ECBOT 10 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 24-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2015 |
24-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
126-090 |
126-190 |
0-100 |
0.2% |
126-040 |
High |
126-220 |
126-280 |
0-060 |
0.1% |
126-280 |
Low |
126-040 |
126-175 |
0-135 |
0.3% |
125-220 |
Close |
126-195 |
126-230 |
0-035 |
0.1% |
126-230 |
Range |
0-180 |
0-105 |
-0-075 |
-41.7% |
1-060 |
ATR |
0-231 |
0-222 |
-0-009 |
-3.9% |
0-000 |
Volume |
955,338 |
873,572 |
-81,766 |
-8.6% |
4,273,542 |
|
Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-223 |
127-172 |
126-288 |
|
R3 |
127-118 |
127-067 |
126-259 |
|
R2 |
127-013 |
127-013 |
126-249 |
|
R1 |
126-282 |
126-282 |
126-240 |
126-308 |
PP |
126-228 |
126-228 |
126-228 |
126-241 |
S1 |
126-177 |
126-177 |
126-220 |
126-202 |
S2 |
126-123 |
126-123 |
126-211 |
|
S3 |
126-018 |
126-072 |
126-201 |
|
S4 |
125-233 |
125-287 |
126-172 |
|
|
Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-317 |
129-173 |
127-119 |
|
R3 |
128-257 |
128-113 |
127-014 |
|
R2 |
127-197 |
127-197 |
126-300 |
|
R1 |
127-053 |
127-053 |
126-265 |
127-125 |
PP |
126-137 |
126-137 |
126-137 |
126-172 |
S1 |
125-313 |
125-313 |
126-195 |
126-065 |
S2 |
125-077 |
125-077 |
126-160 |
|
S3 |
124-017 |
124-253 |
126-126 |
|
S4 |
122-277 |
123-193 |
126-021 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-280 |
125-220 |
1-060 |
0.9% |
0-146 |
0.4% |
87% |
True |
False |
854,708 |
10 |
126-280 |
125-100 |
1-180 |
1.2% |
0-180 |
0.4% |
90% |
True |
False |
905,575 |
20 |
127-190 |
124-290 |
2-220 |
2.1% |
0-240 |
0.6% |
67% |
False |
False |
1,144,377 |
40 |
127-230 |
124-145 |
3-085 |
2.6% |
0-238 |
0.6% |
69% |
False |
False |
1,221,857 |
60 |
128-060 |
124-145 |
3-235 |
2.9% |
0-238 |
0.6% |
61% |
False |
False |
913,509 |
80 |
129-190 |
124-145 |
5-045 |
4.1% |
0-209 |
0.5% |
44% |
False |
False |
685,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-086 |
2.618 |
127-235 |
1.618 |
127-130 |
1.000 |
127-065 |
0.618 |
127-025 |
HIGH |
126-280 |
0.618 |
126-240 |
0.500 |
126-228 |
0.382 |
126-215 |
LOW |
126-175 |
0.618 |
126-110 |
1.000 |
126-070 |
1.618 |
126-005 |
2.618 |
125-220 |
4.250 |
125-049 |
|
|
Fisher Pivots for day following 24-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
126-229 |
126-207 |
PP |
126-228 |
126-183 |
S1 |
126-228 |
126-160 |
|