ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 25-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2015 |
25-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
120-020 |
120-005 |
-0-015 |
0.0% |
120-020 |
| High |
120-132 |
120-032 |
-0-100 |
-0.3% |
120-132 |
| Low |
120-002 |
119-242 |
-0-080 |
-0.2% |
119-242 |
| Close |
120-067 |
120-017 |
-0-050 |
-0.1% |
120-017 |
| Range |
0-130 |
0-110 |
-0-020 |
-15.4% |
0-210 |
| ATR |
0-125 |
0-126 |
0-001 |
1.2% |
0-000 |
| Volume |
604,759 |
635,815 |
31,056 |
5.1% |
2,641,925 |
|
| Daily Pivots for day following 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-000 |
120-279 |
120-078 |
|
| R3 |
120-210 |
120-169 |
120-047 |
|
| R2 |
120-100 |
120-100 |
120-037 |
|
| R1 |
120-059 |
120-059 |
120-027 |
120-080 |
| PP |
119-310 |
119-310 |
119-310 |
120-001 |
| S1 |
119-269 |
119-269 |
120-007 |
119-290 |
| S2 |
119-200 |
119-200 |
119-317 |
|
| S3 |
119-090 |
119-159 |
119-307 |
|
| S4 |
118-300 |
119-049 |
119-276 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-014 |
121-225 |
120-132 |
|
| R3 |
121-124 |
121-015 |
120-075 |
|
| R2 |
120-234 |
120-234 |
120-056 |
|
| R1 |
120-125 |
120-125 |
120-036 |
120-074 |
| PP |
120-024 |
120-024 |
120-024 |
119-318 |
| S1 |
119-235 |
119-235 |
119-318 |
119-184 |
| S2 |
119-134 |
119-134 |
119-298 |
|
| S3 |
118-244 |
119-025 |
119-279 |
|
| S4 |
118-034 |
118-135 |
119-222 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-132 |
119-242 |
0-210 |
0.5% |
0-113 |
0.3% |
45% |
False |
True |
528,385 |
| 10 |
120-132 |
119-047 |
1-085 |
1.1% |
0-128 |
0.3% |
72% |
False |
False |
583,601 |
| 20 |
120-132 |
119-047 |
1-085 |
1.1% |
0-120 |
0.3% |
72% |
False |
False |
603,756 |
| 40 |
120-250 |
118-200 |
2-050 |
1.8% |
0-124 |
0.3% |
66% |
False |
False |
382,714 |
| 60 |
120-250 |
118-070 |
2-180 |
2.1% |
0-091 |
0.2% |
72% |
False |
False |
255,206 |
| 80 |
120-250 |
117-260 |
2-310 |
2.5% |
0-068 |
0.2% |
75% |
False |
False |
191,457 |
| 100 |
120-250 |
117-260 |
2-310 |
2.5% |
0-055 |
0.1% |
75% |
False |
False |
153,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-180 |
|
2.618 |
121-000 |
|
1.618 |
120-210 |
|
1.000 |
120-142 |
|
0.618 |
120-100 |
|
HIGH |
120-032 |
|
0.618 |
119-310 |
|
0.500 |
119-297 |
|
0.382 |
119-284 |
|
LOW |
119-242 |
|
0.618 |
119-174 |
|
1.000 |
119-132 |
|
1.618 |
119-064 |
|
2.618 |
118-274 |
|
4.250 |
118-094 |
|
|
| Fisher Pivots for day following 25-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-004 |
120-027 |
| PP |
119-310 |
120-024 |
| S1 |
119-297 |
120-020 |
|