ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 13-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2015 |
13-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
126-165 |
126-120 |
-0-045 |
-0.1% |
127-000 |
| High |
126-170 |
126-120 |
-0-050 |
-0.1% |
127-190 |
| Low |
125-220 |
125-100 |
-0-120 |
-0.3% |
125-220 |
| Close |
125-235 |
125-190 |
-0-045 |
-0.1% |
125-235 |
| Range |
0-270 |
1-020 |
0-070 |
25.9% |
1-290 |
| ATR |
0-279 |
0-283 |
0-004 |
1.6% |
0-000 |
| Volume |
1,316,196 |
1,158,434 |
-157,762 |
-12.0% |
6,885,223 |
|
| Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-303 |
128-107 |
126-057 |
|
| R3 |
127-283 |
127-087 |
125-284 |
|
| R2 |
126-263 |
126-263 |
125-252 |
|
| R1 |
126-067 |
126-067 |
125-221 |
125-315 |
| PP |
125-243 |
125-243 |
125-243 |
125-208 |
| S1 |
125-047 |
125-047 |
125-159 |
124-295 |
| S2 |
124-223 |
124-223 |
125-128 |
|
| S3 |
123-203 |
124-027 |
125-096 |
|
| S4 |
122-183 |
123-007 |
125-003 |
|
|
| 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 |
125-100 |
2-090 |
1.8% |
0-307 |
0.8% |
12% |
False |
True |
1,331,376 |
| 10 |
127-190 |
125-050 |
2-140 |
1.9% |
0-312 |
0.8% |
18% |
False |
False |
1,391,338 |
| 20 |
127-190 |
124-290 |
2-220 |
2.1% |
0-263 |
0.7% |
26% |
False |
False |
1,272,616 |
| 40 |
127-230 |
124-145 |
3-085 |
2.6% |
0-250 |
0.6% |
35% |
False |
False |
1,168,433 |
| 60 |
129-170 |
124-145 |
5-025 |
4.0% |
0-234 |
0.6% |
22% |
False |
False |
782,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-285 |
|
2.618 |
129-050 |
|
1.618 |
128-030 |
|
1.000 |
127-140 |
|
0.618 |
127-010 |
|
HIGH |
126-120 |
|
0.618 |
125-310 |
|
0.500 |
125-270 |
|
0.382 |
125-230 |
|
LOW |
125-100 |
|
0.618 |
124-210 |
|
1.000 |
124-080 |
|
1.618 |
123-190 |
|
2.618 |
122-170 |
|
4.250 |
120-255 |
|
|
| Fisher Pivots for day following 13-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
125-270 |
126-140 |
| PP |
125-243 |
126-050 |
| S1 |
125-217 |
125-280 |
|