ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 31-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2015 |
31-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
118-230 |
118-270 |
0-040 |
0.1% |
119-040 |
| High |
118-290 |
119-110 |
0-140 |
0.4% |
119-110 |
| Low |
118-210 |
118-250 |
0-040 |
0.1% |
118-210 |
| Close |
118-280 |
119-090 |
0-130 |
0.3% |
119-090 |
| Range |
0-080 |
0-180 |
0-100 |
125.0% |
0-220 |
| ATR |
0-074 |
0-081 |
0-008 |
10.3% |
0-000 |
| Volume |
926 |
941 |
15 |
1.6% |
2,273 |
|
| Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-263 |
120-197 |
119-189 |
|
| R3 |
120-083 |
120-017 |
119-140 |
|
| R2 |
119-223 |
119-223 |
119-123 |
|
| R1 |
119-157 |
119-157 |
119-106 |
119-190 |
| PP |
119-043 |
119-043 |
119-043 |
119-060 |
| S1 |
118-297 |
118-297 |
119-074 |
119-010 |
| S2 |
118-183 |
118-183 |
119-057 |
|
| S3 |
118-003 |
118-117 |
119-040 |
|
| S4 |
117-143 |
117-257 |
118-311 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-050 |
120-290 |
119-211 |
|
| R3 |
120-150 |
120-070 |
119-150 |
|
| R2 |
119-250 |
119-250 |
119-130 |
|
| R1 |
119-170 |
119-170 |
119-110 |
119-210 |
| PP |
119-030 |
119-030 |
119-030 |
119-050 |
| S1 |
118-270 |
118-270 |
119-070 |
118-310 |
| S2 |
118-130 |
118-130 |
119-050 |
|
| S3 |
117-230 |
118-050 |
119-030 |
|
| S4 |
117-010 |
117-150 |
118-289 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-110 |
118-210 |
0-220 |
0.6% |
0-076 |
0.2% |
91% |
True |
False |
454 |
| 10 |
119-110 |
118-070 |
1-040 |
0.9% |
0-062 |
0.2% |
94% |
True |
False |
278 |
| 20 |
119-120 |
118-070 |
1-050 |
1.0% |
0-034 |
0.1% |
92% |
False |
False |
227 |
| 40 |
119-120 |
117-260 |
1-180 |
1.3% |
0-017 |
0.0% |
94% |
False |
False |
218 |
| 60 |
119-120 |
117-260 |
1-180 |
1.3% |
0-012 |
0.0% |
94% |
False |
False |
215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-235 |
|
2.618 |
120-261 |
|
1.618 |
120-081 |
|
1.000 |
119-290 |
|
0.618 |
119-221 |
|
HIGH |
119-110 |
|
0.618 |
119-041 |
|
0.500 |
119-020 |
|
0.382 |
118-319 |
|
LOW |
118-250 |
|
0.618 |
118-139 |
|
1.000 |
118-070 |
|
1.618 |
117-279 |
|
2.618 |
117-099 |
|
4.250 |
116-125 |
|
|
| Fisher Pivots for day following 31-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-067 |
119-060 |
| PP |
119-043 |
119-030 |
| S1 |
119-020 |
119-000 |
|