ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 07-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2015 |
07-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
118-240 |
118-300 |
0-060 |
0.2% |
119-070 |
| High |
118-310 |
119-040 |
0-050 |
0.1% |
119-160 |
| Low |
118-240 |
118-270 |
0-030 |
0.1% |
118-200 |
| Close |
118-300 |
119-030 |
0-050 |
0.1% |
119-030 |
| Range |
0-070 |
0-090 |
0-020 |
28.6% |
0-280 |
| ATR |
0-090 |
0-090 |
0-000 |
0.0% |
0-000 |
| Volume |
2,751 |
1,184 |
-1,567 |
-57.0% |
18,605 |
|
| Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-277 |
119-243 |
119-080 |
|
| R3 |
119-187 |
119-153 |
119-055 |
|
| R2 |
119-097 |
119-097 |
119-046 |
|
| R1 |
119-063 |
119-063 |
119-038 |
119-080 |
| PP |
119-007 |
119-007 |
119-007 |
119-015 |
| S1 |
118-293 |
118-293 |
119-022 |
118-310 |
| S2 |
118-237 |
118-237 |
119-014 |
|
| S3 |
118-147 |
118-203 |
119-005 |
|
| S4 |
118-057 |
118-113 |
118-300 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-223 |
121-087 |
119-184 |
|
| R3 |
120-263 |
120-127 |
119-107 |
|
| R2 |
119-303 |
119-303 |
119-081 |
|
| R1 |
119-167 |
119-167 |
119-056 |
119-095 |
| PP |
119-023 |
119-023 |
119-023 |
118-308 |
| S1 |
118-207 |
118-207 |
119-004 |
118-135 |
| S2 |
118-063 |
118-063 |
118-299 |
|
| S3 |
117-103 |
117-247 |
118-273 |
|
| S4 |
116-143 |
116-287 |
118-196 |
|
|
| 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% |
0-098 |
0.3% |
54% |
False |
False |
3,721 |
| 10 |
119-160 |
118-200 |
0-280 |
0.7% |
0-087 |
0.2% |
54% |
False |
False |
2,087 |
| 20 |
119-160 |
118-070 |
1-090 |
1.1% |
0-059 |
0.2% |
68% |
False |
False |
1,105 |
| 40 |
119-160 |
118-010 |
1-150 |
1.2% |
0-030 |
0.1% |
72% |
False |
False |
657 |
| 60 |
119-160 |
117-260 |
1-220 |
1.4% |
0-020 |
0.1% |
76% |
False |
False |
507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-102 |
|
2.618 |
119-276 |
|
1.618 |
119-186 |
|
1.000 |
119-130 |
|
0.618 |
119-096 |
|
HIGH |
119-040 |
|
0.618 |
119-006 |
|
0.500 |
118-315 |
|
0.382 |
118-304 |
|
LOW |
118-270 |
|
0.618 |
118-214 |
|
1.000 |
118-180 |
|
1.618 |
118-124 |
|
2.618 |
118-034 |
|
4.250 |
117-208 |
|
|
| Fisher Pivots for day following 07-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-018 |
119-007 |
| PP |
119-007 |
118-303 |
| S1 |
118-315 |
118-280 |
|