ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 18-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
119-075 |
119-275 |
0-200 |
0.5% |
119-222 |
| High |
119-300 |
120-055 |
0-075 |
0.2% |
120-055 |
| Low |
119-062 |
119-272 |
0-210 |
0.6% |
119-047 |
| Close |
119-260 |
120-035 |
0-095 |
0.2% |
120-035 |
| Range |
0-238 |
0-103 |
-0-135 |
-56.7% |
1-008 |
| ATR |
0-128 |
0-127 |
-0-001 |
-0.7% |
0-000 |
| Volume |
850,506 |
657,183 |
-193,323 |
-22.7% |
3,194,093 |
|
| Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-003 |
120-282 |
120-092 |
|
| R3 |
120-220 |
120-179 |
120-063 |
|
| R2 |
120-117 |
120-117 |
120-054 |
|
| R1 |
120-076 |
120-076 |
120-044 |
120-096 |
| PP |
120-014 |
120-014 |
120-014 |
120-024 |
| S1 |
119-293 |
119-293 |
120-026 |
119-314 |
| S2 |
119-231 |
119-231 |
120-016 |
|
| S3 |
119-128 |
119-190 |
120-007 |
|
| S4 |
119-025 |
119-087 |
119-298 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-283 |
122-167 |
120-215 |
|
| R3 |
121-275 |
121-159 |
120-125 |
|
| R2 |
120-267 |
120-267 |
120-095 |
|
| R1 |
120-151 |
120-151 |
120-065 |
120-209 |
| PP |
119-259 |
119-259 |
119-259 |
119-288 |
| S1 |
119-143 |
119-143 |
120-005 |
119-201 |
| S2 |
118-251 |
118-251 |
119-295 |
|
| S3 |
117-243 |
118-135 |
119-265 |
|
| S4 |
116-235 |
117-127 |
119-175 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-055 |
119-047 |
1-008 |
0.9% |
0-142 |
0.4% |
94% |
True |
False |
638,818 |
| 10 |
120-055 |
119-047 |
1-008 |
0.9% |
0-128 |
0.3% |
94% |
True |
False |
602,941 |
| 20 |
120-250 |
119-047 |
1-203 |
1.4% |
0-132 |
0.3% |
59% |
False |
False |
628,124 |
| 40 |
120-250 |
118-200 |
2-050 |
1.8% |
0-116 |
0.3% |
69% |
False |
False |
316,700 |
| 60 |
120-250 |
118-010 |
2-240 |
2.3% |
0-082 |
0.2% |
76% |
False |
False |
211,191 |
| 80 |
120-250 |
117-260 |
2-310 |
2.5% |
0-061 |
0.2% |
77% |
False |
False |
158,446 |
| 100 |
120-250 |
117-260 |
2-310 |
2.5% |
0-049 |
0.1% |
77% |
False |
False |
126,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-173 |
|
2.618 |
121-005 |
|
1.618 |
120-222 |
|
1.000 |
120-158 |
|
0.618 |
120-119 |
|
HIGH |
120-055 |
|
0.618 |
120-016 |
|
0.500 |
120-004 |
|
0.382 |
119-311 |
|
LOW |
119-272 |
|
0.618 |
119-208 |
|
1.000 |
119-169 |
|
1.618 |
119-105 |
|
2.618 |
119-002 |
|
4.250 |
118-154 |
|
|
| Fisher Pivots for day following 18-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-024 |
119-308 |
| PP |
120-014 |
119-261 |
| S1 |
120-004 |
119-214 |
|