ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 28-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2015 |
28-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
120-005 |
120-022 |
0-017 |
0.0% |
120-020 |
| High |
120-032 |
120-110 |
0-078 |
0.2% |
120-132 |
| Low |
119-242 |
120-010 |
0-088 |
0.2% |
119-242 |
| Close |
120-017 |
120-107 |
0-090 |
0.2% |
120-017 |
| Range |
0-110 |
0-100 |
-0-010 |
-9.1% |
0-210 |
| ATR |
0-126 |
0-124 |
-0-002 |
-1.5% |
0-000 |
| Volume |
635,815 |
501,279 |
-134,536 |
-21.2% |
2,641,925 |
|
| Daily Pivots for day following 28-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-056 |
121-021 |
120-162 |
|
| R3 |
120-276 |
120-241 |
120-134 |
|
| R2 |
120-176 |
120-176 |
120-125 |
|
| R1 |
120-141 |
120-141 |
120-116 |
120-158 |
| PP |
120-076 |
120-076 |
120-076 |
120-084 |
| S1 |
120-041 |
120-041 |
120-098 |
120-058 |
| S2 |
119-296 |
119-296 |
120-089 |
|
| S3 |
119-196 |
119-261 |
120-080 |
|
| S4 |
119-096 |
119-161 |
120-052 |
|
|
| 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% |
0-114 |
0.3% |
88% |
False |
False |
540,952 |
| 10 |
120-132 |
119-047 |
1-085 |
1.1% |
0-132 |
0.3% |
94% |
False |
False |
597,956 |
| 20 |
120-132 |
119-047 |
1-085 |
1.1% |
0-119 |
0.3% |
94% |
False |
False |
592,236 |
| 40 |
120-250 |
118-200 |
2-050 |
1.8% |
0-122 |
0.3% |
79% |
False |
False |
395,223 |
| 60 |
120-250 |
118-070 |
2-180 |
2.1% |
0-093 |
0.2% |
83% |
False |
False |
263,557 |
| 80 |
120-250 |
117-260 |
2-310 |
2.5% |
0-070 |
0.2% |
85% |
False |
False |
197,720 |
| 100 |
120-250 |
117-260 |
2-310 |
2.5% |
0-056 |
0.1% |
85% |
False |
False |
158,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-215 |
|
2.618 |
121-052 |
|
1.618 |
120-272 |
|
1.000 |
120-210 |
|
0.618 |
120-172 |
|
HIGH |
120-110 |
|
0.618 |
120-072 |
|
0.500 |
120-060 |
|
0.382 |
120-048 |
|
LOW |
120-010 |
|
0.618 |
119-268 |
|
1.000 |
119-230 |
|
1.618 |
119-168 |
|
2.618 |
119-068 |
|
4.250 |
118-225 |
|
|
| Fisher Pivots for day following 28-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-091 |
120-080 |
| PP |
120-076 |
120-054 |
| S1 |
120-060 |
120-027 |
|