ECBOT 5 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 04-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
119-182 |
119-232 |
0-050 |
0.1% |
119-152 |
| High |
119-260 |
120-040 |
0-100 |
0.3% |
120-040 |
| Low |
119-170 |
119-185 |
0-015 |
0.0% |
119-115 |
| Close |
119-225 |
119-262 |
0-037 |
0.1% |
119-262 |
| Range |
0-090 |
0-175 |
0-085 |
94.4% |
0-245 |
| ATR |
0-121 |
0-125 |
0-004 |
3.2% |
0-000 |
| Volume |
601,578 |
744,270 |
142,692 |
23.7% |
3,416,384 |
|
| Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-154 |
121-063 |
120-038 |
|
| R3 |
120-299 |
120-208 |
119-310 |
|
| R2 |
120-124 |
120-124 |
119-294 |
|
| R1 |
120-033 |
120-033 |
119-278 |
120-078 |
| PP |
119-269 |
119-269 |
119-269 |
119-292 |
| S1 |
119-178 |
119-178 |
119-246 |
119-224 |
| S2 |
119-094 |
119-094 |
119-230 |
|
| S3 |
118-239 |
119-003 |
119-214 |
|
| S4 |
118-064 |
118-148 |
119-166 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-021 |
121-226 |
120-077 |
|
| R3 |
121-096 |
120-301 |
120-009 |
|
| R2 |
120-171 |
120-171 |
119-307 |
|
| R1 |
120-056 |
120-056 |
119-284 |
120-114 |
| PP |
119-246 |
119-246 |
119-246 |
119-274 |
| S1 |
119-131 |
119-131 |
119-240 |
119-188 |
| S2 |
119-001 |
119-001 |
119-217 |
|
| S3 |
118-076 |
118-206 |
119-195 |
|
| S4 |
117-151 |
117-281 |
119-127 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-040 |
119-115 |
0-245 |
0.6% |
0-120 |
0.3% |
60% |
True |
False |
683,276 |
| 10 |
120-250 |
119-115 |
1-135 |
1.2% |
0-144 |
0.4% |
32% |
False |
False |
723,958 |
| 20 |
120-250 |
118-280 |
1-290 |
1.6% |
0-131 |
0.3% |
50% |
False |
False |
368,098 |
| 40 |
120-250 |
118-070 |
2-180 |
2.1% |
0-095 |
0.2% |
62% |
False |
False |
184,601 |
| 60 |
120-250 |
118-010 |
2-240 |
2.3% |
0-063 |
0.2% |
65% |
False |
False |
123,137 |
| 80 |
120-250 |
117-260 |
2-310 |
2.5% |
0-048 |
0.1% |
68% |
False |
False |
92,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-144 |
|
2.618 |
121-178 |
|
1.618 |
121-003 |
|
1.000 |
120-215 |
|
0.618 |
120-148 |
|
HIGH |
120-040 |
|
0.618 |
119-293 |
|
0.500 |
119-272 |
|
0.382 |
119-252 |
|
LOW |
119-185 |
|
0.618 |
119-077 |
|
1.000 |
119-010 |
|
1.618 |
118-222 |
|
2.618 |
118-047 |
|
4.250 |
117-081 |
|
|
| Fisher Pivots for day following 04-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-272 |
119-260 |
| PP |
119-269 |
119-258 |
| S1 |
119-266 |
119-256 |
|