ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 17-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2015 |
17-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
119-115 |
119-067 |
-0-048 |
-0.1% |
119-132 |
| High |
119-122 |
119-080 |
-0-042 |
-0.1% |
119-145 |
| Low |
119-020 |
119-000 |
-0-020 |
-0.1% |
118-282 |
| Close |
119-070 |
119-042 |
-0-028 |
-0.1% |
119-042 |
| Range |
0-102 |
0-080 |
-0-022 |
-21.6% |
0-183 |
| ATR |
0-147 |
0-142 |
-0-005 |
-3.3% |
0-000 |
| Volume |
494,261 |
543,860 |
49,599 |
10.0% |
2,734,296 |
|
| Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-281 |
119-241 |
119-086 |
|
| R3 |
119-201 |
119-161 |
119-064 |
|
| R2 |
119-121 |
119-121 |
119-057 |
|
| R1 |
119-081 |
119-081 |
119-049 |
119-061 |
| PP |
119-041 |
119-041 |
119-041 |
119-030 |
| S1 |
119-001 |
119-001 |
119-035 |
118-301 |
| S2 |
118-281 |
118-281 |
119-027 |
|
| S3 |
118-201 |
118-241 |
119-020 |
|
| S4 |
118-121 |
118-161 |
118-318 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-279 |
120-183 |
119-143 |
|
| R3 |
120-096 |
120-000 |
119-092 |
|
| R2 |
119-233 |
119-233 |
119-076 |
|
| R1 |
119-137 |
119-137 |
119-059 |
119-094 |
| PP |
119-050 |
119-050 |
119-050 |
119-028 |
| S1 |
118-274 |
118-274 |
119-025 |
118-230 |
| S2 |
118-187 |
118-187 |
119-008 |
|
| S3 |
118-004 |
118-091 |
118-312 |
|
| S4 |
117-141 |
117-228 |
118-261 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-145 |
118-282 |
0-183 |
0.5% |
0-127 |
0.3% |
44% |
False |
False |
546,859 |
| 10 |
120-017 |
118-282 |
1-055 |
1.0% |
0-150 |
0.4% |
21% |
False |
False |
590,648 |
| 20 |
120-017 |
118-185 |
1-152 |
1.2% |
0-138 |
0.4% |
38% |
False |
False |
599,558 |
| 40 |
120-017 |
118-037 |
1-300 |
1.6% |
0-135 |
0.4% |
52% |
False |
False |
668,031 |
| 60 |
120-040 |
118-037 |
2-003 |
1.7% |
0-122 |
0.3% |
51% |
False |
False |
446,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-100 |
|
2.618 |
119-289 |
|
1.618 |
119-209 |
|
1.000 |
119-160 |
|
0.618 |
119-129 |
|
HIGH |
119-080 |
|
0.618 |
119-049 |
|
0.500 |
119-040 |
|
0.382 |
119-031 |
|
LOW |
119-000 |
|
0.618 |
118-271 |
|
1.000 |
118-240 |
|
1.618 |
118-191 |
|
2.618 |
118-111 |
|
4.250 |
117-300 |
|
|
| Fisher Pivots for day following 17-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-041 |
119-066 |
| PP |
119-041 |
119-058 |
| S1 |
119-040 |
119-050 |
|