ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 04-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2015 |
04-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
119-070 |
119-110 |
0-040 |
0.1% |
119-040 |
| High |
119-160 |
119-110 |
-0-050 |
-0.1% |
119-110 |
| Low |
119-060 |
118-300 |
-0-080 |
-0.2% |
118-210 |
| Close |
119-140 |
119-010 |
-0-130 |
-0.3% |
119-090 |
| Range |
0-100 |
0-130 |
0-030 |
30.0% |
0-220 |
| ATR |
0-083 |
0-088 |
0-006 |
6.7% |
0-000 |
| Volume |
2,019 |
3,259 |
1,240 |
61.4% |
2,273 |
|
| Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-103 |
120-027 |
119-082 |
|
| R3 |
119-293 |
119-217 |
119-046 |
|
| R2 |
119-163 |
119-163 |
119-034 |
|
| R1 |
119-087 |
119-087 |
119-022 |
119-060 |
| PP |
119-033 |
119-033 |
119-033 |
119-020 |
| S1 |
118-277 |
118-277 |
118-318 |
118-250 |
| S2 |
118-223 |
118-223 |
118-306 |
|
| S3 |
118-093 |
118-147 |
118-294 |
|
| S4 |
117-283 |
118-017 |
118-258 |
|
|
| 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% |
0-106 |
0.3% |
44% |
False |
False |
1,494 |
| 10 |
119-160 |
118-170 |
0-310 |
0.8% |
0-069 |
0.2% |
52% |
False |
False |
777 |
| 20 |
119-160 |
118-070 |
1-090 |
1.1% |
0-046 |
0.1% |
63% |
False |
False |
470 |
| 40 |
119-160 |
117-260 |
1-220 |
1.4% |
0-023 |
0.1% |
72% |
False |
False |
339 |
| 60 |
119-160 |
117-260 |
1-220 |
1.4% |
0-015 |
0.0% |
72% |
False |
False |
296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-022 |
|
2.618 |
120-130 |
|
1.618 |
120-000 |
|
1.000 |
119-240 |
|
0.618 |
119-190 |
|
HIGH |
119-110 |
|
0.618 |
119-060 |
|
0.500 |
119-045 |
|
0.382 |
119-030 |
|
LOW |
118-300 |
|
0.618 |
118-220 |
|
1.000 |
118-170 |
|
1.618 |
118-090 |
|
2.618 |
117-280 |
|
4.250 |
117-068 |
|
|
| Fisher Pivots for day following 04-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-045 |
119-045 |
| PP |
119-033 |
119-033 |
| S1 |
119-022 |
119-022 |
|