ECBOT 5 Year T-Note Future March 2016
| 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 |
118-318 |
119-035 |
0-038 |
0.1% |
118-233 |
| High |
118-318 |
119-035 |
0-038 |
0.1% |
119-035 |
| Low |
118-318 |
119-035 |
0-038 |
0.1% |
118-233 |
| Close |
118-318 |
119-035 |
0-038 |
0.1% |
119-035 |
| Range |
|
|
|
|
|
| ATR |
0-070 |
0-067 |
-0-002 |
-3.3% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-035 |
119-035 |
119-035 |
|
| R3 |
119-035 |
119-035 |
119-035 |
|
| R2 |
119-035 |
119-035 |
119-035 |
|
| R1 |
119-035 |
119-035 |
119-035 |
119-035 |
| PP |
119-035 |
119-035 |
119-035 |
119-035 |
| S1 |
119-035 |
119-035 |
119-035 |
119-035 |
| S2 |
119-035 |
119-035 |
119-035 |
|
| S3 |
119-035 |
119-035 |
119-035 |
|
| S4 |
119-035 |
119-035 |
119-035 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-042 |
120-001 |
119-102 |
|
| R3 |
119-239 |
119-198 |
119-069 |
|
| R2 |
119-117 |
119-117 |
119-057 |
|
| R1 |
119-076 |
119-076 |
119-046 |
119-096 |
| PP |
118-314 |
118-314 |
118-314 |
119-004 |
| S1 |
118-273 |
118-273 |
119-024 |
118-294 |
| S2 |
118-192 |
118-192 |
119-013 |
|
| S3 |
118-069 |
118-151 |
119-001 |
|
| S4 |
117-267 |
118-028 |
118-288 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-035 |
118-233 |
0-122 |
0.3% |
0-000 |
0.0% |
100% |
True |
False |
|
| 10 |
119-218 |
118-233 |
0-305 |
0.8% |
0-000 |
0.0% |
40% |
False |
False |
|
| 20 |
119-218 |
118-060 |
1-158 |
1.3% |
0-000 |
0.0% |
62% |
False |
False |
|
| 40 |
119-218 |
118-018 |
1-200 |
1.4% |
0-000 |
0.0% |
65% |
False |
False |
|
| 60 |
119-218 |
118-007 |
1-210 |
1.4% |
0-000 |
0.0% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-035 |
|
2.618 |
119-035 |
|
1.618 |
119-035 |
|
1.000 |
119-035 |
|
0.618 |
119-035 |
|
HIGH |
119-035 |
|
0.618 |
119-035 |
|
0.500 |
119-035 |
|
0.382 |
119-035 |
|
LOW |
119-035 |
|
0.618 |
119-035 |
|
1.000 |
119-035 |
|
1.618 |
119-035 |
|
2.618 |
119-035 |
|
4.250 |
119-035 |
|
|
| Fisher Pivots for day following 04-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
119-035 |
119-019 |
| PP |
119-035 |
119-003 |
| S1 |
119-035 |
118-308 |
|