ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 27-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2015 |
27-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
120-157 |
120-062 |
-0-095 |
-0.2% |
119-195 |
| High |
120-210 |
120-105 |
-0-105 |
-0.3% |
120-165 |
| Low |
120-025 |
119-315 |
-0-030 |
-0.1% |
119-167 |
| Close |
120-087 |
120-065 |
-0-022 |
-0.1% |
120-132 |
| Range |
0-185 |
0-110 |
-0-075 |
-40.5% |
0-318 |
| ATR |
0-139 |
0-137 |
-0-002 |
-1.5% |
0-000 |
| Volume |
2,270,298 |
1,743,068 |
-527,230 |
-23.2% |
3,003,685 |
|
| Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-065 |
121-015 |
120-126 |
|
| R3 |
120-275 |
120-225 |
120-095 |
|
| R2 |
120-165 |
120-165 |
120-085 |
|
| R1 |
120-115 |
120-115 |
120-075 |
120-140 |
| PP |
120-055 |
120-055 |
120-055 |
120-068 |
| S1 |
120-005 |
120-005 |
120-055 |
120-030 |
| S2 |
119-265 |
119-265 |
120-045 |
|
| S3 |
119-155 |
119-215 |
120-035 |
|
| S4 |
119-045 |
119-105 |
120-004 |
|
|
| 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 |
121-047 |
119-315 |
1-052 |
1.0% |
0-158 |
0.4% |
19% |
False |
True |
1,619,344 |
| 10 |
121-047 |
119-162 |
1-205 |
1.4% |
0-133 |
0.3% |
42% |
False |
False |
1,071,087 |
| 20 |
121-047 |
119-052 |
1-315 |
1.7% |
0-138 |
0.4% |
52% |
False |
False |
867,516 |
| 40 |
121-047 |
118-227 |
2-140 |
2.0% |
0-131 |
0.3% |
61% |
False |
False |
711,546 |
| 60 |
121-047 |
118-037 |
3-010 |
2.5% |
0-131 |
0.3% |
69% |
False |
False |
695,861 |
| 80 |
121-047 |
118-037 |
3-010 |
2.5% |
0-129 |
0.3% |
69% |
False |
False |
609,006 |
| 100 |
121-047 |
118-037 |
3-010 |
2.5% |
0-111 |
0.3% |
69% |
False |
False |
487,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-252 |
|
2.618 |
121-073 |
|
1.618 |
120-283 |
|
1.000 |
120-215 |
|
0.618 |
120-173 |
|
HIGH |
120-105 |
|
0.618 |
120-063 |
|
0.500 |
120-050 |
|
0.382 |
120-037 |
|
LOW |
119-315 |
|
0.618 |
119-247 |
|
1.000 |
119-205 |
|
1.618 |
119-137 |
|
2.618 |
119-027 |
|
4.250 |
118-168 |
|
|
| Fisher Pivots for day following 27-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-060 |
120-118 |
| PP |
120-055 |
120-100 |
| S1 |
120-050 |
120-082 |
|