ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 21-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
119-200 |
119-260 |
0-060 |
0.2% |
119-040 |
| High |
119-260 |
120-030 |
0-090 |
0.2% |
120-030 |
| Low |
119-190 |
119-250 |
0-060 |
0.2% |
119-010 |
| Close |
119-220 |
120-000 |
0-100 |
0.3% |
120-000 |
| Range |
0-070 |
0-100 |
0-030 |
42.9% |
1-020 |
| ATR |
0-106 |
0-108 |
0-002 |
1.6% |
0-000 |
| Volume |
31,315 |
37,750 |
6,435 |
20.5% |
90,715 |
|
| Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-287 |
120-243 |
120-055 |
|
| R3 |
120-187 |
120-143 |
120-028 |
|
| R2 |
120-087 |
120-087 |
120-018 |
|
| R1 |
120-043 |
120-043 |
120-009 |
120-065 |
| PP |
119-307 |
119-307 |
119-307 |
119-318 |
| S1 |
119-263 |
119-263 |
119-311 |
119-285 |
| S2 |
119-207 |
119-207 |
119-302 |
|
| S3 |
119-107 |
119-163 |
119-292 |
|
| S4 |
119-007 |
119-063 |
119-265 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-287 |
122-163 |
120-187 |
|
| R3 |
121-267 |
121-143 |
120-094 |
|
| R2 |
120-247 |
120-247 |
120-062 |
|
| R1 |
120-123 |
120-123 |
120-031 |
120-185 |
| PP |
119-227 |
119-227 |
119-227 |
119-258 |
| S1 |
119-103 |
119-103 |
119-289 |
119-165 |
| S2 |
118-207 |
118-207 |
119-258 |
|
| S3 |
117-187 |
118-083 |
119-226 |
|
| S4 |
116-167 |
117-063 |
119-133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-030 |
119-010 |
1-020 |
0.9% |
0-106 |
0.3% |
91% |
True |
False |
18,143 |
| 10 |
120-030 |
118-280 |
1-070 |
1.0% |
0-118 |
0.3% |
92% |
True |
False |
12,237 |
| 20 |
120-030 |
118-200 |
1-150 |
1.2% |
0-102 |
0.3% |
94% |
True |
False |
7,162 |
| 40 |
120-030 |
118-010 |
2-020 |
1.7% |
0-059 |
0.2% |
95% |
True |
False |
3,664 |
| 60 |
120-030 |
117-260 |
2-090 |
1.9% |
0-039 |
0.1% |
96% |
True |
False |
2,512 |
| 80 |
120-030 |
117-260 |
2-090 |
1.9% |
0-030 |
0.1% |
96% |
True |
False |
1,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-135 |
|
2.618 |
120-292 |
|
1.618 |
120-192 |
|
1.000 |
120-130 |
|
0.618 |
120-092 |
|
HIGH |
120-030 |
|
0.618 |
119-312 |
|
0.500 |
119-300 |
|
0.382 |
119-288 |
|
LOW |
119-250 |
|
0.618 |
119-188 |
|
1.000 |
119-150 |
|
1.618 |
119-088 |
|
2.618 |
118-308 |
|
4.250 |
118-145 |
|
|
| Fisher Pivots for day following 21-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-313 |
119-273 |
| PP |
119-307 |
119-227 |
| S1 |
119-300 |
119-180 |
|