ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 04-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2015 |
04-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
119-285 |
119-305 |
0-020 |
0.1% |
119-140 |
| High |
120-017 |
120-000 |
-0-017 |
0.0% |
119-302 |
| Low |
119-237 |
119-147 |
-0-090 |
-0.2% |
119-065 |
| Close |
119-317 |
119-182 |
-0-135 |
-0.4% |
119-270 |
| Range |
0-100 |
0-173 |
0-073 |
73.0% |
0-237 |
| ATR |
0-121 |
0-125 |
0-004 |
3.1% |
0-000 |
| Volume |
506,870 |
607,751 |
100,881 |
19.9% |
3,073,219 |
|
| Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-095 |
120-312 |
119-277 |
|
| R3 |
120-242 |
120-139 |
119-230 |
|
| R2 |
120-069 |
120-069 |
119-214 |
|
| R1 |
119-286 |
119-286 |
119-198 |
119-251 |
| PP |
119-216 |
119-216 |
119-216 |
119-199 |
| S1 |
119-113 |
119-113 |
119-166 |
119-078 |
| S2 |
119-043 |
119-043 |
119-150 |
|
| S3 |
118-190 |
118-260 |
119-134 |
|
| S4 |
118-017 |
118-087 |
119-087 |
|
|
| 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% |
0-128 |
0.3% |
43% |
False |
False |
658,145 |
| 10 |
120-017 |
119-010 |
1-007 |
0.9% |
0-107 |
0.3% |
53% |
False |
False |
562,554 |
| 20 |
120-017 |
118-277 |
1-060 |
1.0% |
0-117 |
0.3% |
59% |
False |
False |
560,162 |
| 40 |
120-017 |
118-037 |
1-300 |
1.6% |
0-127 |
0.3% |
75% |
False |
False |
602,568 |
| 60 |
120-017 |
118-037 |
1-300 |
1.6% |
0-128 |
0.3% |
75% |
False |
False |
557,100 |
| 80 |
120-080 |
118-037 |
2-043 |
1.8% |
0-110 |
0.3% |
68% |
False |
False |
418,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-095 |
|
2.618 |
121-133 |
|
1.618 |
120-280 |
|
1.000 |
120-173 |
|
0.618 |
120-107 |
|
HIGH |
120-000 |
|
0.618 |
119-254 |
|
0.500 |
119-234 |
|
0.382 |
119-213 |
|
LOW |
119-147 |
|
0.618 |
119-040 |
|
1.000 |
118-294 |
|
1.618 |
118-187 |
|
2.618 |
118-014 |
|
4.250 |
117-052 |
|
|
| Fisher Pivots for day following 04-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-234 |
119-221 |
| PP |
119-216 |
119-208 |
| S1 |
119-199 |
119-195 |
|