ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 29-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2015 |
29-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
127-070 |
126-295 |
-0-095 |
-0.2% |
126-040 |
| High |
127-075 |
126-315 |
-0-080 |
-0.2% |
126-280 |
| Low |
126-260 |
126-200 |
-0-060 |
-0.1% |
125-220 |
| Close |
127-000 |
126-260 |
-0-060 |
-0.1% |
126-230 |
| Range |
0-135 |
0-115 |
-0-020 |
-14.8% |
1-060 |
| ATR |
0-213 |
0-207 |
-0-007 |
-3.1% |
0-000 |
| Volume |
851,800 |
829,278 |
-22,522 |
-2.6% |
4,273,542 |
|
| Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-283 |
127-227 |
127-003 |
|
| R3 |
127-168 |
127-112 |
126-292 |
|
| R2 |
127-053 |
127-053 |
126-281 |
|
| R1 |
126-317 |
126-317 |
126-271 |
126-288 |
| PP |
126-258 |
126-258 |
126-258 |
126-244 |
| S1 |
126-202 |
126-202 |
126-249 |
126-172 |
| S2 |
126-143 |
126-143 |
126-239 |
|
| S3 |
126-028 |
126-087 |
126-228 |
|
| S4 |
125-233 |
125-292 |
126-197 |
|
|
| 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 |
127-090 |
126-040 |
1-050 |
0.9% |
0-140 |
0.3% |
59% |
False |
False |
860,994 |
| 10 |
127-090 |
125-220 |
1-190 |
1.3% |
0-142 |
0.4% |
71% |
False |
False |
840,482 |
| 20 |
127-190 |
125-050 |
2-140 |
1.9% |
0-219 |
0.5% |
68% |
False |
False |
1,044,281 |
| 40 |
127-190 |
124-145 |
3-045 |
2.5% |
0-232 |
0.6% |
75% |
False |
False |
1,183,109 |
| 60 |
127-230 |
124-145 |
3-085 |
2.6% |
0-235 |
0.6% |
72% |
False |
False |
954,157 |
| 80 |
129-170 |
124-145 |
5-025 |
4.0% |
0-207 |
0.5% |
46% |
False |
False |
716,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-164 |
|
2.618 |
127-296 |
|
1.618 |
127-181 |
|
1.000 |
127-110 |
|
0.618 |
127-066 |
|
HIGH |
126-315 |
|
0.618 |
126-271 |
|
0.500 |
126-258 |
|
0.382 |
126-244 |
|
LOW |
126-200 |
|
0.618 |
126-129 |
|
1.000 |
126-085 |
|
1.618 |
126-014 |
|
2.618 |
125-219 |
|
4.250 |
125-031 |
|
|
| Fisher Pivots for day following 29-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-259 |
126-305 |
| PP |
126-258 |
126-290 |
| S1 |
126-258 |
126-275 |
|