ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 13-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2015 |
13-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
119-120 |
119-170 |
0-050 |
0.1% |
119-070 |
| High |
119-280 |
119-200 |
-0-080 |
-0.2% |
119-160 |
| Low |
119-110 |
119-050 |
-0-060 |
-0.2% |
118-200 |
| Close |
119-170 |
119-060 |
-0-110 |
-0.3% |
119-030 |
| Range |
0-170 |
0-150 |
-0-020 |
-11.8% |
0-280 |
| ATR |
0-102 |
0-105 |
0-003 |
3.4% |
0-000 |
| Volume |
7,155 |
16,631 |
9,476 |
132.4% |
18,605 |
|
| Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-233 |
120-137 |
119-142 |
|
| R3 |
120-083 |
119-307 |
119-101 |
|
| R2 |
119-253 |
119-253 |
119-088 |
|
| R1 |
119-157 |
119-157 |
119-074 |
119-130 |
| PP |
119-103 |
119-103 |
119-103 |
119-090 |
| S1 |
119-007 |
119-007 |
119-046 |
118-300 |
| S2 |
118-273 |
118-273 |
119-032 |
|
| S3 |
118-123 |
118-177 |
119-019 |
|
| S4 |
117-293 |
118-027 |
118-298 |
|
|
| 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 |
118-270 |
1-010 |
0.9% |
0-132 |
0.3% |
33% |
False |
False |
5,922 |
| 10 |
119-280 |
118-200 |
1-080 |
1.0% |
0-124 |
0.3% |
45% |
False |
False |
4,797 |
| 20 |
119-280 |
118-070 |
1-210 |
1.4% |
0-084 |
0.2% |
58% |
False |
False |
2,491 |
| 40 |
119-280 |
118-010 |
1-270 |
1.5% |
0-044 |
0.1% |
63% |
False |
False |
1,346 |
| 60 |
119-280 |
117-260 |
2-020 |
1.7% |
0-029 |
0.1% |
67% |
False |
False |
967 |
| 80 |
119-280 |
117-260 |
2-020 |
1.7% |
0-022 |
0.1% |
67% |
False |
False |
777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-198 |
|
2.618 |
120-273 |
|
1.618 |
120-123 |
|
1.000 |
120-030 |
|
0.618 |
119-293 |
|
HIGH |
119-200 |
|
0.618 |
119-143 |
|
0.500 |
119-125 |
|
0.382 |
119-107 |
|
LOW |
119-050 |
|
0.618 |
118-277 |
|
1.000 |
118-220 |
|
1.618 |
118-127 |
|
2.618 |
117-297 |
|
4.250 |
117-052 |
|
|
| Fisher Pivots for day following 13-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-125 |
119-130 |
| PP |
119-103 |
119-107 |
| S1 |
119-082 |
119-083 |
|