ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 12-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
118-300 |
119-120 |
0-140 |
0.4% |
119-070 |
| High |
119-170 |
119-280 |
0-110 |
0.3% |
119-160 |
| Low |
118-300 |
119-110 |
0-130 |
0.3% |
118-200 |
| Close |
119-130 |
119-170 |
0-040 |
0.1% |
119-030 |
| Range |
0-190 |
0-170 |
-0-020 |
-10.5% |
0-280 |
| ATR |
0-096 |
0-102 |
0-005 |
5.5% |
0-000 |
| Volume |
3,834 |
7,155 |
3,321 |
86.6% |
18,605 |
|
| Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-057 |
120-283 |
119-264 |
|
| R3 |
120-207 |
120-113 |
119-217 |
|
| R2 |
120-037 |
120-037 |
119-201 |
|
| R1 |
119-263 |
119-263 |
119-186 |
119-310 |
| PP |
119-187 |
119-187 |
119-187 |
119-210 |
| S1 |
119-093 |
119-093 |
119-154 |
119-140 |
| S2 |
119-017 |
119-017 |
119-139 |
|
| S3 |
118-167 |
118-243 |
119-123 |
|
| S4 |
117-317 |
118-073 |
119-076 |
|
|
| 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 |
119-280 |
118-240 |
1-040 |
0.9% |
0-116 |
0.3% |
69% |
True |
False |
3,146 |
| 10 |
119-280 |
118-200 |
1-080 |
1.0% |
0-117 |
0.3% |
73% |
True |
False |
3,227 |
| 20 |
119-280 |
118-070 |
1-210 |
1.4% |
0-076 |
0.2% |
79% |
True |
False |
1,660 |
| 40 |
119-280 |
118-010 |
1-270 |
1.5% |
0-040 |
0.1% |
81% |
True |
False |
936 |
| 60 |
119-280 |
117-260 |
2-020 |
1.7% |
0-027 |
0.1% |
83% |
True |
False |
693 |
| 80 |
119-280 |
117-260 |
2-020 |
1.7% |
0-020 |
0.1% |
83% |
True |
False |
572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-042 |
|
2.618 |
121-085 |
|
1.618 |
120-235 |
|
1.000 |
120-130 |
|
0.618 |
120-065 |
|
HIGH |
119-280 |
|
0.618 |
119-215 |
|
0.500 |
119-195 |
|
0.382 |
119-175 |
|
LOW |
119-110 |
|
0.618 |
119-005 |
|
1.000 |
118-260 |
|
1.618 |
118-155 |
|
2.618 |
117-305 |
|
4.250 |
117-028 |
|
|
| Fisher Pivots for day following 12-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-195 |
119-153 |
| PP |
119-187 |
119-137 |
| S1 |
119-178 |
119-120 |
|