ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 30-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2015 |
30-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
118-280 |
118-230 |
-0-050 |
-0.1% |
118-150 |
| High |
118-300 |
118-290 |
-0-010 |
0.0% |
118-260 |
| Low |
118-260 |
118-210 |
-0-050 |
-0.1% |
118-070 |
| Close |
118-300 |
118-280 |
-0-020 |
-0.1% |
118-260 |
| Range |
0-040 |
0-080 |
0-040 |
100.0% |
0-190 |
| ATR |
0-073 |
0-074 |
0-001 |
1.7% |
0-000 |
| Volume |
329 |
926 |
597 |
181.5% |
508 |
|
| Daily Pivots for day following 30-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-180 |
119-150 |
119-004 |
|
| R3 |
119-100 |
119-070 |
118-302 |
|
| R2 |
119-020 |
119-020 |
118-295 |
|
| R1 |
118-310 |
118-310 |
118-287 |
119-005 |
| PP |
118-260 |
118-260 |
118-260 |
118-268 |
| S1 |
118-230 |
118-230 |
118-273 |
118-245 |
| S2 |
118-180 |
118-180 |
118-265 |
|
| S3 |
118-100 |
118-150 |
118-258 |
|
| S4 |
118-020 |
118-070 |
118-236 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-127 |
120-063 |
119-044 |
|
| R3 |
119-257 |
119-193 |
118-312 |
|
| R2 |
119-067 |
119-067 |
118-295 |
|
| R1 |
119-003 |
119-003 |
118-277 |
119-035 |
| PP |
118-197 |
118-197 |
118-197 |
118-212 |
| S1 |
118-133 |
118-133 |
118-243 |
118-165 |
| S2 |
118-007 |
118-007 |
118-225 |
|
| S3 |
117-137 |
117-263 |
118-208 |
|
| S4 |
116-267 |
117-073 |
118-156 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-050 |
118-210 |
0-160 |
0.4% |
0-046 |
0.1% |
44% |
False |
True |
271 |
| 10 |
119-050 |
118-070 |
0-300 |
0.8% |
0-044 |
0.1% |
70% |
False |
False |
185 |
| 20 |
119-120 |
118-070 |
1-050 |
1.0% |
0-026 |
0.1% |
57% |
False |
False |
190 |
| 40 |
119-120 |
117-260 |
1-180 |
1.3% |
0-013 |
0.0% |
68% |
False |
False |
199 |
| 60 |
119-120 |
117-260 |
1-180 |
1.3% |
0-008 |
0.0% |
68% |
False |
False |
202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-310 |
|
2.618 |
119-179 |
|
1.618 |
119-099 |
|
1.000 |
119-050 |
|
0.618 |
119-019 |
|
HIGH |
118-290 |
|
0.618 |
118-259 |
|
0.500 |
118-250 |
|
0.382 |
118-241 |
|
LOW |
118-210 |
|
0.618 |
118-161 |
|
1.000 |
118-130 |
|
1.618 |
118-081 |
|
2.618 |
118-001 |
|
4.250 |
117-190 |
|
|
| Fisher Pivots for day following 30-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-270 |
118-290 |
| PP |
118-260 |
118-287 |
| S1 |
118-250 |
118-283 |
|