ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 10-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2015 |
10-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
119-185 |
119-177 |
-0-008 |
0.0% |
119-152 |
| High |
119-205 |
119-215 |
0-010 |
0.0% |
120-040 |
| Low |
119-090 |
119-130 |
0-040 |
0.1% |
119-115 |
| Close |
119-195 |
119-157 |
-0-038 |
-0.1% |
119-262 |
| Range |
0-115 |
0-085 |
-0-030 |
-26.1% |
0-245 |
| ATR |
0-123 |
0-120 |
-0-003 |
-2.2% |
0-000 |
| Volume |
678,063 |
553,384 |
-124,679 |
-18.4% |
3,416,384 |
|
| Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-102 |
120-055 |
119-204 |
|
| R3 |
120-017 |
119-290 |
119-180 |
|
| R2 |
119-252 |
119-252 |
119-173 |
|
| R1 |
119-205 |
119-205 |
119-165 |
119-186 |
| PP |
119-167 |
119-167 |
119-167 |
119-158 |
| S1 |
119-120 |
119-120 |
119-149 |
119-101 |
| S2 |
119-082 |
119-082 |
119-141 |
|
| S3 |
118-317 |
119-035 |
119-134 |
|
| S4 |
118-232 |
118-270 |
119-110 |
|
|
| 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% |
0-113 |
0.3% |
25% |
False |
False |
609,502 |
| 10 |
120-040 |
119-090 |
0-270 |
0.7% |
0-116 |
0.3% |
25% |
False |
False |
717,407 |
| 20 |
120-250 |
119-000 |
1-250 |
1.5% |
0-125 |
0.3% |
28% |
False |
False |
452,591 |
| 40 |
120-250 |
118-070 |
2-180 |
2.1% |
0-101 |
0.3% |
50% |
False |
False |
227,125 |
| 60 |
120-250 |
118-010 |
2-240 |
2.3% |
0-068 |
0.2% |
53% |
False |
False |
151,488 |
| 80 |
120-250 |
117-260 |
2-310 |
2.5% |
0-051 |
0.1% |
57% |
False |
False |
113,668 |
| 100 |
120-250 |
117-260 |
2-310 |
2.5% |
0-041 |
0.1% |
57% |
False |
False |
90,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-256 |
|
2.618 |
120-118 |
|
1.618 |
120-033 |
|
1.000 |
119-300 |
|
0.618 |
119-268 |
|
HIGH |
119-215 |
|
0.618 |
119-183 |
|
0.500 |
119-172 |
|
0.382 |
119-162 |
|
LOW |
119-130 |
|
0.618 |
119-077 |
|
1.000 |
119-045 |
|
1.618 |
118-312 |
|
2.618 |
118-227 |
|
4.250 |
118-089 |
|
|
| Fisher Pivots for day following 10-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-172 |
119-178 |
| PP |
119-167 |
119-171 |
| S1 |
119-162 |
119-164 |
|