ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 14-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2015 |
14-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
119-170 |
119-080 |
-0-090 |
-0.2% |
119-020 |
| High |
119-200 |
119-080 |
-0-120 |
-0.3% |
119-280 |
| Low |
119-050 |
119-000 |
-0-050 |
-0.1% |
118-280 |
| Close |
119-060 |
119-020 |
-0-040 |
-0.1% |
119-020 |
| Range |
0-150 |
0-080 |
-0-070 |
-46.7% |
1-000 |
| ATR |
0-105 |
0-103 |
-0-002 |
-1.7% |
0-000 |
| Volume |
16,631 |
3,231 |
-13,400 |
-80.6% |
31,661 |
|
| Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-273 |
119-227 |
119-064 |
|
| R3 |
119-193 |
119-147 |
119-042 |
|
| R2 |
119-113 |
119-113 |
119-035 |
|
| R1 |
119-067 |
119-067 |
119-027 |
119-050 |
| PP |
119-033 |
119-033 |
119-033 |
119-025 |
| S1 |
118-307 |
118-307 |
119-013 |
118-290 |
| S2 |
118-273 |
118-273 |
119-005 |
|
| S3 |
118-193 |
118-227 |
118-318 |
|
| S4 |
118-113 |
118-147 |
118-296 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-087 |
121-213 |
119-196 |
|
| R3 |
121-087 |
120-213 |
119-108 |
|
| R2 |
120-087 |
120-087 |
119-079 |
|
| R1 |
119-213 |
119-213 |
119-049 |
119-180 |
| PP |
119-087 |
119-087 |
119-087 |
119-070 |
| S1 |
118-213 |
118-213 |
118-311 |
118-180 |
| S2 |
118-087 |
118-087 |
118-281 |
|
| S3 |
117-087 |
117-213 |
118-252 |
|
| S4 |
116-087 |
116-213 |
118-164 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-280 |
118-280 |
1-000 |
0.8% |
0-130 |
0.3% |
19% |
False |
False |
6,332 |
| 10 |
119-280 |
118-200 |
1-080 |
1.0% |
0-114 |
0.3% |
35% |
False |
False |
5,026 |
| 20 |
119-280 |
118-070 |
1-210 |
1.4% |
0-088 |
0.2% |
51% |
False |
False |
2,652 |
| 40 |
119-280 |
118-010 |
1-270 |
1.5% |
0-046 |
0.1% |
56% |
False |
False |
1,422 |
| 60 |
119-280 |
117-260 |
2-020 |
1.7% |
0-030 |
0.1% |
61% |
False |
False |
1,018 |
| 80 |
119-280 |
117-260 |
2-020 |
1.7% |
0-023 |
0.1% |
61% |
False |
False |
815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-100 |
|
2.618 |
119-289 |
|
1.618 |
119-209 |
|
1.000 |
119-160 |
|
0.618 |
119-129 |
|
HIGH |
119-080 |
|
0.618 |
119-049 |
|
0.500 |
119-040 |
|
0.382 |
119-031 |
|
LOW |
119-000 |
|
0.618 |
118-271 |
|
1.000 |
118-240 |
|
1.618 |
118-191 |
|
2.618 |
118-111 |
|
4.250 |
117-300 |
|
|
| Fisher Pivots for day following 14-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-040 |
119-140 |
| PP |
119-033 |
119-100 |
| S1 |
119-027 |
119-060 |
|