ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 20-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
119-060 |
119-200 |
0-140 |
0.4% |
119-020 |
| High |
119-220 |
119-260 |
0-040 |
0.1% |
119-280 |
| Low |
119-010 |
119-190 |
0-180 |
0.5% |
118-280 |
| Close |
119-200 |
119-220 |
0-020 |
0.1% |
119-020 |
| Range |
0-210 |
0-070 |
-0-140 |
-66.7% |
1-000 |
| ATR |
0-109 |
0-106 |
-0-003 |
-2.5% |
0-000 |
| Volume |
10,950 |
31,315 |
20,365 |
186.0% |
31,661 |
|
| Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-113 |
120-077 |
119-258 |
|
| R3 |
120-043 |
120-007 |
119-239 |
|
| R2 |
119-293 |
119-293 |
119-233 |
|
| R1 |
119-257 |
119-257 |
119-226 |
119-275 |
| PP |
119-223 |
119-223 |
119-223 |
119-232 |
| S1 |
119-187 |
119-187 |
119-214 |
119-205 |
| S2 |
119-153 |
119-153 |
119-207 |
|
| S3 |
119-083 |
119-117 |
119-201 |
|
| S4 |
119-013 |
119-047 |
119-182 |
|
|
| 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 |
119-260 |
119-000 |
0-260 |
0.7% |
0-102 |
0.3% |
85% |
True |
False |
11,239 |
| 10 |
119-280 |
118-270 |
1-010 |
0.9% |
0-117 |
0.3% |
82% |
False |
False |
8,581 |
| 20 |
119-280 |
118-200 |
1-080 |
1.0% |
0-099 |
0.3% |
85% |
False |
False |
5,276 |
| 40 |
119-280 |
118-010 |
1-270 |
1.5% |
0-056 |
0.1% |
90% |
False |
False |
2,725 |
| 60 |
119-280 |
117-260 |
2-020 |
1.7% |
0-038 |
0.1% |
91% |
False |
False |
1,886 |
| 80 |
119-280 |
117-260 |
2-020 |
1.7% |
0-028 |
0.1% |
91% |
False |
False |
1,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-238 |
|
2.618 |
120-123 |
|
1.618 |
120-053 |
|
1.000 |
120-010 |
|
0.618 |
119-303 |
|
HIGH |
119-260 |
|
0.618 |
119-233 |
|
0.500 |
119-225 |
|
0.382 |
119-217 |
|
LOW |
119-190 |
|
0.618 |
119-147 |
|
1.000 |
119-120 |
|
1.618 |
119-077 |
|
2.618 |
119-007 |
|
4.250 |
118-212 |
|
|
| Fisher Pivots for day following 20-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-225 |
119-192 |
| PP |
119-223 |
119-163 |
| S1 |
119-222 |
119-135 |
|