ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 29-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2015 |
29-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
119-050 |
118-280 |
-0-090 |
-0.2% |
118-150 |
| High |
119-050 |
118-300 |
-0-070 |
-0.2% |
118-260 |
| Low |
119-000 |
118-260 |
-0-060 |
-0.2% |
118-070 |
| Close |
119-010 |
118-300 |
-0-030 |
-0.1% |
118-260 |
| Range |
0-050 |
0-040 |
-0-010 |
-20.0% |
0-190 |
| ATR |
0-073 |
0-073 |
0-000 |
-0.3% |
0-000 |
| Volume |
75 |
329 |
254 |
338.7% |
508 |
|
| Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-087 |
119-073 |
119-002 |
|
| R3 |
119-047 |
119-033 |
118-311 |
|
| R2 |
119-007 |
119-007 |
118-307 |
|
| R1 |
118-313 |
118-313 |
118-304 |
119-000 |
| PP |
118-287 |
118-287 |
118-287 |
118-290 |
| S1 |
118-273 |
118-273 |
118-296 |
118-280 |
| S2 |
118-247 |
118-247 |
118-293 |
|
| S3 |
118-207 |
118-233 |
118-289 |
|
| S4 |
118-167 |
118-193 |
118-278 |
|
|
| 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 |
118-220 |
0-150 |
0.4% |
0-030 |
0.1% |
53% |
False |
False |
91 |
| 10 |
119-050 |
118-070 |
0-300 |
0.8% |
0-036 |
0.1% |
77% |
False |
False |
93 |
| 20 |
119-120 |
118-070 |
1-050 |
1.0% |
0-022 |
0.1% |
62% |
False |
False |
154 |
| 40 |
119-120 |
117-260 |
1-180 |
1.3% |
0-011 |
0.0% |
72% |
False |
False |
181 |
| 60 |
119-120 |
117-260 |
1-180 |
1.3% |
0-007 |
0.0% |
72% |
False |
False |
190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-150 |
|
2.618 |
119-085 |
|
1.618 |
119-045 |
|
1.000 |
119-020 |
|
0.618 |
119-005 |
|
HIGH |
118-300 |
|
0.618 |
118-285 |
|
0.500 |
118-280 |
|
0.382 |
118-275 |
|
LOW |
118-260 |
|
0.618 |
118-235 |
|
1.000 |
118-220 |
|
1.618 |
118-195 |
|
2.618 |
118-155 |
|
4.250 |
118-090 |
|
|
| Fisher Pivots for day following 29-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-293 |
118-315 |
| PP |
118-287 |
118-310 |
| S1 |
118-280 |
118-305 |
|