ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 09-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2015 |
09-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
119-220 |
120-000 |
0-100 |
0.3% |
119-085 |
| High |
120-012 |
120-017 |
0-005 |
0.0% |
119-190 |
| Low |
119-210 |
119-177 |
-0-033 |
-0.1% |
118-227 |
| Close |
119-317 |
119-205 |
-0-112 |
-0.3% |
119-057 |
| Range |
0-122 |
0-160 |
0-038 |
31.1% |
0-283 |
| ATR |
0-147 |
0-148 |
0-001 |
0.6% |
0-000 |
| Volume |
640,840 |
551,824 |
-89,016 |
-13.9% |
2,929,662 |
|
| Daily Pivots for day following 09-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-080 |
120-302 |
119-293 |
|
| R3 |
120-240 |
120-142 |
119-249 |
|
| R2 |
120-080 |
120-080 |
119-234 |
|
| R1 |
119-302 |
119-302 |
119-220 |
119-271 |
| PP |
119-240 |
119-240 |
119-240 |
119-224 |
| S1 |
119-142 |
119-142 |
119-190 |
119-111 |
| S2 |
119-080 |
119-080 |
119-176 |
|
| S3 |
118-240 |
118-302 |
119-161 |
|
| S4 |
118-080 |
118-142 |
119-117 |
|
|
| 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 |
120-017 |
118-227 |
1-110 |
1.1% |
0-179 |
0.5% |
69% |
True |
False |
632,701 |
| 10 |
120-017 |
118-185 |
1-152 |
1.2% |
0-155 |
0.4% |
72% |
True |
False |
652,019 |
| 20 |
120-017 |
118-037 |
1-300 |
1.6% |
0-141 |
0.4% |
79% |
True |
False |
642,427 |
| 40 |
120-017 |
118-037 |
1-300 |
1.6% |
0-133 |
0.3% |
79% |
True |
False |
585,182 |
| 60 |
120-080 |
118-037 |
2-043 |
1.8% |
0-112 |
0.3% |
71% |
False |
False |
390,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-057 |
|
2.618 |
121-116 |
|
1.618 |
120-276 |
|
1.000 |
120-177 |
|
0.618 |
120-116 |
|
HIGH |
120-017 |
|
0.618 |
119-276 |
|
0.500 |
119-257 |
|
0.382 |
119-238 |
|
LOW |
119-177 |
|
0.618 |
119-078 |
|
1.000 |
119-017 |
|
1.618 |
118-238 |
|
2.618 |
118-078 |
|
4.250 |
117-137 |
|
|
| Fisher Pivots for day following 09-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-257 |
119-248 |
| PP |
119-240 |
119-234 |
| S1 |
119-222 |
119-220 |
|