ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 24-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2015 |
24-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
119-042 |
119-097 |
0-055 |
0.1% |
119-045 |
| High |
119-112 |
119-172 |
0-060 |
0.2% |
119-172 |
| Low |
119-010 |
119-090 |
0-080 |
0.2% |
118-277 |
| Close |
119-102 |
119-135 |
0-033 |
0.1% |
119-135 |
| Range |
0-102 |
0-082 |
-0-020 |
-19.6% |
0-215 |
| ATR |
0-129 |
0-126 |
-0-003 |
-2.6% |
0-000 |
| Volume |
534,420 |
495,438 |
-38,982 |
-7.3% |
2,448,553 |
|
| Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-058 |
120-019 |
119-180 |
|
| R3 |
119-296 |
119-257 |
119-158 |
|
| R2 |
119-214 |
119-214 |
119-150 |
|
| R1 |
119-175 |
119-175 |
119-143 |
119-194 |
| PP |
119-132 |
119-132 |
119-132 |
119-142 |
| S1 |
119-093 |
119-093 |
119-127 |
119-112 |
| S2 |
119-050 |
119-050 |
119-120 |
|
| S3 |
118-288 |
119-011 |
119-112 |
|
| S4 |
118-206 |
118-249 |
119-090 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-093 |
121-009 |
119-253 |
|
| R3 |
120-198 |
120-114 |
119-194 |
|
| R2 |
119-303 |
119-303 |
119-174 |
|
| R1 |
119-219 |
119-219 |
119-155 |
119-261 |
| PP |
119-088 |
119-088 |
119-088 |
119-109 |
| S1 |
119-004 |
119-004 |
119-115 |
119-046 |
| S2 |
118-193 |
118-193 |
119-096 |
|
| S3 |
117-298 |
118-109 |
119-076 |
|
| S4 |
117-083 |
117-214 |
119-017 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-172 |
118-277 |
0-215 |
0.6% |
0-089 |
0.2% |
83% |
True |
False |
489,710 |
| 10 |
119-172 |
118-277 |
0-215 |
0.6% |
0-108 |
0.3% |
83% |
True |
False |
518,284 |
| 20 |
120-017 |
118-185 |
1-152 |
1.2% |
0-134 |
0.4% |
57% |
False |
False |
588,407 |
| 40 |
120-017 |
118-037 |
1-300 |
1.6% |
0-132 |
0.3% |
67% |
False |
False |
633,092 |
| 60 |
120-017 |
118-037 |
1-300 |
1.6% |
0-125 |
0.3% |
67% |
False |
False |
487,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-200 |
|
2.618 |
120-067 |
|
1.618 |
119-305 |
|
1.000 |
119-254 |
|
0.618 |
119-223 |
|
HIGH |
119-172 |
|
0.618 |
119-141 |
|
0.500 |
119-131 |
|
0.382 |
119-121 |
|
LOW |
119-090 |
|
0.618 |
119-039 |
|
1.000 |
119-008 |
|
1.618 |
118-277 |
|
2.618 |
118-195 |
|
4.250 |
118-062 |
|
|
| Fisher Pivots for day following 24-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-134 |
119-120 |
| PP |
119-132 |
119-106 |
| S1 |
119-131 |
119-091 |
|