ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 16-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
119-080 |
119-115 |
0-035 |
0.1% |
119-290 |
| High |
119-140 |
119-122 |
-0-018 |
0.0% |
120-017 |
| Low |
118-312 |
119-020 |
0-028 |
0.1% |
119-020 |
| Close |
119-127 |
119-070 |
-0-057 |
-0.1% |
119-037 |
| Range |
0-148 |
0-102 |
-0-046 |
-31.1% |
0-317 |
| ATR |
0-150 |
0-147 |
-0-003 |
-2.1% |
0-000 |
| Volume |
566,931 |
494,261 |
-72,670 |
-12.8% |
3,172,187 |
|
| Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-057 |
120-005 |
119-126 |
|
| R3 |
119-275 |
119-223 |
119-098 |
|
| R2 |
119-173 |
119-173 |
119-089 |
|
| R1 |
119-121 |
119-121 |
119-079 |
119-096 |
| PP |
119-071 |
119-071 |
119-071 |
119-058 |
| S1 |
119-019 |
119-019 |
119-061 |
118-314 |
| S2 |
118-289 |
118-289 |
119-051 |
|
| S3 |
118-187 |
118-237 |
119-042 |
|
| S4 |
118-085 |
118-135 |
119-014 |
|
|
| 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 |
119-180 |
118-282 |
0-218 |
0.6% |
0-143 |
0.4% |
50% |
False |
False |
566,066 |
| 10 |
120-017 |
118-227 |
1-110 |
1.1% |
0-161 |
0.4% |
38% |
False |
False |
599,383 |
| 20 |
120-017 |
118-185 |
1-152 |
1.2% |
0-142 |
0.4% |
43% |
False |
False |
617,652 |
| 40 |
120-017 |
118-037 |
1-300 |
1.6% |
0-135 |
0.4% |
57% |
False |
False |
654,885 |
| 60 |
120-040 |
118-037 |
2-003 |
1.7% |
0-121 |
0.3% |
55% |
False |
False |
437,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-236 |
|
2.618 |
120-069 |
|
1.618 |
119-287 |
|
1.000 |
119-224 |
|
0.618 |
119-185 |
|
HIGH |
119-122 |
|
0.618 |
119-083 |
|
0.500 |
119-071 |
|
0.382 |
119-059 |
|
LOW |
119-020 |
|
0.618 |
118-277 |
|
1.000 |
118-238 |
|
1.618 |
118-175 |
|
2.618 |
118-073 |
|
4.250 |
117-226 |
|
|
| Fisher Pivots for day following 16-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-071 |
119-064 |
| PP |
119-071 |
119-058 |
| S1 |
119-070 |
119-052 |
|