ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 08-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2015 |
08-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
119-232 |
119-265 |
0-033 |
0.1% |
119-152 |
| High |
120-040 |
119-267 |
-0-093 |
-0.2% |
120-040 |
| Low |
119-185 |
119-165 |
-0-020 |
-0.1% |
119-115 |
| Close |
119-262 |
119-177 |
-0-085 |
-0.2% |
119-262 |
| Range |
0-175 |
0-102 |
-0-073 |
-41.7% |
0-245 |
| ATR |
0-125 |
0-124 |
-0-002 |
-1.3% |
0-000 |
| Volume |
744,270 |
470,219 |
-274,051 |
-36.8% |
3,416,384 |
|
| Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-189 |
120-125 |
119-233 |
|
| R3 |
120-087 |
120-023 |
119-205 |
|
| R2 |
119-305 |
119-305 |
119-196 |
|
| R1 |
119-241 |
119-241 |
119-186 |
119-222 |
| PP |
119-203 |
119-203 |
119-203 |
119-194 |
| S1 |
119-139 |
119-139 |
119-168 |
119-120 |
| S2 |
119-101 |
119-101 |
119-158 |
|
| S3 |
118-319 |
119-037 |
119-149 |
|
| S4 |
118-217 |
118-255 |
119-121 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-021 |
121-226 |
120-077 |
|
| R3 |
121-096 |
120-301 |
120-009 |
|
| R2 |
120-171 |
120-171 |
119-307 |
|
| R1 |
120-056 |
120-056 |
119-284 |
120-114 |
| PP |
119-246 |
119-246 |
119-246 |
119-274 |
| S1 |
119-131 |
119-131 |
119-240 |
119-188 |
| S2 |
119-001 |
119-001 |
119-217 |
|
| S3 |
118-076 |
118-206 |
119-195 |
|
| S4 |
117-151 |
117-281 |
119-127 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-040 |
119-122 |
0-238 |
0.6% |
0-114 |
0.3% |
23% |
False |
False |
638,564 |
| 10 |
120-120 |
119-115 |
1-005 |
0.8% |
0-131 |
0.3% |
19% |
False |
False |
759,256 |
| 20 |
120-250 |
118-300 |
1-270 |
1.5% |
0-133 |
0.3% |
33% |
False |
False |
391,568 |
| 40 |
120-250 |
118-070 |
2-180 |
2.1% |
0-098 |
0.3% |
52% |
False |
False |
196,351 |
| 60 |
120-250 |
118-010 |
2-240 |
2.3% |
0-065 |
0.2% |
55% |
False |
False |
130,970 |
| 80 |
120-250 |
117-260 |
2-310 |
2.5% |
0-049 |
0.1% |
59% |
False |
False |
98,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-060 |
|
2.618 |
120-214 |
|
1.618 |
120-112 |
|
1.000 |
120-049 |
|
0.618 |
120-010 |
|
HIGH |
119-267 |
|
0.618 |
119-228 |
|
0.500 |
119-216 |
|
0.382 |
119-204 |
|
LOW |
119-165 |
|
0.618 |
119-102 |
|
1.000 |
119-063 |
|
1.618 |
119-000 |
|
2.618 |
118-218 |
|
4.250 |
118-052 |
|
|
| Fisher Pivots for day following 08-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-216 |
119-262 |
| PP |
119-203 |
119-234 |
| S1 |
119-190 |
119-206 |
|