ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 20-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
119-067 |
119-045 |
-0-022 |
-0.1% |
119-132 |
| High |
119-080 |
119-047 |
-0-033 |
-0.1% |
119-145 |
| Low |
119-000 |
118-277 |
-0-043 |
-0.1% |
118-282 |
| Close |
119-042 |
118-310 |
-0-052 |
-0.1% |
119-042 |
| Range |
0-080 |
0-090 |
0-010 |
12.5% |
0-183 |
| ATR |
0-142 |
0-139 |
-0-004 |
-2.6% |
0-000 |
| Volume |
543,860 |
462,260 |
-81,600 |
-15.0% |
2,734,296 |
|
| Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-268 |
119-219 |
119-040 |
|
| R3 |
119-178 |
119-129 |
119-015 |
|
| R2 |
119-088 |
119-088 |
119-006 |
|
| R1 |
119-039 |
119-039 |
118-318 |
119-018 |
| PP |
118-318 |
118-318 |
118-318 |
118-308 |
| S1 |
118-269 |
118-269 |
118-302 |
118-248 |
| S2 |
118-228 |
118-228 |
118-294 |
|
| S3 |
118-138 |
118-179 |
118-285 |
|
| S4 |
118-048 |
118-089 |
118-260 |
|
|
| 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 |
119-140 |
118-277 |
0-183 |
0.5% |
0-108 |
0.3% |
18% |
False |
True |
512,947 |
| 10 |
120-017 |
118-277 |
1-060 |
1.0% |
0-134 |
0.4% |
9% |
False |
True |
570,545 |
| 20 |
120-017 |
118-185 |
1-152 |
1.2% |
0-137 |
0.4% |
26% |
False |
False |
595,439 |
| 40 |
120-017 |
118-037 |
1-300 |
1.6% |
0-135 |
0.4% |
44% |
False |
False |
676,719 |
| 60 |
120-040 |
118-037 |
2-003 |
1.7% |
0-123 |
0.3% |
42% |
False |
False |
454,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-110 |
|
2.618 |
119-283 |
|
1.618 |
119-193 |
|
1.000 |
119-137 |
|
0.618 |
119-103 |
|
HIGH |
119-047 |
|
0.618 |
119-013 |
|
0.500 |
119-002 |
|
0.382 |
118-311 |
|
LOW |
118-277 |
|
0.618 |
118-221 |
|
1.000 |
118-187 |
|
1.618 |
118-131 |
|
2.618 |
118-041 |
|
4.250 |
117-214 |
|
|
| Fisher Pivots for day following 20-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-002 |
119-040 |
| PP |
118-318 |
119-023 |
| S1 |
118-314 |
119-006 |
|