ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 03-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2015 |
03-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
118-270 |
119-070 |
0-120 |
0.3% |
119-040 |
| High |
119-110 |
119-160 |
0-050 |
0.1% |
119-110 |
| Low |
118-250 |
119-060 |
0-130 |
0.3% |
118-210 |
| Close |
119-090 |
119-140 |
0-050 |
0.1% |
119-090 |
| Range |
0-180 |
0-100 |
-0-080 |
-44.4% |
0-220 |
| ATR |
0-081 |
0-083 |
0-001 |
1.6% |
0-000 |
| Volume |
941 |
2,019 |
1,078 |
114.6% |
2,273 |
|
| Daily Pivots for day following 03-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-100 |
120-060 |
119-195 |
|
| R3 |
120-000 |
119-280 |
119-168 |
|
| R2 |
119-220 |
119-220 |
119-158 |
|
| R1 |
119-180 |
119-180 |
119-149 |
119-200 |
| PP |
119-120 |
119-120 |
119-120 |
119-130 |
| S1 |
119-080 |
119-080 |
119-131 |
119-100 |
| S2 |
119-020 |
119-020 |
119-122 |
|
| S3 |
118-240 |
118-300 |
119-112 |
|
| S4 |
118-140 |
118-200 |
119-085 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-050 |
120-290 |
119-211 |
|
| R3 |
120-150 |
120-070 |
119-150 |
|
| R2 |
119-250 |
119-250 |
119-130 |
|
| R1 |
119-170 |
119-170 |
119-110 |
119-210 |
| PP |
119-030 |
119-030 |
119-030 |
119-050 |
| S1 |
118-270 |
118-270 |
119-070 |
118-310 |
| S2 |
118-130 |
118-130 |
119-050 |
|
| S3 |
117-230 |
118-050 |
119-030 |
|
| S4 |
117-010 |
117-150 |
118-289 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-160 |
118-210 |
0-270 |
0.7% |
0-090 |
0.2% |
93% |
True |
False |
858 |
| 10 |
119-160 |
118-070 |
1-090 |
1.1% |
0-067 |
0.2% |
95% |
True |
False |
451 |
| 20 |
119-160 |
118-070 |
1-090 |
1.1% |
0-040 |
0.1% |
95% |
True |
False |
317 |
| 40 |
119-160 |
117-260 |
1-220 |
1.4% |
0-020 |
0.1% |
96% |
True |
False |
263 |
| 60 |
119-160 |
117-260 |
1-220 |
1.4% |
0-013 |
0.0% |
96% |
True |
False |
245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-265 |
|
2.618 |
120-102 |
|
1.618 |
120-002 |
|
1.000 |
119-260 |
|
0.618 |
119-222 |
|
HIGH |
119-160 |
|
0.618 |
119-122 |
|
0.500 |
119-110 |
|
0.382 |
119-098 |
|
LOW |
119-060 |
|
0.618 |
118-318 |
|
1.000 |
118-280 |
|
1.618 |
118-218 |
|
2.618 |
118-118 |
|
4.250 |
117-275 |
|
|
| Fisher Pivots for day following 03-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-130 |
119-102 |
| PP |
119-120 |
119-063 |
| S1 |
119-110 |
119-025 |
|