ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 31-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2015 |
31-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
119-232 |
119-152 |
-0-080 |
-0.2% |
120-030 |
| High |
119-305 |
119-247 |
-0-058 |
-0.2% |
120-250 |
| Low |
119-170 |
119-115 |
-0-055 |
-0.1% |
119-170 |
| Close |
119-180 |
119-140 |
-0-040 |
-0.1% |
119-180 |
| Range |
0-135 |
0-132 |
-0-003 |
-2.2% |
1-080 |
| ATR |
0-127 |
0-127 |
0-000 |
0.3% |
0-000 |
| Volume |
731,681 |
693,780 |
-37,901 |
-5.2% |
3,823,202 |
|
| Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-243 |
120-164 |
119-213 |
|
| R3 |
120-111 |
120-032 |
119-176 |
|
| R2 |
119-299 |
119-299 |
119-164 |
|
| R1 |
119-220 |
119-220 |
119-152 |
119-194 |
| PP |
119-167 |
119-167 |
119-167 |
119-154 |
| S1 |
119-088 |
119-088 |
119-128 |
119-062 |
| S2 |
119-035 |
119-035 |
119-116 |
|
| S3 |
118-223 |
118-276 |
119-104 |
|
| S4 |
118-091 |
118-144 |
119-067 |
|
|
| 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 |
120-120 |
119-115 |
1-005 |
0.9% |
0-148 |
0.4% |
8% |
False |
True |
879,947 |
| 10 |
120-250 |
119-010 |
1-240 |
1.5% |
0-144 |
0.4% |
23% |
False |
False |
460,308 |
| 20 |
120-250 |
118-200 |
2-050 |
1.8% |
0-127 |
0.3% |
38% |
False |
False |
232,797 |
| 40 |
120-250 |
118-070 |
2-180 |
2.1% |
0-083 |
0.2% |
48% |
False |
False |
116,557 |
| 60 |
120-250 |
117-260 |
2-310 |
2.5% |
0-056 |
0.1% |
55% |
False |
False |
77,774 |
| 80 |
120-250 |
117-260 |
2-310 |
2.5% |
0-042 |
0.1% |
55% |
False |
False |
58,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-168 |
|
2.618 |
120-273 |
|
1.618 |
120-141 |
|
1.000 |
120-059 |
|
0.618 |
120-009 |
|
HIGH |
119-247 |
|
0.618 |
119-197 |
|
0.500 |
119-181 |
|
0.382 |
119-165 |
|
LOW |
119-115 |
|
0.618 |
119-033 |
|
1.000 |
118-303 |
|
1.618 |
118-221 |
|
2.618 |
118-089 |
|
4.250 |
117-194 |
|
|
| Fisher Pivots for day following 31-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-181 |
119-210 |
| PP |
119-167 |
119-187 |
| S1 |
119-154 |
119-163 |
|