ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 09-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
120-072 |
119-310 |
-0-082 |
-0.2% |
119-310 |
| High |
120-072 |
120-010 |
-0-062 |
-0.2% |
120-125 |
| Low |
119-295 |
119-222 |
-0-073 |
-0.2% |
119-240 |
| Close |
119-302 |
120-002 |
0-020 |
0.1% |
120-062 |
| Range |
0-097 |
0-108 |
0-011 |
11.3% |
0-205 |
| ATR |
0-127 |
0-125 |
-0-001 |
-1.1% |
0-000 |
| Volume |
34,399 |
15,959 |
-18,440 |
-53.6% |
426,635 |
|
| Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-295 |
120-257 |
120-061 |
|
| R3 |
120-187 |
120-149 |
120-032 |
|
| R2 |
120-079 |
120-079 |
120-022 |
|
| R1 |
120-041 |
120-041 |
120-012 |
120-060 |
| PP |
119-291 |
119-291 |
119-291 |
119-301 |
| S1 |
119-253 |
119-253 |
119-312 |
119-272 |
| S2 |
119-183 |
119-183 |
119-302 |
|
| S3 |
119-075 |
119-145 |
119-292 |
|
| S4 |
118-287 |
119-037 |
119-263 |
|
|
| 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 |
119-222 |
0-223 |
0.6% |
0-104 |
0.3% |
45% |
False |
True |
36,853 |
| 10 |
120-210 |
119-222 |
0-308 |
0.8% |
0-119 |
0.3% |
32% |
False |
True |
524,059 |
| 20 |
121-047 |
119-162 |
1-205 |
1.4% |
0-128 |
0.3% |
30% |
False |
False |
670,555 |
| 40 |
121-047 |
118-277 |
2-090 |
1.9% |
0-120 |
0.3% |
50% |
False |
False |
618,910 |
| 60 |
121-047 |
118-127 |
2-240 |
2.3% |
0-128 |
0.3% |
59% |
False |
False |
623,857 |
| 80 |
121-047 |
118-037 |
3-010 |
2.5% |
0-128 |
0.3% |
62% |
False |
False |
623,894 |
| 100 |
121-047 |
118-037 |
3-010 |
2.5% |
0-118 |
0.3% |
62% |
False |
False |
499,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-149 |
|
2.618 |
120-293 |
|
1.618 |
120-185 |
|
1.000 |
120-118 |
|
0.618 |
120-077 |
|
HIGH |
120-010 |
|
0.618 |
119-289 |
|
0.500 |
119-276 |
|
0.382 |
119-263 |
|
LOW |
119-222 |
|
0.618 |
119-155 |
|
1.000 |
119-114 |
|
1.618 |
119-047 |
|
2.618 |
118-259 |
|
4.250 |
118-083 |
|
|
| Fisher Pivots for day following 09-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-307 |
120-014 |
| PP |
119-291 |
120-010 |
| S1 |
119-276 |
120-006 |
|