ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 24-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2015 |
24-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
119-260 |
120-030 |
0-090 |
0.2% |
119-040 |
| High |
120-030 |
120-250 |
0-220 |
0.6% |
120-030 |
| Low |
119-250 |
120-020 |
0-090 |
0.2% |
119-010 |
| Close |
120-000 |
120-130 |
0-130 |
0.3% |
120-000 |
| Range |
0-100 |
0-230 |
0-130 |
130.0% |
1-020 |
| ATR |
0-108 |
0-118 |
0-010 |
9.5% |
0-000 |
| Volume |
37,750 |
117,245 |
79,495 |
210.6% |
90,715 |
|
| Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-183 |
122-067 |
120-256 |
|
| R3 |
121-273 |
121-157 |
120-193 |
|
| R2 |
121-043 |
121-043 |
120-172 |
|
| R1 |
120-247 |
120-247 |
120-151 |
120-305 |
| PP |
120-133 |
120-133 |
120-133 |
120-162 |
| S1 |
120-017 |
120-017 |
120-109 |
120-075 |
| S2 |
119-223 |
119-223 |
120-088 |
|
| S3 |
118-313 |
119-107 |
120-067 |
|
| S4 |
118-083 |
118-197 |
120-004 |
|
|
| 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 |
120-250 |
119-010 |
1-240 |
1.5% |
0-140 |
0.4% |
79% |
True |
False |
40,669 |
| 10 |
120-250 |
118-300 |
1-270 |
1.5% |
0-135 |
0.4% |
80% |
True |
False |
23,881 |
| 20 |
120-250 |
118-200 |
2-050 |
1.8% |
0-112 |
0.3% |
83% |
True |
False |
13,024 |
| 40 |
120-250 |
118-070 |
2-180 |
2.1% |
0-065 |
0.2% |
85% |
True |
False |
6,590 |
| 60 |
120-250 |
117-260 |
2-310 |
2.5% |
0-043 |
0.1% |
87% |
True |
False |
4,463 |
| 80 |
120-250 |
117-260 |
2-310 |
2.5% |
0-032 |
0.1% |
87% |
True |
False |
3,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-268 |
|
2.618 |
122-212 |
|
1.618 |
121-302 |
|
1.000 |
121-160 |
|
0.618 |
121-072 |
|
HIGH |
120-250 |
|
0.618 |
120-162 |
|
0.500 |
120-135 |
|
0.382 |
120-108 |
|
LOW |
120-020 |
|
0.618 |
119-198 |
|
1.000 |
119-110 |
|
1.618 |
118-288 |
|
2.618 |
118-058 |
|
4.250 |
117-002 |
|
|
| Fisher Pivots for day following 24-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-135 |
120-107 |
| PP |
120-133 |
120-083 |
| S1 |
120-132 |
120-060 |
|