ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 26-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2015 |
26-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
120-100 |
120-042 |
-0-058 |
-0.2% |
119-040 |
| High |
120-120 |
120-090 |
-0-030 |
-0.1% |
120-030 |
| Low |
119-270 |
119-225 |
-0-045 |
-0.1% |
119-010 |
| Close |
119-280 |
119-290 |
0-010 |
0.0% |
120-000 |
| Range |
0-170 |
0-185 |
0-015 |
8.8% |
1-020 |
| ATR |
0-122 |
0-127 |
0-004 |
3.7% |
0-000 |
| Volume |
332,947 |
1,316,988 |
984,041 |
295.6% |
90,715 |
|
| Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-223 |
121-122 |
120-072 |
|
| R3 |
121-038 |
120-257 |
120-021 |
|
| R2 |
120-173 |
120-173 |
120-004 |
|
| R1 |
120-072 |
120-072 |
119-307 |
120-030 |
| PP |
119-308 |
119-308 |
119-308 |
119-288 |
| S1 |
119-207 |
119-207 |
119-273 |
119-165 |
| S2 |
119-123 |
119-123 |
119-256 |
|
| S3 |
118-258 |
119-022 |
119-239 |
|
| S4 |
118-073 |
118-157 |
119-188 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-287 |
122-163 |
120-187 |
|
| R3 |
121-267 |
121-143 |
120-094 |
|
| R2 |
120-247 |
120-247 |
120-062 |
|
| R1 |
120-123 |
120-123 |
120-031 |
120-185 |
| PP |
119-227 |
119-227 |
119-227 |
119-258 |
| S1 |
119-103 |
119-103 |
119-289 |
119-165 |
| S2 |
118-207 |
118-207 |
119-258 |
|
| S3 |
117-187 |
118-083 |
119-226 |
|
| S4 |
116-167 |
117-063 |
119-133 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-250 |
119-190 |
1-060 |
1.0% |
0-151 |
0.4% |
26% |
False |
False |
367,249 |
| 10 |
120-250 |
119-000 |
1-250 |
1.5% |
0-134 |
0.4% |
51% |
False |
False |
187,775 |
| 20 |
120-250 |
118-200 |
2-050 |
1.8% |
0-126 |
0.3% |
59% |
False |
False |
95,501 |
| 40 |
120-250 |
118-070 |
2-180 |
2.1% |
0-074 |
0.2% |
66% |
False |
False |
47,828 |
| 60 |
120-250 |
117-260 |
2-310 |
2.5% |
0-049 |
0.1% |
71% |
False |
False |
31,955 |
| 80 |
120-250 |
117-260 |
2-310 |
2.5% |
0-037 |
0.1% |
71% |
False |
False |
24,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-236 |
|
2.618 |
121-254 |
|
1.618 |
121-069 |
|
1.000 |
120-275 |
|
0.618 |
120-204 |
|
HIGH |
120-090 |
|
0.618 |
120-019 |
|
0.500 |
119-318 |
|
0.382 |
119-296 |
|
LOW |
119-225 |
|
0.618 |
119-111 |
|
1.000 |
119-040 |
|
1.618 |
118-246 |
|
2.618 |
118-061 |
|
4.250 |
117-079 |
|
|
| Fisher Pivots for day following 26-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-318 |
120-078 |
| PP |
119-308 |
120-042 |
| S1 |
119-299 |
120-006 |
|