ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 07-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
119-290 |
119-185 |
-0-105 |
-0.3% |
119-085 |
| High |
119-300 |
120-015 |
0-035 |
0.1% |
119-190 |
| Low |
119-052 |
119-160 |
0-108 |
0.3% |
118-227 |
| Close |
119-210 |
119-257 |
0-047 |
0.1% |
119-057 |
| Range |
0-248 |
0-175 |
-0-073 |
-29.4% |
0-283 |
| ATR |
0-147 |
0-149 |
0-002 |
1.4% |
0-000 |
| Volume |
663,288 |
676,339 |
13,051 |
2.0% |
2,929,662 |
|
| Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-136 |
121-051 |
120-033 |
|
| R3 |
120-281 |
120-196 |
119-305 |
|
| R2 |
120-106 |
120-106 |
119-289 |
|
| R1 |
120-021 |
120-021 |
119-273 |
120-064 |
| PP |
119-251 |
119-251 |
119-251 |
119-272 |
| S1 |
119-166 |
119-166 |
119-241 |
119-208 |
| S2 |
119-076 |
119-076 |
119-225 |
|
| S3 |
118-221 |
118-311 |
119-209 |
|
| S4 |
118-046 |
118-136 |
119-161 |
|
|
| 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 |
120-015 |
118-227 |
1-108 |
1.1% |
0-169 |
0.4% |
82% |
True |
False |
677,345 |
| 10 |
120-015 |
118-185 |
1-150 |
1.2% |
0-144 |
0.4% |
83% |
True |
False |
640,109 |
| 20 |
120-015 |
118-037 |
1-298 |
1.6% |
0-137 |
0.4% |
87% |
True |
False |
644,975 |
| 40 |
120-015 |
118-037 |
1-298 |
1.6% |
0-134 |
0.3% |
87% |
True |
False |
555,569 |
| 60 |
120-080 |
118-037 |
2-043 |
1.8% |
0-107 |
0.3% |
79% |
False |
False |
370,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-119 |
|
2.618 |
121-153 |
|
1.618 |
120-298 |
|
1.000 |
120-190 |
|
0.618 |
120-123 |
|
HIGH |
120-015 |
|
0.618 |
119-268 |
|
0.500 |
119-248 |
|
0.382 |
119-227 |
|
LOW |
119-160 |
|
0.618 |
119-052 |
|
1.000 |
118-305 |
|
1.618 |
118-197 |
|
2.618 |
118-022 |
|
4.250 |
117-056 |
|
|
| Fisher Pivots for day following 07-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-254 |
119-212 |
| PP |
119-251 |
119-166 |
| S1 |
119-248 |
119-121 |
|