trading on 28-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2015 |
28-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
119-040 |
119-050 |
0-010 |
0.0% |
118-150 |
High |
119-050 |
119-050 |
0-000 |
0.0% |
118-260 |
Low |
119-020 |
119-000 |
-0-020 |
-0.1% |
118-070 |
Close |
119-030 |
119-010 |
-0-020 |
-0.1% |
118-260 |
Range |
0-030 |
0-050 |
0-020 |
66.7% |
0-190 |
ATR |
0-075 |
0-073 |
-0-002 |
-2.4% |
0-000 |
Volume |
2 |
75 |
73 |
3,650.0% |
508 |
|
Daily Pivots for day following 28-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-170 |
119-140 |
119-038 |
|
R3 |
119-120 |
119-090 |
119-024 |
|
R2 |
119-070 |
119-070 |
119-019 |
|
R1 |
119-040 |
119-040 |
119-015 |
119-030 |
PP |
119-020 |
119-020 |
119-020 |
119-015 |
S1 |
118-310 |
118-310 |
119-005 |
118-300 |
S2 |
118-290 |
118-290 |
119-001 |
|
S3 |
118-240 |
118-260 |
118-316 |
|
S4 |
118-190 |
118-210 |
118-302 |
|
|
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 |
118-170 |
0-200 |
0.5% |
0-032 |
0.1% |
80% |
True |
False |
60 |
10 |
119-050 |
118-070 |
0-300 |
0.8% |
0-035 |
0.1% |
87% |
True |
False |
60 |
20 |
119-120 |
118-070 |
1-050 |
1.0% |
0-020 |
0.1% |
70% |
False |
False |
148 |
40 |
119-120 |
117-260 |
1-180 |
1.3% |
0-010 |
0.0% |
78% |
False |
False |
178 |
60 |
119-120 |
117-260 |
1-180 |
1.3% |
0-006 |
0.0% |
78% |
False |
False |
188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-262 |
2.618 |
119-181 |
1.618 |
119-131 |
1.000 |
119-100 |
0.618 |
119-081 |
HIGH |
119-050 |
0.618 |
119-031 |
0.500 |
119-025 |
0.382 |
119-019 |
LOW |
119-000 |
0.618 |
118-289 |
1.000 |
118-270 |
1.618 |
118-239 |
2.618 |
118-189 |
4.250 |
118-108 |
|
|
Fisher Pivots for day following 28-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
119-025 |
119-000 |
PP |
119-020 |
118-310 |
S1 |
119-015 |
118-300 |
|