ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 13-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2015 |
13-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
119-177 |
119-132 |
-0-045 |
-0.1% |
119-290 |
| High |
119-180 |
119-145 |
-0-035 |
-0.1% |
120-017 |
| Low |
119-020 |
118-282 |
-0-058 |
-0.2% |
119-020 |
| Close |
119-037 |
119-000 |
-0-037 |
-0.1% |
119-037 |
| Range |
0-160 |
0-183 |
0-023 |
14.4% |
0-317 |
| ATR |
0-150 |
0-153 |
0-002 |
1.6% |
0-000 |
| Volume |
639,896 |
631,817 |
-8,079 |
-1.3% |
3,172,187 |
|
| Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-265 |
120-155 |
119-101 |
|
| R3 |
120-082 |
119-292 |
119-050 |
|
| R2 |
119-219 |
119-219 |
119-034 |
|
| R1 |
119-109 |
119-109 |
119-017 |
119-072 |
| PP |
119-036 |
119-036 |
119-036 |
119-017 |
| S1 |
118-246 |
118-246 |
118-303 |
118-210 |
| S2 |
118-173 |
118-173 |
118-286 |
|
| S3 |
117-310 |
118-063 |
118-270 |
|
| S4 |
117-127 |
117-200 |
118-219 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-122 |
121-237 |
119-211 |
|
| R3 |
121-125 |
120-240 |
119-124 |
|
| R2 |
120-128 |
120-128 |
119-095 |
|
| R1 |
119-243 |
119-243 |
119-066 |
119-187 |
| PP |
119-131 |
119-131 |
119-131 |
119-104 |
| S1 |
118-246 |
118-246 |
119-008 |
118-190 |
| S2 |
118-134 |
118-134 |
118-299 |
|
| S3 |
117-137 |
117-249 |
118-270 |
|
| S4 |
116-140 |
116-252 |
118-183 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-017 |
118-282 |
1-055 |
1.0% |
0-160 |
0.4% |
10% |
False |
True |
628,143 |
| 10 |
120-017 |
118-227 |
1-110 |
1.1% |
0-168 |
0.4% |
22% |
False |
False |
673,366 |
| 20 |
120-017 |
118-127 |
1-210 |
1.4% |
0-146 |
0.4% |
36% |
False |
False |
635,219 |
| 40 |
120-017 |
118-037 |
1-300 |
1.6% |
0-136 |
0.4% |
46% |
False |
False |
616,694 |
| 60 |
120-070 |
118-037 |
2-033 |
1.8% |
0-116 |
0.3% |
42% |
False |
False |
411,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-283 |
|
2.618 |
120-304 |
|
1.618 |
120-121 |
|
1.000 |
120-008 |
|
0.618 |
119-258 |
|
HIGH |
119-145 |
|
0.618 |
119-075 |
|
0.500 |
119-054 |
|
0.382 |
119-032 |
|
LOW |
118-282 |
|
0.618 |
118-169 |
|
1.000 |
118-099 |
|
1.618 |
117-306 |
|
2.618 |
117-123 |
|
4.250 |
116-144 |
|
|
| Fisher Pivots for day following 13-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-054 |
119-150 |
| PP |
119-036 |
119-100 |
| S1 |
119-018 |
119-050 |
|