ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 01-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2015 |
01-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
119-097 |
119-052 |
-0-045 |
-0.1% |
119-095 |
| High |
119-120 |
119-060 |
-0-060 |
-0.2% |
119-102 |
| Low |
119-017 |
118-252 |
-0-085 |
-0.2% |
118-185 |
| Close |
119-082 |
118-277 |
-0-125 |
-0.3% |
118-207 |
| Range |
0-103 |
0-128 |
0-025 |
24.3% |
0-237 |
| ATR |
0-134 |
0-135 |
0-001 |
0.9% |
0-000 |
| Volume |
812,453 |
603,431 |
-209,022 |
-25.7% |
2,610,387 |
|
| Daily Pivots for day following 01-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-047 |
119-290 |
119-027 |
|
| R3 |
119-239 |
119-162 |
118-312 |
|
| R2 |
119-111 |
119-111 |
118-300 |
|
| R1 |
119-034 |
119-034 |
118-289 |
119-008 |
| PP |
118-303 |
118-303 |
118-303 |
118-290 |
| S1 |
118-226 |
118-226 |
118-265 |
118-200 |
| S2 |
118-175 |
118-175 |
118-254 |
|
| S3 |
118-047 |
118-098 |
118-242 |
|
| S4 |
117-239 |
117-290 |
118-207 |
|
|
| Weekly Pivots for week ending 26-Jun-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-022 |
120-192 |
119-017 |
|
| R3 |
120-105 |
119-275 |
118-272 |
|
| R2 |
119-188 |
119-188 |
118-250 |
|
| R1 |
119-038 |
119-038 |
118-229 |
118-314 |
| PP |
118-271 |
118-271 |
118-271 |
118-250 |
| S1 |
118-121 |
118-121 |
118-185 |
118-078 |
| S2 |
118-034 |
118-034 |
118-164 |
|
| S3 |
117-117 |
117-204 |
118-142 |
|
| S4 |
116-200 |
116-287 |
118-077 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-190 |
118-185 |
1-005 |
0.9% |
0-130 |
0.3% |
28% |
False |
False |
671,338 |
| 10 |
119-190 |
118-185 |
1-005 |
0.9% |
0-123 |
0.3% |
28% |
False |
False |
635,921 |
| 20 |
119-190 |
118-037 |
1-153 |
1.2% |
0-132 |
0.3% |
51% |
False |
False |
664,492 |
| 40 |
119-235 |
118-037 |
1-198 |
1.4% |
0-127 |
0.3% |
46% |
False |
False |
506,466 |
| 60 |
120-080 |
118-037 |
2-043 |
1.8% |
0-097 |
0.3% |
35% |
False |
False |
337,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-284 |
|
2.618 |
120-075 |
|
1.618 |
119-267 |
|
1.000 |
119-188 |
|
0.618 |
119-139 |
|
HIGH |
119-060 |
|
0.618 |
119-011 |
|
0.500 |
118-316 |
|
0.382 |
118-301 |
|
LOW |
118-252 |
|
0.618 |
118-173 |
|
1.000 |
118-124 |
|
1.618 |
118-045 |
|
2.618 |
117-237 |
|
4.250 |
117-028 |
|
|
| Fisher Pivots for day following 01-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-316 |
119-061 |
| PP |
118-303 |
119-026 |
| S1 |
118-290 |
118-312 |
|