ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 16-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2015 |
16-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
119-235 |
119-070 |
-0-165 |
-0.4% |
119-265 |
| High |
119-272 |
119-137 |
-0-135 |
-0.4% |
119-267 |
| Low |
119-047 |
119-052 |
0-005 |
0.0% |
119-090 |
| Close |
119-080 |
119-065 |
-0-015 |
0.0% |
119-232 |
| Range |
0-225 |
0-085 |
-0-140 |
-62.2% |
0-177 |
| ATR |
0-122 |
0-120 |
-0-003 |
-2.2% |
0-000 |
| Volume |
705,451 |
623,221 |
-82,230 |
-11.7% |
2,091,056 |
|
| Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-020 |
119-287 |
119-112 |
|
| R3 |
119-255 |
119-202 |
119-088 |
|
| R2 |
119-170 |
119-170 |
119-081 |
|
| R1 |
119-117 |
119-117 |
119-073 |
119-101 |
| PP |
119-085 |
119-085 |
119-085 |
119-076 |
| S1 |
119-032 |
119-032 |
119-057 |
119-016 |
| S2 |
119-000 |
119-000 |
119-049 |
|
| S3 |
118-235 |
118-267 |
119-042 |
|
| S4 |
118-150 |
118-182 |
119-018 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-087 |
121-017 |
120-009 |
|
| R3 |
120-230 |
120-160 |
119-281 |
|
| R2 |
120-053 |
120-053 |
119-264 |
|
| R1 |
119-303 |
119-303 |
119-248 |
119-250 |
| PP |
119-196 |
119-196 |
119-196 |
119-170 |
| S1 |
119-126 |
119-126 |
119-216 |
119-072 |
| S2 |
119-019 |
119-019 |
119-200 |
|
| S3 |
118-162 |
118-269 |
119-183 |
|
| S4 |
117-305 |
118-092 |
119-135 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-272 |
119-047 |
0-225 |
0.6% |
0-110 |
0.3% |
8% |
False |
False |
525,835 |
| 10 |
120-040 |
119-047 |
0-313 |
0.8% |
0-112 |
0.3% |
6% |
False |
False |
575,866 |
| 20 |
120-250 |
119-010 |
1-240 |
1.5% |
0-129 |
0.3% |
10% |
False |
False |
554,853 |
| 40 |
120-250 |
118-170 |
2-080 |
1.9% |
0-108 |
0.3% |
30% |
False |
False |
279,013 |
| 60 |
120-250 |
118-010 |
2-240 |
2.3% |
0-076 |
0.2% |
43% |
False |
False |
186,070 |
| 80 |
120-250 |
117-260 |
2-310 |
2.5% |
0-057 |
0.1% |
47% |
False |
False |
139,605 |
| 100 |
120-250 |
117-260 |
2-310 |
2.5% |
0-046 |
0.1% |
47% |
False |
False |
111,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-178 |
|
2.618 |
120-040 |
|
1.618 |
119-275 |
|
1.000 |
119-222 |
|
0.618 |
119-190 |
|
HIGH |
119-137 |
|
0.618 |
119-105 |
|
0.500 |
119-094 |
|
0.382 |
119-084 |
|
LOW |
119-052 |
|
0.618 |
118-319 |
|
1.000 |
118-287 |
|
1.618 |
118-234 |
|
2.618 |
118-149 |
|
4.250 |
118-011 |
|
|
| Fisher Pivots for day following 16-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-094 |
119-160 |
| PP |
119-085 |
119-128 |
| S1 |
119-075 |
119-096 |
|