ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 31-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2015 |
31-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
120-045 |
119-310 |
-0-055 |
-0.1% |
120-172 |
| High |
120-115 |
120-050 |
-0-065 |
-0.2% |
121-047 |
| Low |
119-292 |
119-240 |
-0-052 |
-0.1% |
119-292 |
| Close |
119-305 |
119-260 |
-0-045 |
-0.1% |
119-305 |
| Range |
0-143 |
0-130 |
-0-013 |
-9.1% |
1-075 |
| ATR |
0-137 |
0-137 |
-0-001 |
-0.4% |
0-000 |
| Volume |
750,237 |
170,840 |
-579,397 |
-77.2% |
8,021,685 |
|
| Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-040 |
120-280 |
120-012 |
|
| R3 |
120-230 |
120-150 |
119-296 |
|
| R2 |
120-100 |
120-100 |
119-284 |
|
| R1 |
120-020 |
120-020 |
119-272 |
119-315 |
| PP |
119-290 |
119-290 |
119-290 |
119-278 |
| S1 |
119-210 |
119-210 |
119-248 |
119-185 |
| S2 |
119-160 |
119-160 |
119-236 |
|
| S3 |
119-030 |
119-080 |
119-224 |
|
| S4 |
118-220 |
118-270 |
119-188 |
|
|
| 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 |
120-240 |
119-240 |
1-000 |
0.8% |
0-148 |
0.4% |
6% |
False |
True |
1,333,017 |
| 10 |
121-047 |
119-167 |
1-200 |
1.4% |
0-142 |
0.4% |
18% |
False |
False |
1,084,802 |
| 20 |
121-047 |
119-052 |
1-315 |
1.7% |
0-137 |
0.4% |
33% |
False |
False |
840,829 |
| 40 |
121-047 |
118-277 |
2-090 |
1.9% |
0-127 |
0.3% |
42% |
False |
False |
702,210 |
| 60 |
121-047 |
118-037 |
3-010 |
2.5% |
0-129 |
0.3% |
56% |
False |
False |
679,885 |
| 80 |
121-047 |
118-037 |
3-010 |
2.5% |
0-131 |
0.3% |
56% |
False |
False |
620,475 |
| 100 |
121-047 |
118-037 |
3-010 |
2.5% |
0-114 |
0.3% |
56% |
False |
False |
496,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-282 |
|
2.618 |
121-070 |
|
1.618 |
120-260 |
|
1.000 |
120-180 |
|
0.618 |
120-130 |
|
HIGH |
120-050 |
|
0.618 |
120-000 |
|
0.500 |
119-305 |
|
0.382 |
119-290 |
|
LOW |
119-240 |
|
0.618 |
119-160 |
|
1.000 |
119-110 |
|
1.618 |
119-030 |
|
2.618 |
118-220 |
|
4.250 |
118-008 |
|
|
| Fisher Pivots for day following 31-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-305 |
120-018 |
| PP |
119-290 |
119-312 |
| S1 |
119-275 |
119-286 |
|