ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 17-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2015 |
17-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
126-080 |
126-045 |
-0-035 |
-0.1% |
126-120 |
| High |
126-100 |
126-100 |
0-000 |
0.0% |
126-125 |
| Low |
125-275 |
125-285 |
0-010 |
0.0% |
125-100 |
| Close |
126-055 |
126-040 |
-0-015 |
0.0% |
126-040 |
| Range |
0-145 |
0-135 |
-0-010 |
-6.9% |
1-025 |
| ATR |
0-266 |
0-257 |
-0-009 |
-3.5% |
0-000 |
| Volume |
896,853 |
758,364 |
-138,489 |
-15.4% |
4,782,208 |
|
| Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-120 |
127-055 |
126-114 |
|
| R3 |
126-305 |
126-240 |
126-077 |
|
| R2 |
126-170 |
126-170 |
126-065 |
|
| R1 |
126-105 |
126-105 |
126-052 |
126-070 |
| PP |
126-035 |
126-035 |
126-035 |
126-018 |
| S1 |
125-290 |
125-290 |
126-028 |
125-255 |
| S2 |
125-220 |
125-220 |
126-015 |
|
| S3 |
125-085 |
125-155 |
126-003 |
|
| S4 |
124-270 |
125-020 |
125-286 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-057 |
128-233 |
126-230 |
|
| R3 |
128-032 |
127-208 |
126-135 |
|
| R2 |
127-007 |
127-007 |
126-103 |
|
| R1 |
126-183 |
126-183 |
126-072 |
126-082 |
| PP |
125-302 |
125-302 |
125-302 |
125-251 |
| S1 |
125-158 |
125-158 |
126-008 |
125-058 |
| S2 |
124-277 |
124-277 |
125-297 |
|
| S3 |
123-252 |
124-133 |
125-265 |
|
| S4 |
122-227 |
123-108 |
125-170 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-125 |
125-100 |
1-025 |
0.9% |
0-213 |
0.5% |
75% |
False |
False |
956,441 |
| 10 |
127-190 |
125-100 |
2-090 |
1.8% |
0-269 |
0.7% |
36% |
False |
False |
1,166,743 |
| 20 |
127-190 |
124-290 |
2-220 |
2.1% |
0-251 |
0.6% |
45% |
False |
False |
1,213,098 |
| 40 |
127-230 |
124-145 |
3-085 |
2.6% |
0-242 |
0.6% |
51% |
False |
False |
1,254,935 |
| 60 |
129-050 |
124-145 |
4-225 |
3.7% |
0-238 |
0.6% |
36% |
False |
False |
842,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-034 |
|
2.618 |
127-133 |
|
1.618 |
126-318 |
|
1.000 |
126-235 |
|
0.618 |
126-183 |
|
HIGH |
126-100 |
|
0.618 |
126-048 |
|
0.500 |
126-032 |
|
0.382 |
126-017 |
|
LOW |
125-285 |
|
0.618 |
125-202 |
|
1.000 |
125-150 |
|
1.618 |
125-067 |
|
2.618 |
124-252 |
|
4.250 |
124-031 |
|
|
| Fisher Pivots for day following 17-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-038 |
126-027 |
| PP |
126-035 |
126-013 |
| S1 |
126-032 |
126-000 |
|