ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 22-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2015 |
22-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
118-315 |
119-077 |
0-082 |
0.2% |
119-132 |
| High |
119-082 |
119-097 |
0-015 |
0.0% |
119-145 |
| Low |
118-290 |
119-037 |
0-067 |
0.2% |
118-282 |
| Close |
119-060 |
119-050 |
-0-010 |
0.0% |
119-042 |
| Range |
0-112 |
0-060 |
-0-052 |
-46.4% |
0-183 |
| ATR |
0-137 |
0-131 |
-0-005 |
-4.0% |
0-000 |
| Volume |
548,589 |
407,846 |
-140,743 |
-25.7% |
2,734,296 |
|
| Daily Pivots for day following 22-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-241 |
119-206 |
119-083 |
|
| R3 |
119-181 |
119-146 |
119-066 |
|
| R2 |
119-121 |
119-121 |
119-061 |
|
| R1 |
119-086 |
119-086 |
119-056 |
119-074 |
| PP |
119-061 |
119-061 |
119-061 |
119-055 |
| S1 |
119-026 |
119-026 |
119-044 |
119-014 |
| S2 |
119-001 |
119-001 |
119-039 |
|
| S3 |
118-261 |
118-286 |
119-034 |
|
| S4 |
118-201 |
118-226 |
119-017 |
|
|
| 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 |
119-122 |
118-277 |
0-165 |
0.4% |
0-089 |
0.2% |
56% |
False |
False |
491,363 |
| 10 |
120-017 |
118-277 |
1-060 |
1.0% |
0-122 |
0.3% |
24% |
False |
False |
534,471 |
| 20 |
120-017 |
118-185 |
1-152 |
1.2% |
0-135 |
0.4% |
39% |
False |
False |
591,561 |
| 40 |
120-017 |
118-037 |
1-300 |
1.6% |
0-131 |
0.3% |
54% |
False |
False |
666,113 |
| 60 |
120-017 |
118-037 |
1-300 |
1.6% |
0-125 |
0.3% |
54% |
False |
False |
470,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-032 |
|
2.618 |
119-254 |
|
1.618 |
119-194 |
|
1.000 |
119-157 |
|
0.618 |
119-134 |
|
HIGH |
119-097 |
|
0.618 |
119-074 |
|
0.500 |
119-067 |
|
0.382 |
119-060 |
|
LOW |
119-037 |
|
0.618 |
119-000 |
|
1.000 |
118-297 |
|
1.618 |
118-260 |
|
2.618 |
118-200 |
|
4.250 |
118-102 |
|
|
| Fisher Pivots for day following 22-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-067 |
119-042 |
| PP |
119-061 |
119-035 |
| S1 |
119-056 |
119-027 |
|