ECBOT 5 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 29-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2015 |
29-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
119-185 |
120-025 |
0-160 |
0.4% |
119-030 |
High |
119-273 |
120-025 |
0-072 |
0.2% |
119-173 |
Low |
119-185 |
120-025 |
0-160 |
0.4% |
119-030 |
Close |
119-273 |
120-025 |
0-072 |
0.2% |
119-122 |
Range |
0-088 |
0-000 |
-0-088 |
-100.0% |
0-142 |
ATR |
0-075 |
0-075 |
0-000 |
-0.2% |
0-000 |
Volume |
1 |
0 |
-1 |
-100.0% |
0 |
|
Daily Pivots for day following 29-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-025 |
120-025 |
120-025 |
|
R3 |
120-025 |
120-025 |
120-025 |
|
R2 |
120-025 |
120-025 |
120-025 |
|
R1 |
120-025 |
120-025 |
120-025 |
120-025 |
PP |
120-025 |
120-025 |
120-025 |
120-025 |
S1 |
120-025 |
120-025 |
120-025 |
120-025 |
S2 |
120-025 |
120-025 |
120-025 |
|
S3 |
120-025 |
120-025 |
120-025 |
|
S4 |
120-025 |
120-025 |
120-025 |
|
|
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 |
120-025 |
119-122 |
0-222 |
0.6% |
0-018 |
0.0% |
100% |
True |
False |
|
10 |
120-025 |
118-158 |
1-187 |
1.3% |
0-009 |
0.0% |
100% |
True |
False |
|
20 |
120-025 |
118-158 |
1-187 |
1.3% |
0-004 |
0.0% |
100% |
True |
False |
|
40 |
120-025 |
118-018 |
2-007 |
1.7% |
0-002 |
0.0% |
100% |
True |
False |
|
60 |
120-025 |
118-018 |
2-007 |
1.7% |
0-001 |
0.0% |
100% |
True |
False |
|
80 |
120-025 |
117-260 |
2-085 |
1.9% |
0-001 |
0.0% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-025 |
2.618 |
120-025 |
1.618 |
120-025 |
1.000 |
120-025 |
0.618 |
120-025 |
HIGH |
120-025 |
0.618 |
120-025 |
0.500 |
120-025 |
0.382 |
120-025 |
LOW |
120-025 |
0.618 |
120-025 |
1.000 |
120-025 |
1.618 |
120-025 |
2.618 |
120-025 |
4.250 |
120-025 |
|
|
Fisher Pivots for day following 29-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
120-025 |
119-308 |
PP |
120-025 |
119-271 |
S1 |
120-025 |
119-234 |
|