ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 07-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
127-000 |
126-205 |
-0-115 |
-0.3% |
126-100 |
| High |
127-065 |
127-180 |
0-115 |
0.3% |
126-290 |
| Low |
125-275 |
126-150 |
0-195 |
0.5% |
125-050 |
| Close |
126-245 |
127-040 |
0-115 |
0.3% |
125-280 |
| Range |
1-110 |
1-030 |
-0-080 |
-18.6% |
1-240 |
| ATR |
0-268 |
0-274 |
0-006 |
2.2% |
0-000 |
| Volume |
1,386,777 |
1,535,790 |
149,013 |
10.7% |
5,869,725 |
|
| Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-107 |
129-263 |
127-232 |
|
| R3 |
129-077 |
128-233 |
127-136 |
|
| R2 |
128-047 |
128-047 |
127-104 |
|
| R1 |
127-203 |
127-203 |
127-072 |
127-285 |
| PP |
127-017 |
127-017 |
127-017 |
127-058 |
| S1 |
126-173 |
126-173 |
127-008 |
126-255 |
| S2 |
125-307 |
125-307 |
126-296 |
|
| S3 |
124-277 |
125-143 |
126-264 |
|
| S4 |
123-247 |
124-113 |
126-168 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-073 |
130-097 |
126-268 |
|
| R3 |
129-153 |
128-177 |
126-114 |
|
| R2 |
127-233 |
127-233 |
126-063 |
|
| R1 |
126-257 |
126-257 |
126-011 |
126-125 |
| PP |
125-313 |
125-313 |
125-313 |
125-248 |
| S1 |
125-017 |
125-017 |
125-229 |
124-205 |
| S2 |
124-073 |
124-073 |
125-177 |
|
| S3 |
122-153 |
123-097 |
125-126 |
|
| S4 |
120-233 |
121-177 |
124-292 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-180 |
125-050 |
2-130 |
1.9% |
0-302 |
0.7% |
82% |
True |
False |
1,419,765 |
| 10 |
127-180 |
124-290 |
2-210 |
2.1% |
0-264 |
0.6% |
84% |
True |
False |
1,349,299 |
| 20 |
127-180 |
124-145 |
3-035 |
2.4% |
0-249 |
0.6% |
86% |
True |
False |
1,284,739 |
| 40 |
127-230 |
124-145 |
3-085 |
2.6% |
0-250 |
0.6% |
82% |
False |
False |
1,042,437 |
| 60 |
129-170 |
124-145 |
5-025 |
4.0% |
0-222 |
0.5% |
53% |
False |
False |
697,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-068 |
|
2.618 |
130-136 |
|
1.618 |
129-106 |
|
1.000 |
128-210 |
|
0.618 |
128-076 |
|
HIGH |
127-180 |
|
0.618 |
127-046 |
|
0.500 |
127-005 |
|
0.382 |
126-284 |
|
LOW |
126-150 |
|
0.618 |
125-254 |
|
1.000 |
125-120 |
|
1.618 |
124-224 |
|
2.618 |
123-194 |
|
4.250 |
121-262 |
|
|
| Fisher Pivots for day following 07-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-028 |
126-278 |
| PP |
127-017 |
126-197 |
| S1 |
127-005 |
126-115 |
|