ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 17-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2015 |
17-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
119-080 |
119-040 |
-0-040 |
-0.1% |
119-020 |
| High |
119-080 |
119-100 |
0-020 |
0.1% |
119-280 |
| Low |
119-000 |
119-040 |
0-040 |
0.1% |
118-280 |
| Close |
119-020 |
119-100 |
0-080 |
0.2% |
119-020 |
| Range |
0-080 |
0-060 |
-0-020 |
-25.0% |
1-000 |
| ATR |
0-103 |
0-102 |
-0-002 |
-1.6% |
0-000 |
| Volume |
3,231 |
4,614 |
1,383 |
42.8% |
31,661 |
|
| Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-260 |
119-240 |
119-133 |
|
| R3 |
119-200 |
119-180 |
119-116 |
|
| R2 |
119-140 |
119-140 |
119-111 |
|
| R1 |
119-120 |
119-120 |
119-106 |
119-130 |
| PP |
119-080 |
119-080 |
119-080 |
119-085 |
| S1 |
119-060 |
119-060 |
119-094 |
119-070 |
| S2 |
119-020 |
119-020 |
119-089 |
|
| S3 |
118-280 |
119-000 |
119-084 |
|
| S4 |
118-220 |
118-260 |
119-067 |
|
|
| 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 |
118-300 |
0-300 |
0.8% |
0-130 |
0.3% |
40% |
False |
False |
7,093 |
| 10 |
119-280 |
118-200 |
1-080 |
1.0% |
0-110 |
0.3% |
55% |
False |
False |
5,286 |
| 20 |
119-280 |
118-070 |
1-210 |
1.4% |
0-088 |
0.2% |
66% |
False |
False |
2,868 |
| 40 |
119-280 |
118-010 |
1-270 |
1.5% |
0-047 |
0.1% |
69% |
False |
False |
1,532 |
| 60 |
119-280 |
117-260 |
2-020 |
1.7% |
0-032 |
0.1% |
73% |
False |
False |
1,091 |
| 80 |
119-280 |
117-260 |
2-020 |
1.7% |
0-024 |
0.1% |
73% |
False |
False |
870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-035 |
|
2.618 |
119-257 |
|
1.618 |
119-197 |
|
1.000 |
119-160 |
|
0.618 |
119-137 |
|
HIGH |
119-100 |
|
0.618 |
119-077 |
|
0.500 |
119-070 |
|
0.382 |
119-063 |
|
LOW |
119-040 |
|
0.618 |
119-003 |
|
1.000 |
118-300 |
|
1.618 |
118-263 |
|
2.618 |
118-203 |
|
4.250 |
118-105 |
|
|
| Fisher Pivots for day following 17-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-090 |
119-100 |
| PP |
119-080 |
119-100 |
| S1 |
119-070 |
119-100 |
|