ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 21-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
118-150 |
118-070 |
-0-080 |
-0.2% |
118-110 |
| High |
118-150 |
118-180 |
0-030 |
0.1% |
118-240 |
| Low |
118-100 |
118-070 |
-0-030 |
-0.1% |
118-110 |
| Close |
118-100 |
118-170 |
0-070 |
0.2% |
118-150 |
| Range |
0-050 |
0-110 |
0-060 |
120.0% |
0-130 |
| ATR |
0-076 |
0-078 |
0-002 |
3.2% |
0-000 |
| Volume |
282 |
2 |
-280 |
-99.3% |
718 |
|
| Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-150 |
119-110 |
118-230 |
|
| R3 |
119-040 |
119-000 |
118-200 |
|
| R2 |
118-250 |
118-250 |
118-190 |
|
| R1 |
118-210 |
118-210 |
118-180 |
118-230 |
| PP |
118-140 |
118-140 |
118-140 |
118-150 |
| S1 |
118-100 |
118-100 |
118-160 |
118-120 |
| S2 |
118-030 |
118-030 |
118-150 |
|
| S3 |
117-240 |
117-310 |
118-140 |
|
| S4 |
117-130 |
117-200 |
118-110 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-237 |
119-163 |
118-222 |
|
| R3 |
119-107 |
119-033 |
118-186 |
|
| R2 |
118-297 |
118-297 |
118-174 |
|
| R1 |
118-223 |
118-223 |
118-162 |
118-260 |
| PP |
118-167 |
118-167 |
118-167 |
118-185 |
| S1 |
118-093 |
118-093 |
118-138 |
118-130 |
| S2 |
118-037 |
118-037 |
118-126 |
|
| S3 |
117-227 |
117-283 |
118-114 |
|
| S4 |
117-097 |
117-153 |
118-078 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-240 |
118-070 |
0-170 |
0.4% |
0-038 |
0.1% |
59% |
False |
True |
61 |
| 10 |
119-120 |
118-070 |
1-050 |
1.0% |
0-023 |
0.1% |
27% |
False |
True |
162 |
| 20 |
119-120 |
118-010 |
1-110 |
1.1% |
0-012 |
0.0% |
37% |
False |
False |
185 |
| 40 |
119-120 |
117-260 |
1-180 |
1.3% |
0-006 |
0.0% |
46% |
False |
False |
197 |
| 60 |
119-200 |
117-260 |
1-260 |
1.5% |
0-004 |
0.0% |
40% |
False |
False |
201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-008 |
|
2.618 |
119-148 |
|
1.618 |
119-038 |
|
1.000 |
118-290 |
|
0.618 |
118-248 |
|
HIGH |
118-180 |
|
0.618 |
118-138 |
|
0.500 |
118-125 |
|
0.382 |
118-112 |
|
LOW |
118-070 |
|
0.618 |
118-002 |
|
1.000 |
117-280 |
|
1.618 |
117-212 |
|
2.618 |
117-102 |
|
4.250 |
116-242 |
|
|
| Fisher Pivots for day following 21-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-155 |
118-155 |
| PP |
118-140 |
118-140 |
| S1 |
118-125 |
118-125 |
|