ECBOT 10 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 20-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
126-045 |
126-040 |
-0-005 |
0.0% |
126-120 |
High |
126-100 |
126-050 |
-0-050 |
-0.1% |
126-125 |
Low |
125-285 |
125-225 |
-0-060 |
-0.1% |
125-100 |
Close |
126-040 |
125-285 |
-0-075 |
-0.2% |
126-040 |
Range |
0-135 |
0-145 |
0-010 |
7.4% |
1-025 |
ATR |
0-257 |
0-249 |
-0-008 |
-3.1% |
0-000 |
Volume |
758,364 |
769,583 |
11,219 |
1.5% |
4,782,208 |
|
Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-088 |
127-012 |
126-045 |
|
R3 |
126-263 |
126-187 |
126-005 |
|
R2 |
126-118 |
126-118 |
125-312 |
|
R1 |
126-042 |
126-042 |
125-298 |
126-008 |
PP |
125-293 |
125-293 |
125-293 |
125-276 |
S1 |
125-217 |
125-217 |
125-272 |
125-182 |
S2 |
125-148 |
125-148 |
125-258 |
|
S3 |
125-003 |
125-072 |
125-245 |
|
S4 |
124-178 |
124-247 |
125-205 |
|
|
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 |
125-135 |
0-310 |
0.8% |
0-174 |
0.4% |
48% |
False |
False |
878,671 |
10 |
127-190 |
125-100 |
2-090 |
1.8% |
0-240 |
0.6% |
25% |
False |
False |
1,105,023 |
20 |
127-190 |
124-290 |
2-220 |
2.1% |
0-248 |
0.6% |
37% |
False |
False |
1,203,725 |
40 |
127-230 |
124-145 |
3-085 |
2.6% |
0-241 |
0.6% |
44% |
False |
False |
1,271,902 |
60 |
129-050 |
124-145 |
4-225 |
3.7% |
0-238 |
0.6% |
31% |
False |
False |
855,419 |
80 |
129-190 |
124-145 |
5-045 |
4.1% |
0-204 |
0.5% |
28% |
False |
False |
641,835 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-026 |
2.618 |
127-110 |
1.618 |
126-285 |
1.000 |
126-195 |
0.618 |
126-140 |
HIGH |
126-050 |
0.618 |
125-315 |
0.500 |
125-298 |
0.382 |
125-280 |
LOW |
125-225 |
0.618 |
125-135 |
1.000 |
125-080 |
1.618 |
124-310 |
2.618 |
124-165 |
4.250 |
123-249 |
|
|
Fisher Pivots for day following 20-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
125-298 |
126-002 |
PP |
125-293 |
125-310 |
S1 |
125-289 |
125-298 |
|