ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 03-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2015 |
03-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
119-220 |
119-182 |
-0-038 |
-0.1% |
120-030 |
| High |
119-245 |
119-260 |
0-015 |
0.0% |
120-250 |
| Low |
119-152 |
119-170 |
0-018 |
0.0% |
119-170 |
| Close |
119-167 |
119-225 |
0-058 |
0.2% |
119-180 |
| Range |
0-093 |
0-090 |
-0-003 |
-3.2% |
1-080 |
| ATR |
0-124 |
0-121 |
-0-002 |
-1.8% |
0-000 |
| Volume |
635,359 |
601,578 |
-33,781 |
-5.3% |
3,823,202 |
|
| Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-168 |
120-127 |
119-274 |
|
| R3 |
120-078 |
120-037 |
119-250 |
|
| R2 |
119-308 |
119-308 |
119-242 |
|
| R1 |
119-267 |
119-267 |
119-233 |
119-288 |
| PP |
119-218 |
119-218 |
119-218 |
119-229 |
| S1 |
119-177 |
119-177 |
119-217 |
119-198 |
| S2 |
119-128 |
119-128 |
119-208 |
|
| S3 |
119-038 |
119-087 |
119-200 |
|
| S4 |
118-268 |
118-317 |
119-176 |
|
|
| 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% |
0-112 |
0.3% |
58% |
False |
False |
680,759 |
| 10 |
120-250 |
119-115 |
1-135 |
1.2% |
0-136 |
0.4% |
24% |
False |
False |
653,306 |
| 20 |
120-250 |
118-270 |
1-300 |
1.6% |
0-127 |
0.3% |
44% |
False |
False |
330,943 |
| 40 |
120-250 |
118-070 |
2-180 |
2.1% |
0-091 |
0.2% |
58% |
False |
False |
166,000 |
| 60 |
120-250 |
118-010 |
2-240 |
2.3% |
0-060 |
0.2% |
61% |
False |
False |
110,736 |
| 80 |
120-250 |
117-260 |
2-310 |
2.5% |
0-045 |
0.1% |
64% |
False |
False |
83,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-002 |
|
2.618 |
120-176 |
|
1.618 |
120-086 |
|
1.000 |
120-030 |
|
0.618 |
119-316 |
|
HIGH |
119-260 |
|
0.618 |
119-226 |
|
0.500 |
119-215 |
|
0.382 |
119-204 |
|
LOW |
119-170 |
|
0.618 |
119-114 |
|
1.000 |
119-080 |
|
1.618 |
119-024 |
|
2.618 |
118-254 |
|
4.250 |
118-108 |
|
|
| Fisher Pivots for day following 03-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-222 |
119-214 |
| PP |
119-218 |
119-202 |
| S1 |
119-215 |
119-191 |
|