ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 09-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
119-265 |
119-185 |
-0-080 |
-0.2% |
119-152 |
| High |
119-267 |
119-205 |
-0-062 |
-0.2% |
120-040 |
| Low |
119-165 |
119-090 |
-0-075 |
-0.2% |
119-115 |
| Close |
119-177 |
119-195 |
0-018 |
0.0% |
119-262 |
| Range |
0-102 |
0-115 |
0-013 |
12.7% |
0-245 |
| ATR |
0-124 |
0-123 |
-0-001 |
-0.5% |
0-000 |
| Volume |
470,219 |
678,063 |
207,844 |
44.2% |
3,416,384 |
|
| Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-188 |
120-147 |
119-258 |
|
| R3 |
120-073 |
120-032 |
119-227 |
|
| R2 |
119-278 |
119-278 |
119-216 |
|
| R1 |
119-237 |
119-237 |
119-206 |
119-258 |
| PP |
119-163 |
119-163 |
119-163 |
119-174 |
| S1 |
119-122 |
119-122 |
119-184 |
119-142 |
| S2 |
119-048 |
119-048 |
119-174 |
|
| S3 |
118-253 |
119-007 |
119-163 |
|
| S4 |
118-138 |
118-212 |
119-132 |
|
|
| 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 |
119-090 |
0-270 |
0.7% |
0-115 |
0.3% |
39% |
False |
True |
625,897 |
| 10 |
120-090 |
119-090 |
1-000 |
0.8% |
0-126 |
0.3% |
33% |
False |
True |
793,767 |
| 20 |
120-250 |
119-000 |
1-250 |
1.5% |
0-129 |
0.3% |
34% |
False |
False |
425,280 |
| 40 |
120-250 |
118-070 |
2-180 |
2.1% |
0-099 |
0.3% |
54% |
False |
False |
213,291 |
| 60 |
120-250 |
118-010 |
2-240 |
2.3% |
0-067 |
0.2% |
57% |
False |
False |
142,268 |
| 80 |
120-250 |
117-260 |
2-310 |
2.5% |
0-050 |
0.1% |
61% |
False |
False |
106,753 |
| 100 |
120-250 |
117-260 |
2-310 |
2.5% |
0-040 |
0.1% |
61% |
False |
False |
85,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-054 |
|
2.618 |
120-186 |
|
1.618 |
120-071 |
|
1.000 |
120-000 |
|
0.618 |
119-276 |
|
HIGH |
119-205 |
|
0.618 |
119-161 |
|
0.500 |
119-148 |
|
0.382 |
119-134 |
|
LOW |
119-090 |
|
0.618 |
119-019 |
|
1.000 |
118-295 |
|
1.618 |
118-224 |
|
2.618 |
118-109 |
|
4.250 |
117-241 |
|
|
| Fisher Pivots for day following 09-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-179 |
119-225 |
| PP |
119-163 |
119-215 |
| S1 |
119-148 |
119-205 |
|