ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 22-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2015 |
22-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
125-295 |
126-085 |
0-110 |
0.3% |
126-120 |
| High |
126-095 |
126-155 |
0-060 |
0.1% |
126-125 |
| Low |
125-220 |
126-050 |
0-150 |
0.4% |
125-100 |
| Close |
126-065 |
126-100 |
0-035 |
0.1% |
126-040 |
| Range |
0-195 |
0-105 |
-0-090 |
-46.2% |
1-025 |
| ATR |
0-245 |
0-235 |
-0-010 |
-4.1% |
0-000 |
| Volume |
827,090 |
847,959 |
20,869 |
2.5% |
4,782,208 |
|
| Daily Pivots for day following 22-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-097 |
127-043 |
126-158 |
|
| R3 |
126-312 |
126-258 |
126-129 |
|
| R2 |
126-207 |
126-207 |
126-119 |
|
| R1 |
126-153 |
126-153 |
126-110 |
126-180 |
| PP |
126-102 |
126-102 |
126-102 |
126-115 |
| S1 |
126-048 |
126-048 |
126-090 |
126-075 |
| S2 |
125-317 |
125-317 |
126-081 |
|
| S3 |
125-212 |
125-263 |
126-071 |
|
| S4 |
125-107 |
125-158 |
126-042 |
|
|
| 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 |
126-155 |
125-220 |
0-255 |
0.6% |
0-145 |
0.4% |
78% |
True |
False |
819,969 |
| 10 |
127-180 |
125-100 |
2-080 |
1.8% |
0-212 |
0.5% |
44% |
False |
False |
971,402 |
| 20 |
127-190 |
124-290 |
2-220 |
2.1% |
0-242 |
0.6% |
52% |
False |
False |
1,173,945 |
| 40 |
127-230 |
124-145 |
3-085 |
2.6% |
0-236 |
0.6% |
57% |
False |
False |
1,270,104 |
| 60 |
128-280 |
124-145 |
4-135 |
3.5% |
0-240 |
0.6% |
42% |
False |
False |
883,168 |
| 80 |
129-190 |
124-145 |
5-045 |
4.1% |
0-206 |
0.5% |
36% |
False |
False |
662,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-281 |
|
2.618 |
127-110 |
|
1.618 |
127-005 |
|
1.000 |
126-260 |
|
0.618 |
126-220 |
|
HIGH |
126-155 |
|
0.618 |
126-115 |
|
0.500 |
126-102 |
|
0.382 |
126-090 |
|
LOW |
126-050 |
|
0.618 |
125-305 |
|
1.000 |
125-265 |
|
1.618 |
125-200 |
|
2.618 |
125-095 |
|
4.250 |
124-244 |
|
|
| Fisher Pivots for day following 22-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-102 |
126-076 |
| PP |
126-102 |
126-052 |
| S1 |
126-101 |
126-028 |
|