ECBOT 5 Year T-Note Future March 2016
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 |
119-122 |
119-185 |
0-062 |
0.2% |
119-030 |
High |
119-122 |
119-273 |
0-150 |
0.4% |
119-173 |
Low |
119-122 |
119-185 |
0-062 |
0.2% |
119-030 |
Close |
119-122 |
119-273 |
0-150 |
0.4% |
119-122 |
Range |
0-000 |
0-088 |
0-088 |
|
0-142 |
ATR |
0-069 |
0-075 |
0-006 |
8.4% |
0-000 |
Volume |
0 |
1 |
1 |
|
0 |
|
Daily Pivots for day following 28-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-186 |
120-157 |
120-001 |
|
R3 |
120-098 |
120-069 |
119-297 |
|
R2 |
120-011 |
120-011 |
119-289 |
|
R1 |
119-302 |
119-302 |
119-281 |
119-316 |
PP |
119-243 |
119-243 |
119-243 |
119-251 |
S1 |
119-214 |
119-214 |
119-264 |
119-229 |
S2 |
119-156 |
119-156 |
119-256 |
|
S3 |
119-068 |
119-127 |
119-248 |
|
S4 |
118-301 |
119-039 |
119-224 |
|
|
Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-216 |
120-152 |
119-201 |
|
R3 |
120-073 |
120-009 |
119-162 |
|
R2 |
119-251 |
119-251 |
119-149 |
|
R1 |
119-187 |
119-187 |
119-136 |
119-219 |
PP |
119-108 |
119-108 |
119-108 |
119-124 |
S1 |
119-044 |
119-044 |
119-109 |
119-076 |
S2 |
118-286 |
118-286 |
119-096 |
|
S3 |
118-143 |
118-222 |
119-083 |
|
S4 |
118-001 |
118-079 |
119-044 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
119-273 |
119-122 |
0-150 |
0.4% |
0-018 |
0.0% |
100% |
True |
False |
|
10 |
119-273 |
118-158 |
1-115 |
1.1% |
0-009 |
0.0% |
100% |
True |
False |
|
20 |
119-273 |
118-158 |
1-115 |
1.1% |
0-004 |
0.0% |
100% |
True |
False |
|
40 |
119-273 |
118-018 |
1-255 |
1.5% |
0-002 |
0.0% |
100% |
True |
False |
|
60 |
119-273 |
118-018 |
1-255 |
1.5% |
0-001 |
0.0% |
100% |
True |
False |
|
80 |
119-273 |
117-260 |
2-013 |
1.7% |
0-001 |
0.0% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-004 |
2.618 |
120-182 |
1.618 |
120-094 |
1.000 |
120-040 |
0.618 |
120-007 |
HIGH |
119-273 |
0.618 |
119-239 |
0.500 |
119-229 |
0.382 |
119-218 |
LOW |
119-185 |
0.618 |
119-131 |
1.000 |
119-097 |
1.618 |
119-043 |
2.618 |
118-276 |
4.250 |
118-133 |
|
|
Fisher Pivots for day following 28-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
119-258 |
119-248 |
PP |
119-243 |
119-223 |
S1 |
119-229 |
119-198 |
|