ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 08-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2015 |
08-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
119-185 |
119-220 |
0-035 |
0.1% |
119-085 |
| High |
120-015 |
120-012 |
-0-003 |
0.0% |
119-190 |
| Low |
119-160 |
119-210 |
0-050 |
0.1% |
118-227 |
| Close |
119-257 |
119-317 |
0-060 |
0.2% |
119-057 |
| Range |
0-175 |
0-122 |
-0-053 |
-30.3% |
0-283 |
| ATR |
0-149 |
0-147 |
-0-002 |
-1.3% |
0-000 |
| Volume |
676,339 |
640,840 |
-35,499 |
-5.2% |
2,929,662 |
|
| Daily Pivots for day following 08-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-012 |
120-287 |
120-064 |
|
| R3 |
120-210 |
120-165 |
120-031 |
|
| R2 |
120-088 |
120-088 |
120-019 |
|
| R1 |
120-043 |
120-043 |
120-008 |
120-066 |
| PP |
119-286 |
119-286 |
119-286 |
119-298 |
| S1 |
119-241 |
119-241 |
119-306 |
119-264 |
| S2 |
119-164 |
119-164 |
119-295 |
|
| S3 |
119-042 |
119-119 |
119-283 |
|
| S4 |
118-240 |
118-317 |
119-250 |
|
|
| 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% |
0-173 |
0.4% |
96% |
False |
False |
643,022 |
| 10 |
120-015 |
118-185 |
1-150 |
1.2% |
0-148 |
0.4% |
96% |
False |
False |
648,651 |
| 20 |
120-015 |
118-037 |
1-298 |
1.6% |
0-136 |
0.4% |
97% |
False |
False |
645,300 |
| 40 |
120-015 |
118-037 |
1-298 |
1.6% |
0-133 |
0.3% |
97% |
False |
False |
571,495 |
| 60 |
120-080 |
118-037 |
2-043 |
1.8% |
0-110 |
0.3% |
88% |
False |
False |
381,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-210 |
|
2.618 |
121-011 |
|
1.618 |
120-209 |
|
1.000 |
120-134 |
|
0.618 |
120-087 |
|
HIGH |
120-012 |
|
0.618 |
119-285 |
|
0.500 |
119-271 |
|
0.382 |
119-257 |
|
LOW |
119-210 |
|
0.618 |
119-135 |
|
1.000 |
119-088 |
|
1.618 |
119-013 |
|
2.618 |
118-211 |
|
4.250 |
118-012 |
|
|
| Fisher Pivots for day following 08-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-302 |
119-276 |
| PP |
119-286 |
119-235 |
| S1 |
119-271 |
119-194 |
|