ECBOT 10 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 10-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2015 |
10-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
127-140 |
126-165 |
-0-295 |
-0.7% |
127-000 |
High |
127-180 |
126-170 |
-1-010 |
-0.8% |
127-190 |
Low |
126-160 |
125-220 |
-0-260 |
-0.6% |
125-220 |
Close |
126-215 |
125-235 |
-0-300 |
-0.7% |
125-235 |
Range |
1-020 |
0-270 |
-0-070 |
-20.6% |
1-290 |
ATR |
0-276 |
0-279 |
0-003 |
1.0% |
0-000 |
Volume |
1,170,991 |
1,316,196 |
145,205 |
12.4% |
6,885,223 |
|
Daily Pivots for day following 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-165 |
127-310 |
126-064 |
|
R3 |
127-215 |
127-040 |
125-309 |
|
R2 |
126-265 |
126-265 |
125-284 |
|
R1 |
126-090 |
126-090 |
125-260 |
126-042 |
PP |
125-315 |
125-315 |
125-315 |
125-291 |
S1 |
125-140 |
125-140 |
125-210 |
125-092 |
S2 |
125-045 |
125-045 |
125-186 |
|
S3 |
124-095 |
124-190 |
125-161 |
|
S4 |
123-145 |
123-240 |
125-086 |
|
|
Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-018 |
130-257 |
126-250 |
|
R3 |
130-048 |
128-287 |
126-083 |
|
R2 |
128-078 |
128-078 |
126-027 |
|
R1 |
126-317 |
126-317 |
125-291 |
126-212 |
PP |
126-108 |
126-108 |
126-108 |
126-056 |
S1 |
125-027 |
125-027 |
125-179 |
124-242 |
S2 |
124-138 |
124-138 |
125-123 |
|
S3 |
122-168 |
123-057 |
125-067 |
|
S4 |
120-198 |
121-087 |
124-220 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-190 |
125-220 |
1-290 |
1.5% |
1-005 |
0.8% |
2% |
False |
True |
1,377,044 |
10 |
127-190 |
124-290 |
2-220 |
2.1% |
0-300 |
0.7% |
31% |
False |
False |
1,383,179 |
20 |
127-190 |
124-290 |
2-220 |
2.1% |
0-256 |
0.6% |
31% |
False |
False |
1,280,138 |
40 |
127-230 |
124-145 |
3-085 |
2.6% |
0-246 |
0.6% |
39% |
False |
False |
1,140,031 |
60 |
129-170 |
124-145 |
5-025 |
4.0% |
0-230 |
0.6% |
25% |
False |
False |
763,060 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-038 |
2.618 |
128-237 |
1.618 |
127-287 |
1.000 |
127-120 |
0.618 |
127-017 |
HIGH |
126-170 |
0.618 |
126-067 |
0.500 |
126-035 |
0.382 |
126-003 |
LOW |
125-220 |
0.618 |
125-053 |
1.000 |
124-270 |
1.618 |
124-103 |
2.618 |
123-153 |
4.250 |
122-032 |
|
|
Fisher Pivots for day following 10-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
126-035 |
126-205 |
PP |
125-315 |
126-108 |
S1 |
125-275 |
126-012 |
|