ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 16-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
125-310 |
126-080 |
0-090 |
0.2% |
127-000 |
| High |
126-125 |
126-100 |
-0-025 |
-0.1% |
127-190 |
| Low |
125-195 |
125-275 |
0-080 |
0.2% |
125-220 |
| Close |
126-110 |
126-055 |
-0-055 |
-0.1% |
125-235 |
| Range |
0-250 |
0-145 |
-0-105 |
-42.0% |
1-290 |
| ATR |
0-275 |
0-266 |
-0-009 |
-3.1% |
0-000 |
| Volume |
1,039,936 |
896,853 |
-143,083 |
-13.8% |
6,885,223 |
|
| Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-152 |
127-088 |
126-135 |
|
| R3 |
127-007 |
126-263 |
126-095 |
|
| R2 |
126-182 |
126-182 |
126-082 |
|
| R1 |
126-118 |
126-118 |
126-068 |
126-078 |
| PP |
126-037 |
126-037 |
126-037 |
126-016 |
| S1 |
125-293 |
125-293 |
126-042 |
125-252 |
| S2 |
125-212 |
125-212 |
126-028 |
|
| S3 |
125-067 |
125-148 |
126-015 |
|
| S4 |
124-242 |
125-003 |
125-295 |
|
|
| 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 |
126-170 |
125-100 |
1-070 |
1.0% |
0-240 |
0.6% |
71% |
False |
False |
1,068,008 |
| 10 |
127-190 |
125-050 |
2-140 |
1.9% |
0-286 |
0.7% |
42% |
False |
False |
1,211,604 |
| 20 |
127-190 |
124-290 |
2-220 |
2.1% |
0-260 |
0.6% |
47% |
False |
False |
1,255,144 |
| 40 |
127-230 |
124-145 |
3-085 |
2.6% |
0-243 |
0.6% |
53% |
False |
False |
1,238,020 |
| 60 |
129-050 |
124-145 |
4-225 |
3.7% |
0-239 |
0.6% |
37% |
False |
False |
830,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-076 |
|
2.618 |
127-160 |
|
1.618 |
127-015 |
|
1.000 |
126-245 |
|
0.618 |
126-190 |
|
HIGH |
126-100 |
|
0.618 |
126-045 |
|
0.500 |
126-028 |
|
0.382 |
126-010 |
|
LOW |
125-275 |
|
0.618 |
125-185 |
|
1.000 |
125-130 |
|
1.618 |
125-040 |
|
2.618 |
124-215 |
|
4.250 |
123-299 |
|
|
| Fisher Pivots for day following 16-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-046 |
126-027 |
| PP |
126-037 |
125-318 |
| S1 |
126-028 |
125-290 |
|