ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 08-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2015 |
08-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
120-032 |
120-072 |
0-040 |
0.1% |
119-310 |
| High |
120-125 |
120-072 |
-0-053 |
-0.1% |
120-125 |
| Low |
119-307 |
119-295 |
-0-012 |
0.0% |
119-240 |
| Close |
120-062 |
119-302 |
-0-080 |
-0.2% |
120-062 |
| Range |
0-138 |
0-097 |
-0-041 |
-29.7% |
0-205 |
| ATR |
0-129 |
0-127 |
-0-002 |
-1.8% |
0-000 |
| Volume |
29,532 |
34,399 |
4,867 |
16.5% |
426,635 |
|
| Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-301 |
120-238 |
120-035 |
|
| R3 |
120-204 |
120-141 |
120-009 |
|
| R2 |
120-107 |
120-107 |
120-000 |
|
| R1 |
120-044 |
120-044 |
119-311 |
120-027 |
| PP |
120-010 |
120-010 |
120-010 |
120-001 |
| S1 |
119-267 |
119-267 |
119-293 |
119-250 |
| S2 |
119-233 |
119-233 |
119-284 |
|
| S3 |
119-136 |
119-170 |
119-275 |
|
| S4 |
119-039 |
119-073 |
119-249 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-011 |
121-241 |
120-175 |
|
| R3 |
121-126 |
121-036 |
120-118 |
|
| R2 |
120-241 |
120-241 |
120-100 |
|
| R1 |
120-151 |
120-151 |
120-081 |
120-196 |
| PP |
120-036 |
120-036 |
120-036 |
120-058 |
| S1 |
119-266 |
119-266 |
120-043 |
119-311 |
| S2 |
119-151 |
119-151 |
120-024 |
|
| S3 |
118-266 |
119-061 |
120-006 |
|
| S4 |
118-061 |
118-176 |
119-269 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-125 |
119-242 |
0-203 |
0.5% |
0-104 |
0.3% |
30% |
False |
False |
58,038 |
| 10 |
120-240 |
119-240 |
1-000 |
0.8% |
0-126 |
0.3% |
19% |
False |
False |
695,528 |
| 20 |
121-047 |
119-150 |
1-217 |
1.4% |
0-133 |
0.3% |
28% |
False |
False |
708,081 |
| 40 |
121-047 |
118-277 |
2-090 |
1.9% |
0-120 |
0.3% |
47% |
False |
False |
630,947 |
| 60 |
121-047 |
118-127 |
2-240 |
2.3% |
0-128 |
0.3% |
56% |
False |
False |
632,371 |
| 80 |
121-047 |
118-037 |
3-010 |
2.5% |
0-128 |
0.3% |
60% |
False |
False |
623,821 |
| 100 |
121-047 |
118-037 |
3-010 |
2.5% |
0-118 |
0.3% |
60% |
False |
False |
499,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-164 |
|
2.618 |
121-006 |
|
1.618 |
120-229 |
|
1.000 |
120-169 |
|
0.618 |
120-132 |
|
HIGH |
120-072 |
|
0.618 |
120-035 |
|
0.500 |
120-024 |
|
0.382 |
120-012 |
|
LOW |
119-295 |
|
0.618 |
119-235 |
|
1.000 |
119-198 |
|
1.618 |
119-138 |
|
2.618 |
119-041 |
|
4.250 |
118-203 |
|
|
| Fisher Pivots for day following 08-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-024 |
120-046 |
| PP |
120-010 |
120-025 |
| S1 |
119-316 |
120-003 |
|