ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 05-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2015 |
05-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
119-110 |
118-300 |
-0-130 |
-0.3% |
119-040 |
| High |
119-110 |
118-300 |
-0-130 |
-0.3% |
119-110 |
| Low |
118-300 |
118-200 |
-0-100 |
-0.3% |
118-210 |
| Close |
119-010 |
118-250 |
-0-080 |
-0.2% |
119-090 |
| Range |
0-130 |
0-100 |
-0-030 |
-23.1% |
0-220 |
| ATR |
0-088 |
0-091 |
0-003 |
3.4% |
0-000 |
| Volume |
3,259 |
9,392 |
6,133 |
188.2% |
2,273 |
|
| Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-230 |
119-180 |
118-305 |
|
| R3 |
119-130 |
119-080 |
118-278 |
|
| R2 |
119-030 |
119-030 |
118-268 |
|
| R1 |
118-300 |
118-300 |
118-259 |
118-275 |
| PP |
118-250 |
118-250 |
118-250 |
118-238 |
| S1 |
118-200 |
118-200 |
118-241 |
118-175 |
| S2 |
118-150 |
118-150 |
118-232 |
|
| S3 |
118-050 |
118-100 |
118-222 |
|
| S4 |
117-270 |
118-000 |
118-195 |
|
|
| 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 |
118-200 |
0-280 |
0.7% |
0-118 |
0.3% |
18% |
False |
True |
3,307 |
| 10 |
119-160 |
118-200 |
0-280 |
0.7% |
0-074 |
0.2% |
18% |
False |
True |
1,699 |
| 20 |
119-160 |
118-070 |
1-090 |
1.1% |
0-051 |
0.1% |
44% |
False |
False |
929 |
| 40 |
119-160 |
117-260 |
1-220 |
1.4% |
0-026 |
0.1% |
57% |
False |
False |
569 |
| 60 |
119-160 |
117-260 |
1-220 |
1.4% |
0-017 |
0.0% |
57% |
False |
False |
449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-085 |
|
2.618 |
119-242 |
|
1.618 |
119-142 |
|
1.000 |
119-080 |
|
0.618 |
119-042 |
|
HIGH |
118-300 |
|
0.618 |
118-262 |
|
0.500 |
118-250 |
|
0.382 |
118-238 |
|
LOW |
118-200 |
|
0.618 |
118-138 |
|
1.000 |
118-100 |
|
1.618 |
118-038 |
|
2.618 |
117-258 |
|
4.250 |
117-095 |
|
|
| Fisher Pivots for day following 05-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-250 |
119-020 |
| PP |
118-250 |
118-310 |
| S1 |
118-250 |
118-280 |
|