ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 18-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
119-040 |
119-080 |
0-040 |
0.1% |
119-020 |
| High |
119-100 |
119-130 |
0-030 |
0.1% |
119-280 |
| Low |
119-040 |
119-040 |
0-000 |
0.0% |
118-280 |
| Close |
119-100 |
119-060 |
-0-040 |
-0.1% |
119-020 |
| Range |
0-060 |
0-090 |
0-030 |
50.0% |
1-000 |
| ATR |
0-102 |
0-101 |
-0-001 |
-0.8% |
0-000 |
| Volume |
4,614 |
6,086 |
1,472 |
31.9% |
31,661 |
|
| Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-027 |
119-293 |
119-110 |
|
| R3 |
119-257 |
119-203 |
119-085 |
|
| R2 |
119-167 |
119-167 |
119-076 |
|
| R1 |
119-113 |
119-113 |
119-068 |
119-095 |
| PP |
119-077 |
119-077 |
119-077 |
119-068 |
| S1 |
119-023 |
119-023 |
119-052 |
119-005 |
| S2 |
118-307 |
118-307 |
119-044 |
|
| S3 |
118-217 |
118-253 |
119-035 |
|
| S4 |
118-127 |
118-163 |
119-010 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-087 |
121-213 |
119-196 |
|
| R3 |
121-087 |
120-213 |
119-108 |
|
| R2 |
120-087 |
120-087 |
119-079 |
|
| R1 |
119-213 |
119-213 |
119-049 |
119-180 |
| PP |
119-087 |
119-087 |
119-087 |
119-070 |
| S1 |
118-213 |
118-213 |
118-311 |
118-180 |
| S2 |
118-087 |
118-087 |
118-281 |
|
| S3 |
117-087 |
117-213 |
118-252 |
|
| S4 |
116-087 |
116-213 |
118-164 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-280 |
119-000 |
0-280 |
0.7% |
0-110 |
0.3% |
21% |
False |
False |
7,543 |
| 10 |
119-280 |
118-200 |
1-080 |
1.0% |
0-106 |
0.3% |
45% |
False |
False |
5,568 |
| 20 |
119-280 |
118-170 |
1-110 |
1.1% |
0-088 |
0.2% |
49% |
False |
False |
3,173 |
| 40 |
119-280 |
118-010 |
1-270 |
1.5% |
0-050 |
0.1% |
63% |
False |
False |
1,679 |
| 60 |
119-280 |
117-260 |
2-020 |
1.7% |
0-033 |
0.1% |
67% |
False |
False |
1,189 |
| 80 |
119-280 |
117-260 |
2-020 |
1.7% |
0-025 |
0.1% |
67% |
False |
False |
944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-192 |
|
2.618 |
120-046 |
|
1.618 |
119-276 |
|
1.000 |
119-220 |
|
0.618 |
119-186 |
|
HIGH |
119-130 |
|
0.618 |
119-096 |
|
0.500 |
119-085 |
|
0.382 |
119-074 |
|
LOW |
119-040 |
|
0.618 |
118-304 |
|
1.000 |
118-270 |
|
1.618 |
118-214 |
|
2.618 |
118-124 |
|
4.250 |
117-298 |
|
|
| Fisher Pivots for day following 18-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-085 |
119-065 |
| PP |
119-077 |
119-063 |
| S1 |
119-068 |
119-062 |
|