ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 28-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2015 |
28-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
120-062 |
120-045 |
-0-017 |
0.0% |
120-172 |
| High |
120-105 |
120-115 |
0-010 |
0.0% |
121-047 |
| Low |
119-315 |
119-292 |
-0-023 |
-0.1% |
119-292 |
| Close |
120-065 |
119-305 |
-0-080 |
-0.2% |
119-305 |
| Range |
0-110 |
0-143 |
0-033 |
30.0% |
1-075 |
| ATR |
0-137 |
0-137 |
0-000 |
0.3% |
0-000 |
| Volume |
1,743,068 |
750,237 |
-992,831 |
-57.0% |
8,021,685 |
|
| Daily Pivots for day following 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-133 |
121-042 |
120-064 |
|
| R3 |
120-310 |
120-219 |
120-024 |
|
| R2 |
120-167 |
120-167 |
120-011 |
|
| R1 |
120-076 |
120-076 |
119-318 |
120-050 |
| PP |
120-024 |
120-024 |
120-024 |
120-011 |
| S1 |
119-253 |
119-253 |
119-292 |
119-227 |
| S2 |
119-201 |
119-201 |
119-279 |
|
| S3 |
119-058 |
119-110 |
119-266 |
|
| S4 |
118-235 |
118-287 |
119-226 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-013 |
123-074 |
120-202 |
|
| R3 |
122-258 |
121-319 |
120-094 |
|
| R2 |
121-183 |
121-183 |
120-057 |
|
| R1 |
120-244 |
120-244 |
120-021 |
120-176 |
| PP |
120-108 |
120-108 |
120-108 |
120-074 |
| S1 |
119-169 |
119-169 |
119-269 |
119-101 |
| S2 |
119-033 |
119-033 |
119-233 |
|
| S3 |
117-278 |
118-094 |
119-196 |
|
| S4 |
116-203 |
117-019 |
119-088 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-047 |
119-292 |
1-075 |
1.0% |
0-166 |
0.4% |
3% |
False |
True |
1,604,337 |
| 10 |
121-047 |
119-167 |
1-200 |
1.4% |
0-137 |
0.4% |
27% |
False |
False |
1,102,537 |
| 20 |
121-047 |
119-052 |
1-315 |
1.7% |
0-135 |
0.4% |
40% |
False |
False |
857,631 |
| 40 |
121-047 |
118-277 |
2-090 |
1.9% |
0-130 |
0.3% |
48% |
False |
False |
714,521 |
| 60 |
121-047 |
118-037 |
3-010 |
2.5% |
0-131 |
0.3% |
61% |
False |
False |
693,585 |
| 80 |
121-047 |
118-037 |
3-010 |
2.5% |
0-130 |
0.3% |
61% |
False |
False |
618,372 |
| 100 |
121-047 |
118-037 |
3-010 |
2.5% |
0-112 |
0.3% |
61% |
False |
False |
494,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-083 |
|
2.618 |
121-169 |
|
1.618 |
121-026 |
|
1.000 |
120-258 |
|
0.618 |
120-203 |
|
HIGH |
120-115 |
|
0.618 |
120-060 |
|
0.500 |
120-044 |
|
0.382 |
120-027 |
|
LOW |
119-292 |
|
0.618 |
119-204 |
|
1.000 |
119-149 |
|
1.618 |
119-061 |
|
2.618 |
118-238 |
|
4.250 |
118-004 |
|
|
| Fisher Pivots for day following 28-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-044 |
120-091 |
| PP |
120-024 |
120-056 |
| S1 |
120-004 |
120-020 |
|