ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 06-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2015 |
06-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
118-275 |
119-290 |
1-015 |
0.9% |
119-085 |
| High |
119-097 |
119-300 |
0-203 |
0.5% |
119-190 |
| Low |
118-227 |
119-052 |
0-145 |
0.4% |
118-227 |
| Close |
119-057 |
119-210 |
0-153 |
0.4% |
119-057 |
| Range |
0-190 |
0-248 |
0-058 |
30.5% |
0-283 |
| ATR |
0-139 |
0-147 |
0-008 |
5.6% |
0-000 |
| Volume |
631,216 |
663,288 |
32,072 |
5.1% |
2,929,662 |
|
| Daily Pivots for day following 06-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-291 |
121-179 |
120-026 |
|
| R3 |
121-043 |
120-251 |
119-278 |
|
| R2 |
120-115 |
120-115 |
119-255 |
|
| R1 |
120-003 |
120-003 |
119-233 |
119-255 |
| PP |
119-187 |
119-187 |
119-187 |
119-154 |
| S1 |
119-075 |
119-075 |
119-187 |
119-007 |
| S2 |
118-259 |
118-259 |
119-165 |
|
| S3 |
118-011 |
118-147 |
119-142 |
|
| S4 |
117-083 |
117-219 |
119-074 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-260 |
121-122 |
119-213 |
|
| R3 |
120-297 |
120-159 |
119-135 |
|
| R2 |
120-014 |
120-014 |
119-109 |
|
| R1 |
119-196 |
119-196 |
119-083 |
119-124 |
| PP |
119-051 |
119-051 |
119-051 |
119-015 |
| S1 |
118-233 |
118-233 |
119-031 |
118-160 |
| S2 |
118-088 |
118-088 |
119-005 |
|
| S3 |
117-125 |
117-270 |
118-299 |
|
| S4 |
116-162 |
116-307 |
118-221 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-300 |
118-227 |
1-073 |
1.0% |
0-175 |
0.5% |
77% |
True |
False |
718,590 |
| 10 |
119-300 |
118-185 |
1-115 |
1.1% |
0-139 |
0.4% |
79% |
True |
False |
620,333 |
| 20 |
119-300 |
118-037 |
1-263 |
1.5% |
0-133 |
0.3% |
85% |
True |
False |
635,235 |
| 40 |
119-300 |
118-037 |
1-263 |
1.5% |
0-134 |
0.4% |
85% |
True |
False |
538,739 |
| 60 |
120-080 |
118-037 |
2-043 |
1.8% |
0-105 |
0.3% |
72% |
False |
False |
359,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-074 |
|
2.618 |
121-309 |
|
1.618 |
121-061 |
|
1.000 |
120-228 |
|
0.618 |
120-133 |
|
HIGH |
119-300 |
|
0.618 |
119-205 |
|
0.500 |
119-176 |
|
0.382 |
119-147 |
|
LOW |
119-052 |
|
0.618 |
118-219 |
|
1.000 |
118-124 |
|
1.618 |
117-291 |
|
2.618 |
117-043 |
|
4.250 |
115-278 |
|
|
| Fisher Pivots for day following 06-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-199 |
119-174 |
| PP |
119-187 |
119-139 |
| S1 |
119-176 |
119-104 |
|