ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 05-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2015 |
05-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
119-305 |
119-157 |
-0-148 |
-0.4% |
119-140 |
| High |
120-000 |
119-182 |
-0-138 |
-0.4% |
119-302 |
| Low |
119-147 |
119-052 |
-0-095 |
-0.2% |
119-065 |
| Close |
119-182 |
119-105 |
-0-077 |
-0.2% |
119-270 |
| Range |
0-173 |
0-130 |
-0-043 |
-24.9% |
0-237 |
| ATR |
0-125 |
0-125 |
0-000 |
0.3% |
0-000 |
| Volume |
607,751 |
816,922 |
209,171 |
34.4% |
3,073,219 |
|
| Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-183 |
120-114 |
119-176 |
|
| R3 |
120-053 |
119-304 |
119-141 |
|
| R2 |
119-243 |
119-243 |
119-129 |
|
| R1 |
119-174 |
119-174 |
119-117 |
119-144 |
| PP |
119-113 |
119-113 |
119-113 |
119-098 |
| S1 |
119-044 |
119-044 |
119-093 |
119-014 |
| S2 |
118-303 |
118-303 |
119-081 |
|
| S3 |
118-173 |
118-234 |
119-069 |
|
| S4 |
118-043 |
118-104 |
119-034 |
|
|
| 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 |
119-052 |
0-285 |
0.7% |
0-139 |
0.4% |
19% |
False |
True |
708,936 |
| 10 |
120-017 |
119-010 |
1-007 |
0.9% |
0-114 |
0.3% |
29% |
False |
False |
603,462 |
| 20 |
120-017 |
118-277 |
1-060 |
1.0% |
0-118 |
0.3% |
39% |
False |
False |
568,966 |
| 40 |
120-017 |
118-037 |
1-300 |
1.6% |
0-127 |
0.3% |
63% |
False |
False |
607,133 |
| 60 |
120-017 |
118-037 |
1-300 |
1.6% |
0-128 |
0.3% |
63% |
False |
False |
570,652 |
| 80 |
120-080 |
118-037 |
2-043 |
1.8% |
0-112 |
0.3% |
57% |
False |
False |
428,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-094 |
|
2.618 |
120-202 |
|
1.618 |
120-072 |
|
1.000 |
119-312 |
|
0.618 |
119-262 |
|
HIGH |
119-182 |
|
0.618 |
119-132 |
|
0.500 |
119-117 |
|
0.382 |
119-102 |
|
LOW |
119-052 |
|
0.618 |
118-292 |
|
1.000 |
118-242 |
|
1.618 |
118-162 |
|
2.618 |
118-032 |
|
4.250 |
117-140 |
|
|
| Fisher Pivots for day following 05-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-117 |
119-194 |
| PP |
119-113 |
119-165 |
| S1 |
119-109 |
119-135 |
|