ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 21-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
120-025 |
120-075 |
0-050 |
0.1% |
119-195 |
| High |
120-080 |
120-165 |
0-085 |
0.2% |
120-165 |
| Low |
120-020 |
120-062 |
0-042 |
0.1% |
119-167 |
| Close |
120-045 |
120-132 |
0-087 |
0.2% |
120-132 |
| Range |
0-060 |
0-103 |
0-043 |
71.7% |
0-318 |
| ATR |
0-125 |
0-124 |
0-000 |
-0.3% |
0-000 |
| Volume |
626,896 |
825,274 |
198,378 |
31.6% |
3,003,685 |
|
| Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-109 |
121-063 |
120-189 |
|
| R3 |
121-006 |
120-280 |
120-160 |
|
| R2 |
120-223 |
120-223 |
120-151 |
|
| R1 |
120-177 |
120-177 |
120-141 |
120-200 |
| PP |
120-120 |
120-120 |
120-120 |
120-131 |
| S1 |
120-074 |
120-074 |
120-123 |
120-097 |
| S2 |
120-017 |
120-017 |
120-113 |
|
| S3 |
119-234 |
119-291 |
120-104 |
|
| S4 |
119-131 |
119-188 |
120-075 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-042 |
122-245 |
120-307 |
|
| R3 |
122-044 |
121-247 |
120-219 |
|
| R2 |
121-046 |
121-046 |
120-190 |
|
| R1 |
120-249 |
120-249 |
120-161 |
120-308 |
| PP |
120-048 |
120-048 |
120-048 |
120-077 |
| S1 |
119-251 |
119-251 |
120-103 |
119-310 |
| S2 |
119-050 |
119-050 |
120-074 |
|
| S3 |
118-052 |
118-253 |
120-045 |
|
| S4 |
117-054 |
117-255 |
119-277 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-165 |
119-167 |
0-318 |
0.8% |
0-109 |
0.3% |
90% |
True |
False |
600,737 |
| 10 |
120-165 |
119-132 |
1-033 |
0.9% |
0-125 |
0.3% |
91% |
True |
False |
605,838 |
| 20 |
120-165 |
119-052 |
1-113 |
1.1% |
0-121 |
0.3% |
92% |
True |
False |
610,207 |
| 40 |
120-165 |
118-185 |
1-300 |
1.6% |
0-128 |
0.3% |
95% |
True |
False |
599,307 |
| 60 |
120-165 |
118-037 |
2-128 |
2.0% |
0-129 |
0.3% |
96% |
True |
False |
625,464 |
| 80 |
120-165 |
118-037 |
2-128 |
2.0% |
0-124 |
0.3% |
96% |
True |
False |
518,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-283 |
|
2.618 |
121-115 |
|
1.618 |
121-012 |
|
1.000 |
120-268 |
|
0.618 |
120-229 |
|
HIGH |
120-165 |
|
0.618 |
120-126 |
|
0.500 |
120-114 |
|
0.382 |
120-101 |
|
LOW |
120-062 |
|
0.618 |
119-318 |
|
1.000 |
119-279 |
|
1.618 |
119-215 |
|
2.618 |
119-112 |
|
4.250 |
118-264 |
|
|
| Fisher Pivots for day following 21-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-126 |
120-090 |
| PP |
120-120 |
120-048 |
| S1 |
120-114 |
120-006 |
|