ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 03-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2015 |
03-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
119-155 |
119-285 |
0-130 |
0.3% |
119-140 |
| High |
119-302 |
120-017 |
0-035 |
0.1% |
119-302 |
| Low |
119-105 |
119-237 |
0-132 |
0.3% |
119-065 |
| Close |
119-270 |
119-317 |
0-047 |
0.1% |
119-270 |
| Range |
0-197 |
0-100 |
-0-097 |
-49.2% |
0-237 |
| ATR |
0-123 |
0-121 |
-0-002 |
-1.3% |
0-000 |
| Volume |
947,947 |
506,870 |
-441,077 |
-46.5% |
3,073,219 |
|
| Daily Pivots for day following 03-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-277 |
120-237 |
120-052 |
|
| R3 |
120-177 |
120-137 |
120-024 |
|
| R2 |
120-077 |
120-077 |
120-015 |
|
| R1 |
120-037 |
120-037 |
120-006 |
120-057 |
| PP |
119-297 |
119-297 |
119-297 |
119-307 |
| S1 |
119-257 |
119-257 |
119-308 |
119-277 |
| S2 |
119-197 |
119-197 |
119-299 |
|
| S3 |
119-097 |
119-157 |
119-290 |
|
| S4 |
118-317 |
119-057 |
119-262 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-283 |
121-194 |
120-080 |
|
| R3 |
121-046 |
120-277 |
120-015 |
|
| R2 |
120-129 |
120-129 |
119-313 |
|
| R1 |
120-040 |
120-040 |
119-292 |
120-084 |
| PP |
119-212 |
119-212 |
119-212 |
119-235 |
| S1 |
119-123 |
119-123 |
119-248 |
119-168 |
| S2 |
118-295 |
118-295 |
119-227 |
|
| S3 |
118-058 |
118-206 |
119-205 |
|
| S4 |
117-141 |
117-289 |
119-140 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-017 |
119-065 |
0-272 |
0.7% |
0-108 |
0.3% |
93% |
True |
False |
628,906 |
| 10 |
120-017 |
118-290 |
1-047 |
1.0% |
0-100 |
0.3% |
95% |
True |
False |
556,638 |
| 20 |
120-017 |
118-277 |
1-060 |
1.0% |
0-117 |
0.3% |
95% |
True |
False |
563,591 |
| 40 |
120-017 |
118-037 |
1-300 |
1.6% |
0-125 |
0.3% |
97% |
True |
False |
599,413 |
| 60 |
120-017 |
118-037 |
1-300 |
1.6% |
0-129 |
0.3% |
97% |
True |
False |
547,023 |
| 80 |
120-080 |
118-037 |
2-043 |
1.8% |
0-108 |
0.3% |
88% |
False |
False |
410,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-122 |
|
2.618 |
120-279 |
|
1.618 |
120-179 |
|
1.000 |
120-117 |
|
0.618 |
120-079 |
|
HIGH |
120-017 |
|
0.618 |
119-299 |
|
0.500 |
119-287 |
|
0.382 |
119-275 |
|
LOW |
119-237 |
|
0.618 |
119-175 |
|
1.000 |
119-137 |
|
1.618 |
119-075 |
|
2.618 |
118-295 |
|
4.250 |
118-132 |
|
|
| Fisher Pivots for day following 03-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-307 |
119-278 |
| PP |
119-297 |
119-240 |
| S1 |
119-287 |
119-201 |
|