ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 21-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
119-045 |
118-315 |
-0-050 |
-0.1% |
119-132 |
| High |
119-047 |
119-082 |
0-035 |
0.1% |
119-145 |
| Low |
118-277 |
118-290 |
0-013 |
0.0% |
118-282 |
| Close |
118-310 |
119-060 |
0-070 |
0.2% |
119-042 |
| Range |
0-090 |
0-112 |
0-022 |
24.4% |
0-183 |
| ATR |
0-139 |
0-137 |
-0-002 |
-1.4% |
0-000 |
| Volume |
462,260 |
548,589 |
86,329 |
18.7% |
2,734,296 |
|
| Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-053 |
120-009 |
119-122 |
|
| R3 |
119-261 |
119-217 |
119-091 |
|
| R2 |
119-149 |
119-149 |
119-081 |
|
| R1 |
119-105 |
119-105 |
119-070 |
119-127 |
| PP |
119-037 |
119-037 |
119-037 |
119-048 |
| S1 |
118-313 |
118-313 |
119-050 |
119-015 |
| S2 |
118-245 |
118-245 |
119-039 |
|
| S3 |
118-133 |
118-201 |
119-029 |
|
| S4 |
118-021 |
118-089 |
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 |
119-140 |
118-277 |
0-183 |
0.5% |
0-106 |
0.3% |
56% |
False |
False |
523,180 |
| 10 |
120-017 |
118-277 |
1-060 |
1.0% |
0-128 |
0.3% |
27% |
False |
False |
557,770 |
| 20 |
120-017 |
118-185 |
1-152 |
1.2% |
0-136 |
0.4% |
41% |
False |
False |
598,940 |
| 40 |
120-017 |
118-037 |
1-300 |
1.6% |
0-133 |
0.3% |
55% |
False |
False |
685,203 |
| 60 |
120-040 |
118-037 |
2-003 |
1.7% |
0-125 |
0.3% |
53% |
False |
False |
463,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-238 |
|
2.618 |
120-055 |
|
1.618 |
119-263 |
|
1.000 |
119-194 |
|
0.618 |
119-151 |
|
HIGH |
119-082 |
|
0.618 |
119-039 |
|
0.500 |
119-026 |
|
0.382 |
119-013 |
|
LOW |
118-290 |
|
0.618 |
118-221 |
|
1.000 |
118-178 |
|
1.618 |
118-109 |
|
2.618 |
117-317 |
|
4.250 |
117-134 |
|
|
| Fisher Pivots for day following 21-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-049 |
119-046 |
| PP |
119-037 |
119-033 |
| S1 |
119-026 |
119-020 |
|