ECBOT 10 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 23-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2015 |
23-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
126-085 |
126-090 |
0-005 |
0.0% |
126-120 |
High |
126-155 |
126-220 |
0-065 |
0.2% |
126-125 |
Low |
126-050 |
126-040 |
-0-010 |
0.0% |
125-100 |
Close |
126-100 |
126-195 |
0-095 |
0.2% |
126-040 |
Range |
0-105 |
0-180 |
0-075 |
71.4% |
1-025 |
ATR |
0-235 |
0-231 |
-0-004 |
-1.7% |
0-000 |
Volume |
847,959 |
955,338 |
107,379 |
12.7% |
4,782,208 |
|
Daily Pivots for day following 23-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-052 |
127-303 |
126-294 |
|
R3 |
127-192 |
127-123 |
126-244 |
|
R2 |
127-012 |
127-012 |
126-228 |
|
R1 |
126-263 |
126-263 |
126-212 |
126-298 |
PP |
126-152 |
126-152 |
126-152 |
126-169 |
S1 |
126-083 |
126-083 |
126-178 |
126-118 |
S2 |
125-292 |
125-292 |
126-162 |
|
S3 |
125-112 |
125-223 |
126-146 |
|
S4 |
124-252 |
125-043 |
126-096 |
|
|
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 |
126-220 |
125-220 |
1-000 |
0.8% |
0-152 |
0.4% |
92% |
True |
False |
831,666 |
10 |
126-220 |
125-100 |
1-120 |
1.1% |
0-196 |
0.5% |
94% |
True |
False |
949,837 |
20 |
127-190 |
124-290 |
2-220 |
2.1% |
0-243 |
0.6% |
63% |
False |
False |
1,164,139 |
40 |
127-230 |
124-145 |
3-085 |
2.6% |
0-238 |
0.6% |
66% |
False |
False |
1,242,073 |
60 |
128-120 |
124-145 |
3-295 |
3.1% |
0-240 |
0.6% |
55% |
False |
False |
899,015 |
80 |
129-190 |
124-145 |
5-045 |
4.1% |
0-208 |
0.5% |
42% |
False |
False |
674,711 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-025 |
2.618 |
128-051 |
1.618 |
127-191 |
1.000 |
127-080 |
0.618 |
127-011 |
HIGH |
126-220 |
0.618 |
126-151 |
0.500 |
126-130 |
0.382 |
126-109 |
LOW |
126-040 |
0.618 |
125-249 |
1.000 |
125-180 |
1.618 |
125-069 |
2.618 |
124-209 |
4.250 |
123-235 |
|
|
Fisher Pivots for day following 23-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
126-173 |
126-150 |
PP |
126-152 |
126-105 |
S1 |
126-130 |
126-060 |
|