ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 27-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2015 |
27-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
120-042 |
119-267 |
-0-095 |
-0.2% |
119-040 |
| High |
120-090 |
119-305 |
-0-105 |
-0.3% |
120-030 |
| Low |
119-225 |
119-185 |
-0-040 |
-0.1% |
119-010 |
| Close |
119-290 |
119-257 |
-0-033 |
-0.1% |
120-000 |
| Range |
0-185 |
0-120 |
-0-065 |
-35.1% |
1-020 |
| ATR |
0-127 |
0-126 |
0-000 |
-0.4% |
0-000 |
| Volume |
1,316,988 |
1,324,341 |
7,353 |
0.6% |
90,715 |
|
| Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-289 |
120-233 |
120-003 |
|
| R3 |
120-169 |
120-113 |
119-290 |
|
| R2 |
120-049 |
120-049 |
119-279 |
|
| R1 |
119-313 |
119-313 |
119-268 |
119-281 |
| PP |
119-249 |
119-249 |
119-249 |
119-233 |
| S1 |
119-193 |
119-193 |
119-246 |
119-161 |
| S2 |
119-129 |
119-129 |
119-235 |
|
| S3 |
119-009 |
119-073 |
119-224 |
|
| S4 |
118-209 |
118-273 |
119-191 |
|
|
| 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 |
119-185 |
1-065 |
1.0% |
0-161 |
0.4% |
19% |
False |
True |
625,854 |
| 10 |
120-250 |
119-000 |
1-250 |
1.5% |
0-132 |
0.3% |
45% |
False |
False |
318,546 |
| 20 |
120-250 |
118-200 |
2-050 |
1.8% |
0-128 |
0.3% |
55% |
False |
False |
161,672 |
| 40 |
120-250 |
118-070 |
2-180 |
2.1% |
0-077 |
0.2% |
62% |
False |
False |
80,931 |
| 60 |
120-250 |
117-260 |
2-310 |
2.5% |
0-051 |
0.1% |
67% |
False |
False |
54,023 |
| 80 |
120-250 |
117-260 |
2-310 |
2.5% |
0-038 |
0.1% |
67% |
False |
False |
40,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-175 |
|
2.618 |
120-299 |
|
1.618 |
120-179 |
|
1.000 |
120-105 |
|
0.618 |
120-059 |
|
HIGH |
119-305 |
|
0.618 |
119-259 |
|
0.500 |
119-245 |
|
0.382 |
119-231 |
|
LOW |
119-185 |
|
0.618 |
119-111 |
|
1.000 |
119-065 |
|
1.618 |
118-311 |
|
2.618 |
118-191 |
|
4.250 |
117-315 |
|
|
| Fisher Pivots for day following 27-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-253 |
119-312 |
| PP |
119-249 |
119-294 |
| S1 |
119-245 |
119-276 |
|