ECBOT 5 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 03-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2015 |
03-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
118-260 |
118-318 |
0-058 |
0.2% |
119-218 |
High |
118-260 |
118-318 |
0-058 |
0.2% |
119-218 |
Low |
118-260 |
118-318 |
0-058 |
0.2% |
118-273 |
Close |
118-260 |
118-318 |
0-058 |
0.2% |
118-273 |
Range |
|
|
|
|
|
ATR |
0-071 |
0-070 |
-0-001 |
-1.3% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-318 |
118-318 |
118-318 |
|
R3 |
118-318 |
118-318 |
118-318 |
|
R2 |
118-318 |
118-318 |
118-318 |
|
R1 |
118-318 |
118-318 |
118-318 |
118-318 |
PP |
118-318 |
118-318 |
118-318 |
118-318 |
S1 |
118-318 |
118-318 |
118-318 |
118-318 |
S2 |
118-318 |
118-318 |
118-318 |
|
S3 |
118-318 |
118-318 |
118-318 |
|
S4 |
118-318 |
118-318 |
118-318 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-196 |
121-019 |
119-098 |
|
R3 |
120-251 |
120-074 |
119-025 |
|
R2 |
119-306 |
119-306 |
119-001 |
|
R1 |
119-129 |
119-129 |
118-297 |
119-085 |
PP |
119-041 |
119-041 |
119-041 |
119-019 |
S1 |
118-184 |
118-184 |
118-248 |
118-140 |
S2 |
118-096 |
118-096 |
118-224 |
|
S3 |
117-151 |
117-239 |
118-200 |
|
S4 |
116-206 |
116-294 |
118-127 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118-318 |
118-233 |
0-085 |
0.2% |
0-000 |
0.0% |
100% |
True |
False |
|
10 |
119-218 |
118-233 |
0-305 |
0.8% |
0-000 |
0.0% |
28% |
False |
False |
|
20 |
119-218 |
118-060 |
1-158 |
1.3% |
0-000 |
0.0% |
54% |
False |
False |
|
40 |
119-218 |
118-018 |
1-200 |
1.4% |
0-000 |
0.0% |
58% |
False |
False |
|
60 |
119-218 |
118-007 |
1-210 |
1.4% |
0-000 |
0.0% |
58% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-318 |
2.618 |
118-318 |
1.618 |
118-318 |
1.000 |
118-318 |
0.618 |
118-318 |
HIGH |
118-318 |
0.618 |
118-318 |
0.500 |
118-318 |
0.382 |
118-318 |
LOW |
118-318 |
0.618 |
118-318 |
1.000 |
118-318 |
1.618 |
118-318 |
2.618 |
118-318 |
4.250 |
118-318 |
|
|
Fisher Pivots for day following 03-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
118-318 |
118-308 |
PP |
118-318 |
118-298 |
S1 |
118-318 |
118-289 |
|