ECBOT 5 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 21-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
118-310 |
119-087 |
0-097 |
0.3% |
118-187 |
High |
118-310 |
119-087 |
0-097 |
0.3% |
119-087 |
Low |
118-310 |
119-087 |
0-097 |
0.3% |
118-155 |
Close |
118-310 |
119-087 |
0-097 |
0.3% |
119-087 |
Range |
|
|
|
|
|
ATR |
0-074 |
0-076 |
0-002 |
2.2% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-087 |
119-087 |
119-087 |
|
R3 |
119-087 |
119-087 |
119-087 |
|
R2 |
119-087 |
119-087 |
119-087 |
|
R1 |
119-087 |
119-087 |
119-087 |
119-087 |
PP |
119-087 |
119-087 |
119-087 |
119-087 |
S1 |
119-087 |
119-087 |
119-087 |
119-087 |
S2 |
119-087 |
119-087 |
119-087 |
|
S3 |
119-087 |
119-087 |
119-087 |
|
S4 |
119-087 |
119-087 |
119-087 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-121 |
121-037 |
119-226 |
|
R3 |
120-188 |
120-104 |
119-157 |
|
R2 |
119-256 |
119-256 |
119-134 |
|
R1 |
119-172 |
119-172 |
119-111 |
119-214 |
PP |
119-003 |
119-003 |
119-003 |
119-024 |
S1 |
118-239 |
118-239 |
119-064 |
118-281 |
S2 |
118-071 |
118-071 |
119-041 |
|
S3 |
117-138 |
117-307 |
119-018 |
|
S4 |
116-206 |
117-054 |
118-269 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
119-087 |
118-155 |
0-252 |
0.7% |
0-000 |
0.0% |
100% |
True |
False |
|
10 |
119-087 |
118-060 |
1-027 |
0.9% |
0-000 |
0.0% |
100% |
True |
False |
|
20 |
119-087 |
118-018 |
1-070 |
1.0% |
0-000 |
0.0% |
100% |
True |
False |
|
40 |
119-118 |
118-007 |
1-110 |
1.1% |
0-000 |
0.0% |
93% |
False |
False |
|
60 |
119-118 |
117-260 |
1-178 |
1.3% |
0-000 |
0.0% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-087 |
2.618 |
119-087 |
1.618 |
119-087 |
1.000 |
119-087 |
0.618 |
119-087 |
HIGH |
119-087 |
0.618 |
119-087 |
0.500 |
119-087 |
0.382 |
119-087 |
LOW |
119-087 |
0.618 |
119-087 |
1.000 |
119-087 |
1.618 |
119-087 |
2.618 |
119-087 |
4.250 |
119-087 |
|
|
Fisher Pivots for day following 21-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
119-087 |
119-069 |
PP |
119-087 |
119-050 |
S1 |
119-087 |
119-031 |
|