ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 06-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2015 |
06-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
118-300 |
118-240 |
-0-060 |
-0.2% |
119-040 |
| High |
118-300 |
118-310 |
0-010 |
0.0% |
119-110 |
| Low |
118-200 |
118-240 |
0-040 |
0.1% |
118-210 |
| Close |
118-250 |
118-300 |
0-050 |
0.1% |
119-090 |
| Range |
0-100 |
0-070 |
-0-030 |
-30.0% |
0-220 |
| ATR |
0-091 |
0-090 |
-0-002 |
-1.7% |
0-000 |
| Volume |
9,392 |
2,751 |
-6,641 |
-70.7% |
2,273 |
|
| Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-173 |
119-147 |
119-018 |
|
| R3 |
119-103 |
119-077 |
118-319 |
|
| R2 |
119-033 |
119-033 |
118-313 |
|
| R1 |
119-007 |
119-007 |
118-306 |
119-020 |
| PP |
118-283 |
118-283 |
118-283 |
118-290 |
| S1 |
118-257 |
118-257 |
118-294 |
118-270 |
| S2 |
118-213 |
118-213 |
118-287 |
|
| S3 |
118-143 |
118-187 |
118-281 |
|
| S4 |
118-073 |
118-117 |
118-262 |
|
|
| 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 |
119-160 |
118-200 |
0-280 |
0.7% |
0-116 |
0.3% |
36% |
False |
False |
3,672 |
| 10 |
119-160 |
118-200 |
0-280 |
0.7% |
0-081 |
0.2% |
36% |
False |
False |
1,971 |
| 20 |
119-160 |
118-070 |
1-090 |
1.1% |
0-054 |
0.1% |
56% |
False |
False |
1,056 |
| 40 |
119-160 |
118-010 |
1-150 |
1.2% |
0-027 |
0.1% |
62% |
False |
False |
632 |
| 60 |
119-160 |
117-260 |
1-220 |
1.4% |
0-018 |
0.0% |
67% |
False |
False |
491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-288 |
|
2.618 |
119-173 |
|
1.618 |
119-103 |
|
1.000 |
119-060 |
|
0.618 |
119-033 |
|
HIGH |
118-310 |
|
0.618 |
118-283 |
|
0.500 |
118-275 |
|
0.382 |
118-267 |
|
LOW |
118-240 |
|
0.618 |
118-197 |
|
1.000 |
118-170 |
|
1.618 |
118-127 |
|
2.618 |
118-057 |
|
4.250 |
117-262 |
|
|
| Fisher Pivots for day following 06-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
118-292 |
118-315 |
| PP |
118-283 |
118-310 |
| S1 |
118-275 |
118-305 |
|