ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 15-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2015 |
15-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
118-300 |
119-080 |
0-100 |
0.3% |
119-290 |
| High |
119-085 |
119-140 |
0-055 |
0.1% |
120-017 |
| Low |
118-285 |
118-312 |
0-027 |
0.1% |
119-020 |
| Close |
119-065 |
119-127 |
0-062 |
0.2% |
119-037 |
| Range |
0-120 |
0-148 |
0-028 |
23.3% |
0-317 |
| ATR |
0-150 |
0-150 |
0-000 |
-0.1% |
0-000 |
| Volume |
497,427 |
566,931 |
69,504 |
14.0% |
3,172,187 |
|
| Daily Pivots for day following 15-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-210 |
120-157 |
119-208 |
|
| R3 |
120-062 |
120-009 |
119-168 |
|
| R2 |
119-234 |
119-234 |
119-154 |
|
| R1 |
119-181 |
119-181 |
119-141 |
119-208 |
| PP |
119-086 |
119-086 |
119-086 |
119-100 |
| S1 |
119-033 |
119-033 |
119-113 |
119-060 |
| S2 |
118-258 |
118-258 |
119-100 |
|
| S3 |
118-110 |
118-205 |
119-086 |
|
| S4 |
117-282 |
118-057 |
119-046 |
|
|
| 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% |
0-154 |
0.4% |
44% |
False |
False |
577,579 |
| 10 |
120-017 |
118-227 |
1-110 |
1.1% |
0-163 |
0.4% |
51% |
False |
False |
610,300 |
| 20 |
120-017 |
118-127 |
1-210 |
1.4% |
0-149 |
0.4% |
60% |
False |
False |
638,752 |
| 40 |
120-017 |
118-037 |
1-300 |
1.6% |
0-137 |
0.4% |
66% |
False |
False |
642,721 |
| 60 |
120-040 |
118-037 |
2-003 |
1.7% |
0-119 |
0.3% |
64% |
False |
False |
429,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-129 |
|
2.618 |
120-207 |
|
1.618 |
120-059 |
|
1.000 |
119-288 |
|
0.618 |
119-231 |
|
HIGH |
119-140 |
|
0.618 |
119-083 |
|
0.500 |
119-066 |
|
0.382 |
119-049 |
|
LOW |
118-312 |
|
0.618 |
118-221 |
|
1.000 |
118-164 |
|
1.618 |
118-073 |
|
2.618 |
117-245 |
|
4.250 |
117-003 |
|
|
| Fisher Pivots for day following 15-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-107 |
119-102 |
| PP |
119-086 |
119-078 |
| S1 |
119-066 |
119-054 |
|