ECBOT 5 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 01-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2015 |
01-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
120-015 |
119-305 |
-0-030 |
-0.1% |
119-030 |
High |
120-015 |
120-022 |
0-007 |
0.0% |
119-173 |
Low |
119-318 |
119-305 |
-0-013 |
0.0% |
119-030 |
Close |
120-015 |
119-305 |
-0-030 |
-0.1% |
119-122 |
Range |
0-018 |
0-038 |
0-020 |
114.3% |
0-142 |
ATR |
0-071 |
0-069 |
-0-002 |
-3.4% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-110 |
120-085 |
120-006 |
|
R3 |
120-073 |
120-047 |
119-315 |
|
R2 |
120-035 |
120-035 |
119-312 |
|
R1 |
120-010 |
120-010 |
119-308 |
120-004 |
PP |
119-317 |
119-317 |
119-317 |
119-314 |
S1 |
119-292 |
119-292 |
119-302 |
119-286 |
S2 |
119-280 |
119-280 |
119-298 |
|
S3 |
119-242 |
119-255 |
119-295 |
|
S4 |
119-205 |
119-217 |
119-284 |
|
|
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% |
0-029 |
0.1% |
82% |
False |
False |
|
10 |
120-025 |
119-030 |
0-315 |
0.8% |
0-014 |
0.0% |
87% |
False |
False |
|
20 |
120-025 |
118-158 |
1-187 |
1.3% |
0-007 |
0.0% |
92% |
False |
False |
|
40 |
120-025 |
118-060 |
1-285 |
1.6% |
0-004 |
0.0% |
93% |
False |
False |
|
60 |
120-025 |
118-018 |
2-007 |
1.7% |
0-002 |
0.0% |
94% |
False |
False |
|
80 |
120-025 |
117-260 |
2-085 |
1.9% |
0-002 |
0.0% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-182 |
2.618 |
120-121 |
1.618 |
120-083 |
1.000 |
120-060 |
0.618 |
120-046 |
HIGH |
120-022 |
0.618 |
120-008 |
0.500 |
120-004 |
0.382 |
119-319 |
LOW |
119-305 |
0.618 |
119-282 |
1.000 |
119-267 |
1.618 |
119-244 |
2.618 |
119-207 |
4.250 |
119-146 |
|
|
Fisher Pivots for day following 01-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
120-004 |
120-005 |
PP |
119-317 |
119-318 |
S1 |
119-311 |
119-312 |
|