ECBOT 5 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 22-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2015 |
22-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
119-030 |
119-150 |
0-120 |
0.3% |
119-007 |
High |
119-030 |
119-150 |
0-120 |
0.3% |
119-127 |
Low |
119-030 |
119-150 |
0-120 |
0.3% |
118-158 |
Close |
119-030 |
119-150 |
0-120 |
0.3% |
119-127 |
Range |
|
|
|
|
|
ATR |
0-075 |
0-079 |
0-003 |
4.2% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-150 |
119-150 |
119-150 |
|
R3 |
119-150 |
119-150 |
119-150 |
|
R2 |
119-150 |
119-150 |
119-150 |
|
R1 |
119-150 |
119-150 |
119-150 |
119-150 |
PP |
119-150 |
119-150 |
119-150 |
119-150 |
S1 |
119-150 |
119-150 |
119-150 |
119-150 |
S2 |
119-150 |
119-150 |
119-150 |
|
S3 |
119-150 |
119-150 |
119-150 |
|
S4 |
119-150 |
119-150 |
119-150 |
|
|
Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-261 |
121-164 |
119-287 |
|
R3 |
120-291 |
120-194 |
119-207 |
|
R2 |
120-001 |
120-001 |
119-181 |
|
R1 |
119-224 |
119-224 |
119-154 |
119-272 |
PP |
119-031 |
119-031 |
119-031 |
119-055 |
S1 |
118-254 |
118-254 |
119-101 |
118-302 |
S2 |
118-061 |
118-061 |
119-074 |
|
S3 |
117-091 |
117-284 |
119-048 |
|
S4 |
116-121 |
116-314 |
118-288 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
119-150 |
118-158 |
0-313 |
0.8% |
0-000 |
0.0% |
100% |
True |
False |
|
10 |
119-150 |
118-158 |
0-313 |
0.8% |
0-000 |
0.0% |
100% |
True |
False |
|
20 |
119-150 |
118-158 |
0-313 |
0.8% |
0-000 |
0.0% |
100% |
True |
False |
|
40 |
119-218 |
118-018 |
1-200 |
1.4% |
0-000 |
0.0% |
87% |
False |
False |
|
60 |
119-218 |
118-018 |
1-200 |
1.4% |
0-000 |
0.0% |
87% |
False |
False |
|
80 |
119-218 |
117-260 |
1-278 |
1.6% |
0-000 |
0.0% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-150 |
2.618 |
119-150 |
1.618 |
119-150 |
1.000 |
119-150 |
0.618 |
119-150 |
HIGH |
119-150 |
0.618 |
119-150 |
0.500 |
119-150 |
0.382 |
119-150 |
LOW |
119-150 |
0.618 |
119-150 |
1.000 |
119-150 |
1.618 |
119-150 |
2.618 |
119-150 |
4.250 |
119-150 |
|
|
Fisher Pivots for day following 22-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
119-150 |
119-130 |
PP |
119-150 |
119-110 |
S1 |
119-150 |
119-090 |
|