ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 02-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2015 |
02-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
119-135 |
119-220 |
0-085 |
0.2% |
120-030 |
| High |
119-232 |
119-245 |
0-013 |
0.0% |
120-250 |
| Low |
119-122 |
119-152 |
0-030 |
0.1% |
119-170 |
| Close |
119-197 |
119-167 |
-0-030 |
-0.1% |
119-180 |
| Range |
0-110 |
0-093 |
-0-017 |
-15.5% |
1-080 |
| ATR |
0-126 |
0-124 |
-0-002 |
-1.9% |
0-000 |
| Volume |
741,397 |
635,359 |
-106,038 |
-14.3% |
3,823,202 |
|
| Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-147 |
120-090 |
119-218 |
|
| R3 |
120-054 |
119-317 |
119-193 |
|
| R2 |
119-281 |
119-281 |
119-184 |
|
| R1 |
119-224 |
119-224 |
119-176 |
119-206 |
| PP |
119-188 |
119-188 |
119-188 |
119-179 |
| S1 |
119-131 |
119-131 |
119-158 |
119-113 |
| S2 |
119-095 |
119-095 |
119-150 |
|
| S3 |
119-002 |
119-038 |
119-141 |
|
| S4 |
118-229 |
118-265 |
119-116 |
|
|
| 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 |
119-305 |
119-115 |
0-190 |
0.5% |
0-118 |
0.3% |
27% |
False |
False |
825,311 |
| 10 |
120-250 |
119-115 |
1-135 |
1.2% |
0-134 |
0.4% |
11% |
False |
False |
596,280 |
| 20 |
120-250 |
118-240 |
2-010 |
1.7% |
0-126 |
0.3% |
38% |
False |
False |
301,002 |
| 40 |
120-250 |
118-070 |
2-180 |
2.1% |
0-088 |
0.2% |
51% |
False |
False |
150,965 |
| 60 |
120-250 |
117-260 |
2-310 |
2.5% |
0-059 |
0.2% |
58% |
False |
False |
100,713 |
| 80 |
120-250 |
117-260 |
2-310 |
2.5% |
0-044 |
0.1% |
58% |
False |
False |
75,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-000 |
|
2.618 |
120-168 |
|
1.618 |
120-075 |
|
1.000 |
120-018 |
|
0.618 |
119-302 |
|
HIGH |
119-245 |
|
0.618 |
119-209 |
|
0.500 |
119-198 |
|
0.382 |
119-188 |
|
LOW |
119-152 |
|
0.618 |
119-095 |
|
1.000 |
119-059 |
|
1.618 |
119-002 |
|
2.618 |
118-229 |
|
4.250 |
118-077 |
|
|
| Fisher Pivots for day following 02-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-198 |
119-181 |
| PP |
119-188 |
119-176 |
| S1 |
119-178 |
119-172 |
|