ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 01-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2015 |
01-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
119-152 |
119-135 |
-0-017 |
0.0% |
120-030 |
| High |
119-247 |
119-232 |
-0-015 |
0.0% |
120-250 |
| Low |
119-115 |
119-122 |
0-007 |
0.0% |
119-170 |
| Close |
119-140 |
119-197 |
0-057 |
0.1% |
119-180 |
| Range |
0-132 |
0-110 |
-0-022 |
-16.7% |
1-080 |
| ATR |
0-127 |
0-126 |
-0-001 |
-1.0% |
0-000 |
| Volume |
693,780 |
741,397 |
47,617 |
6.9% |
3,823,202 |
|
| Daily Pivots for day following 01-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-194 |
120-145 |
119-258 |
|
| R3 |
120-084 |
120-035 |
119-227 |
|
| R2 |
119-294 |
119-294 |
119-217 |
|
| R1 |
119-245 |
119-245 |
119-207 |
119-270 |
| PP |
119-184 |
119-184 |
119-184 |
119-196 |
| S1 |
119-135 |
119-135 |
119-187 |
119-160 |
| S2 |
119-074 |
119-074 |
119-177 |
|
| S3 |
118-284 |
119-025 |
119-167 |
|
| S4 |
118-174 |
118-235 |
119-136 |
|
|
| 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 |
120-090 |
119-115 |
0-295 |
0.8% |
0-136 |
0.4% |
28% |
False |
False |
961,637 |
| 10 |
120-250 |
119-010 |
1-240 |
1.5% |
0-146 |
0.4% |
33% |
False |
False |
533,839 |
| 20 |
120-250 |
118-200 |
2-050 |
1.8% |
0-126 |
0.3% |
46% |
False |
False |
269,704 |
| 40 |
120-250 |
118-070 |
2-180 |
2.1% |
0-086 |
0.2% |
55% |
False |
False |
135,087 |
| 60 |
120-250 |
117-260 |
2-310 |
2.5% |
0-057 |
0.1% |
61% |
False |
False |
90,127 |
| 80 |
120-250 |
117-260 |
2-310 |
2.5% |
0-043 |
0.1% |
61% |
False |
False |
67,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-060 |
|
2.618 |
120-200 |
|
1.618 |
120-090 |
|
1.000 |
120-022 |
|
0.618 |
119-300 |
|
HIGH |
119-232 |
|
0.618 |
119-190 |
|
0.500 |
119-177 |
|
0.382 |
119-164 |
|
LOW |
119-122 |
|
0.618 |
119-054 |
|
1.000 |
119-012 |
|
1.618 |
118-264 |
|
2.618 |
118-154 |
|
4.250 |
117-294 |
|
|
| Fisher Pivots for day following 01-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-190 |
119-210 |
| PP |
119-184 |
119-206 |
| S1 |
119-177 |
119-201 |
|