ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 28-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2015 |
28-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
119-267 |
119-232 |
-0-035 |
-0.1% |
120-030 |
| High |
119-305 |
119-305 |
0-000 |
0.0% |
120-250 |
| Low |
119-185 |
119-170 |
-0-015 |
0.0% |
119-170 |
| Close |
119-257 |
119-180 |
-0-077 |
-0.2% |
119-180 |
| Range |
0-120 |
0-135 |
0-015 |
12.5% |
1-080 |
| ATR |
0-126 |
0-127 |
0-001 |
0.5% |
0-000 |
| Volume |
1,324,341 |
731,681 |
-592,660 |
-44.8% |
3,823,202 |
|
| Daily Pivots for day following 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-303 |
120-217 |
119-254 |
|
| R3 |
120-168 |
120-082 |
119-217 |
|
| R2 |
120-033 |
120-033 |
119-205 |
|
| R1 |
119-267 |
119-267 |
119-192 |
119-242 |
| PP |
119-218 |
119-218 |
119-218 |
119-206 |
| S1 |
119-132 |
119-132 |
119-168 |
119-108 |
| S2 |
119-083 |
119-083 |
119-155 |
|
| S3 |
118-268 |
118-317 |
119-143 |
|
| S4 |
118-133 |
118-182 |
119-106 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-227 |
122-283 |
120-080 |
|
| R3 |
122-147 |
121-203 |
119-290 |
|
| R2 |
121-067 |
121-067 |
119-253 |
|
| R1 |
120-123 |
120-123 |
119-217 |
120-055 |
| PP |
119-307 |
119-307 |
119-307 |
119-272 |
| S1 |
119-043 |
119-043 |
119-143 |
118-295 |
| S2 |
118-227 |
118-227 |
119-107 |
|
| S3 |
117-147 |
117-283 |
119-070 |
|
| S4 |
116-067 |
116-203 |
118-280 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-250 |
119-170 |
1-080 |
1.0% |
0-168 |
0.4% |
3% |
False |
True |
764,640 |
| 10 |
120-250 |
119-010 |
1-240 |
1.5% |
0-137 |
0.4% |
30% |
False |
False |
391,391 |
| 20 |
120-250 |
118-200 |
2-050 |
1.8% |
0-126 |
0.3% |
43% |
False |
False |
198,209 |
| 40 |
120-250 |
118-070 |
2-180 |
2.1% |
0-080 |
0.2% |
52% |
False |
False |
99,218 |
| 60 |
120-250 |
117-260 |
2-310 |
2.5% |
0-053 |
0.1% |
59% |
False |
False |
66,215 |
| 80 |
120-250 |
117-260 |
2-310 |
2.5% |
0-040 |
0.1% |
59% |
False |
False |
49,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-239 |
|
2.618 |
121-018 |
|
1.618 |
120-203 |
|
1.000 |
120-120 |
|
0.618 |
120-068 |
|
HIGH |
119-305 |
|
0.618 |
119-253 |
|
0.500 |
119-238 |
|
0.382 |
119-222 |
|
LOW |
119-170 |
|
0.618 |
119-087 |
|
1.000 |
119-035 |
|
1.618 |
118-272 |
|
2.618 |
118-137 |
|
4.250 |
117-236 |
|
|
| Fisher Pivots for day following 28-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-238 |
119-290 |
| PP |
119-218 |
119-253 |
| S1 |
119-199 |
119-217 |
|