ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 11-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2015 |
11-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
119-020 |
118-300 |
-0-040 |
-0.1% |
119-070 |
| High |
119-020 |
119-170 |
0-150 |
0.4% |
119-160 |
| Low |
118-280 |
118-300 |
0-020 |
0.1% |
118-200 |
| Close |
118-290 |
119-130 |
0-160 |
0.4% |
119-030 |
| Range |
0-060 |
0-190 |
0-130 |
216.7% |
0-280 |
| ATR |
0-088 |
0-096 |
0-008 |
9.0% |
0-000 |
| Volume |
810 |
3,834 |
3,024 |
373.3% |
18,605 |
|
| Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-023 |
120-267 |
119-234 |
|
| R3 |
120-153 |
120-077 |
119-182 |
|
| R2 |
119-283 |
119-283 |
119-165 |
|
| R1 |
119-207 |
119-207 |
119-147 |
119-245 |
| PP |
119-093 |
119-093 |
119-093 |
119-112 |
| S1 |
119-017 |
119-017 |
119-113 |
119-055 |
| S2 |
118-223 |
118-223 |
119-095 |
|
| S3 |
118-033 |
118-147 |
119-078 |
|
| S4 |
117-163 |
117-277 |
119-026 |
|
|
| 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 |
119-170 |
118-200 |
0-290 |
0.8% |
0-102 |
0.3% |
86% |
True |
False |
3,594 |
| 10 |
119-170 |
118-200 |
0-290 |
0.8% |
0-104 |
0.3% |
86% |
True |
False |
2,544 |
| 20 |
119-170 |
118-070 |
1-100 |
1.1% |
0-070 |
0.2% |
90% |
True |
False |
1,302 |
| 40 |
119-170 |
118-010 |
1-160 |
1.3% |
0-036 |
0.1% |
92% |
True |
False |
762 |
| 60 |
119-170 |
117-260 |
1-230 |
1.4% |
0-024 |
0.1% |
93% |
True |
False |
578 |
| 80 |
119-220 |
117-260 |
1-280 |
1.6% |
0-018 |
0.0% |
85% |
False |
False |
485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-018 |
|
2.618 |
121-027 |
|
1.618 |
120-157 |
|
1.000 |
120-040 |
|
0.618 |
119-287 |
|
HIGH |
119-170 |
|
0.618 |
119-097 |
|
0.500 |
119-075 |
|
0.382 |
119-053 |
|
LOW |
118-300 |
|
0.618 |
118-183 |
|
1.000 |
118-110 |
|
1.618 |
117-313 |
|
2.618 |
117-123 |
|
4.250 |
116-132 |
|
|
| Fisher Pivots for day following 11-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-112 |
119-107 |
| PP |
119-093 |
119-083 |
| S1 |
119-075 |
119-060 |
|