ECBOT 5 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 24-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2015 |
24-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
119-087 |
119-218 |
0-130 |
0.3% |
118-187 |
| High |
119-087 |
119-218 |
0-130 |
0.3% |
119-087 |
| Low |
119-087 |
119-218 |
0-130 |
0.3% |
118-155 |
| Close |
119-087 |
119-218 |
0-130 |
0.3% |
119-087 |
| Range |
|
|
|
|
|
| ATR |
0-076 |
0-080 |
0-004 |
5.1% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-218 |
119-218 |
119-218 |
|
| R3 |
119-218 |
119-218 |
119-218 |
|
| R2 |
119-218 |
119-218 |
119-218 |
|
| R1 |
119-218 |
119-218 |
119-218 |
119-218 |
| PP |
119-218 |
119-218 |
119-218 |
119-218 |
| S1 |
119-218 |
119-218 |
119-218 |
119-218 |
| S2 |
119-218 |
119-218 |
119-218 |
|
| S3 |
119-218 |
119-218 |
119-218 |
|
| S4 |
119-218 |
119-218 |
119-218 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-121 |
121-037 |
119-226 |
|
| R3 |
120-188 |
120-104 |
119-157 |
|
| R2 |
119-256 |
119-256 |
119-134 |
|
| R1 |
119-172 |
119-172 |
119-111 |
119-214 |
| PP |
119-003 |
119-003 |
119-003 |
119-024 |
| S1 |
118-239 |
118-239 |
119-064 |
118-281 |
| S2 |
118-071 |
118-071 |
119-041 |
|
| S3 |
117-138 |
117-307 |
119-018 |
|
| S4 |
116-206 |
117-054 |
118-269 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-218 |
118-155 |
1-062 |
1.0% |
0-000 |
0.0% |
100% |
True |
False |
|
| 10 |
119-218 |
118-113 |
1-105 |
1.1% |
0-000 |
0.0% |
100% |
True |
False |
|
| 20 |
119-218 |
118-018 |
1-200 |
1.4% |
0-000 |
0.0% |
100% |
True |
False |
|
| 40 |
119-218 |
118-018 |
1-200 |
1.4% |
0-000 |
0.0% |
100% |
True |
False |
|
| 60 |
119-218 |
117-260 |
1-278 |
1.6% |
0-000 |
0.0% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-218 |
|
2.618 |
119-218 |
|
1.618 |
119-218 |
|
1.000 |
119-218 |
|
0.618 |
119-218 |
|
HIGH |
119-218 |
|
0.618 |
119-218 |
|
0.500 |
119-218 |
|
0.382 |
119-218 |
|
LOW |
119-218 |
|
0.618 |
119-218 |
|
1.000 |
119-218 |
|
1.618 |
119-218 |
|
2.618 |
119-218 |
|
4.250 |
119-218 |
|
|
| Fisher Pivots for day following 24-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-218 |
119-180 |
| PP |
119-218 |
119-142 |
| S1 |
119-218 |
119-104 |
|