ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 14-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2015 |
14-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
119-132 |
118-300 |
-0-152 |
-0.4% |
119-290 |
| High |
119-145 |
119-085 |
-0-060 |
-0.2% |
120-017 |
| Low |
118-282 |
118-285 |
0-003 |
0.0% |
119-020 |
| Close |
119-000 |
119-065 |
0-065 |
0.2% |
119-037 |
| Range |
0-183 |
0-120 |
-0-063 |
-34.4% |
0-317 |
| ATR |
0-153 |
0-150 |
-0-002 |
-1.5% |
0-000 |
| Volume |
631,817 |
497,427 |
-134,390 |
-21.3% |
3,172,187 |
|
| Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-078 |
120-032 |
119-131 |
|
| R3 |
119-278 |
119-232 |
119-098 |
|
| R2 |
119-158 |
119-158 |
119-087 |
|
| R1 |
119-112 |
119-112 |
119-076 |
119-135 |
| PP |
119-038 |
119-038 |
119-038 |
119-050 |
| S1 |
118-312 |
118-312 |
119-054 |
119-015 |
| S2 |
118-238 |
118-238 |
119-043 |
|
| S3 |
118-118 |
118-192 |
119-032 |
|
| S4 |
117-318 |
118-072 |
118-319 |
|
|
| 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% |
0-149 |
0.4% |
27% |
False |
False |
592,360 |
| 10 |
120-017 |
118-227 |
1-110 |
1.1% |
0-159 |
0.4% |
37% |
False |
False |
634,853 |
| 20 |
120-017 |
118-127 |
1-210 |
1.4% |
0-146 |
0.4% |
49% |
False |
False |
633,749 |
| 40 |
120-017 |
118-037 |
1-300 |
1.6% |
0-137 |
0.4% |
56% |
False |
False |
628,878 |
| 60 |
120-050 |
118-037 |
2-013 |
1.7% |
0-117 |
0.3% |
53% |
False |
False |
420,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-275 |
|
2.618 |
120-079 |
|
1.618 |
119-279 |
|
1.000 |
119-205 |
|
0.618 |
119-159 |
|
HIGH |
119-085 |
|
0.618 |
119-039 |
|
0.500 |
119-025 |
|
0.382 |
119-011 |
|
LOW |
118-285 |
|
0.618 |
118-211 |
|
1.000 |
118-165 |
|
1.618 |
118-091 |
|
2.618 |
117-291 |
|
4.250 |
117-095 |
|
|
| Fisher Pivots for day following 14-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-052 |
119-071 |
| PP |
119-038 |
119-069 |
| S1 |
119-025 |
119-067 |
|