ECBOT 5 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 17-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2015 |
17-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
119-225 |
119-227 |
0-002 |
0.0% |
120-072 |
| High |
119-265 |
120-102 |
0-157 |
0.4% |
120-072 |
| Low |
119-190 |
119-207 |
0-017 |
0.0% |
119-222 |
| Close |
119-200 |
120-067 |
0-187 |
0.5% |
120-045 |
| Range |
0-075 |
0-215 |
0-140 |
186.7% |
0-170 |
| ATR |
0-118 |
0-125 |
0-007 |
6.3% |
0-000 |
| Volume |
9,628 |
18,390 |
8,762 |
91.0% |
84,118 |
|
| Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-024 |
121-260 |
120-185 |
|
| R3 |
121-129 |
121-045 |
120-126 |
|
| R2 |
120-234 |
120-234 |
120-106 |
|
| R1 |
120-150 |
120-150 |
120-087 |
120-192 |
| PP |
120-019 |
120-019 |
120-019 |
120-040 |
| S1 |
119-255 |
119-255 |
120-047 |
119-297 |
| S2 |
119-124 |
119-124 |
120-028 |
|
| S3 |
118-229 |
119-040 |
120-008 |
|
| S4 |
118-014 |
118-145 |
119-269 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-196 |
121-131 |
120-138 |
|
| R3 |
121-026 |
120-281 |
120-092 |
|
| R2 |
120-176 |
120-176 |
120-076 |
|
| R1 |
120-111 |
120-111 |
120-061 |
120-058 |
| PP |
120-006 |
120-006 |
120-006 |
119-300 |
| S1 |
119-261 |
119-261 |
120-029 |
119-208 |
| S2 |
119-156 |
119-156 |
120-014 |
|
| S3 |
118-306 |
119-091 |
119-318 |
|
| S4 |
118-136 |
118-241 |
119-272 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-102 |
119-187 |
0-235 |
0.6% |
0-127 |
0.3% |
85% |
True |
False |
14,110 |
| 10 |
120-125 |
119-187 |
0-258 |
0.7% |
0-114 |
0.3% |
78% |
False |
False |
19,229 |
| 20 |
121-047 |
119-187 |
1-180 |
1.3% |
0-123 |
0.3% |
40% |
False |
False |
501,837 |
| 40 |
121-047 |
119-010 |
2-037 |
1.8% |
0-123 |
0.3% |
56% |
False |
False |
545,464 |
| 60 |
121-047 |
118-185 |
2-182 |
2.1% |
0-127 |
0.3% |
64% |
False |
False |
560,830 |
| 80 |
121-047 |
118-037 |
3-010 |
2.5% |
0-127 |
0.3% |
69% |
False |
False |
605,789 |
| 100 |
121-047 |
118-037 |
3-010 |
2.5% |
0-124 |
0.3% |
69% |
False |
False |
500,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-056 |
|
2.618 |
122-025 |
|
1.618 |
121-130 |
|
1.000 |
120-317 |
|
0.618 |
120-235 |
|
HIGH |
120-102 |
|
0.618 |
120-020 |
|
0.500 |
119-314 |
|
0.382 |
119-289 |
|
LOW |
119-207 |
|
0.618 |
119-074 |
|
1.000 |
118-312 |
|
1.618 |
118-179 |
|
2.618 |
117-284 |
|
4.250 |
116-253 |
|
|
| Fisher Pivots for day following 17-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
120-043 |
120-040 |
| PP |
120-019 |
120-012 |
| S1 |
119-314 |
119-304 |
|