ECBOT 5 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 04-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
118-318 |
119-035 |
0-038 |
0.1% |
118-233 |
High |
118-318 |
119-035 |
0-038 |
0.1% |
119-035 |
Low |
118-318 |
119-035 |
0-038 |
0.1% |
118-233 |
Close |
118-318 |
119-035 |
0-038 |
0.1% |
119-035 |
Range |
|
|
|
|
|
ATR |
0-070 |
0-067 |
-0-002 |
-3.3% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-035 |
119-035 |
119-035 |
|
R3 |
119-035 |
119-035 |
119-035 |
|
R2 |
119-035 |
119-035 |
119-035 |
|
R1 |
119-035 |
119-035 |
119-035 |
119-035 |
PP |
119-035 |
119-035 |
119-035 |
119-035 |
S1 |
119-035 |
119-035 |
119-035 |
119-035 |
S2 |
119-035 |
119-035 |
119-035 |
|
S3 |
119-035 |
119-035 |
119-035 |
|
S4 |
119-035 |
119-035 |
119-035 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-042 |
120-001 |
119-102 |
|
R3 |
119-239 |
119-198 |
119-069 |
|
R2 |
119-117 |
119-117 |
119-057 |
|
R1 |
119-076 |
119-076 |
119-046 |
119-096 |
PP |
118-314 |
118-314 |
118-314 |
119-004 |
S1 |
118-273 |
118-273 |
119-024 |
118-294 |
S2 |
118-192 |
118-192 |
119-013 |
|
S3 |
118-069 |
118-151 |
119-001 |
|
S4 |
117-267 |
118-028 |
118-288 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
119-035 |
118-233 |
0-122 |
0.3% |
0-000 |
0.0% |
100% |
True |
False |
|
10 |
119-218 |
118-233 |
0-305 |
0.8% |
0-000 |
0.0% |
40% |
False |
False |
|
20 |
119-218 |
118-060 |
1-158 |
1.3% |
0-000 |
0.0% |
62% |
False |
False |
|
40 |
119-218 |
118-018 |
1-200 |
1.4% |
0-000 |
0.0% |
65% |
False |
False |
|
60 |
119-218 |
118-007 |
1-210 |
1.4% |
0-000 |
0.0% |
66% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-035 |
2.618 |
119-035 |
1.618 |
119-035 |
1.000 |
119-035 |
0.618 |
119-035 |
HIGH |
119-035 |
0.618 |
119-035 |
0.500 |
119-035 |
0.382 |
119-035 |
LOW |
119-035 |
0.618 |
119-035 |
1.000 |
119-035 |
1.618 |
119-035 |
2.618 |
119-035 |
4.250 |
119-035 |
|
|
Fisher Pivots for day following 04-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
119-035 |
119-019 |
PP |
119-035 |
119-003 |
S1 |
119-035 |
118-308 |
|