ECBOT 10 Year T-Note Future September 2015
Trading Metrics calculated at close of trading on 30-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2015 |
30-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
126-295 |
126-235 |
-0-060 |
-0.1% |
126-040 |
High |
126-315 |
126-290 |
-0-025 |
-0.1% |
126-280 |
Low |
126-200 |
126-110 |
-0-090 |
-0.2% |
125-220 |
Close |
126-260 |
126-270 |
0-010 |
0.0% |
126-230 |
Range |
0-115 |
0-180 |
0-065 |
56.5% |
1-060 |
ATR |
0-207 |
0-205 |
-0-002 |
-0.9% |
0-000 |
Volume |
829,278 |
1,231,278 |
402,000 |
48.5% |
4,273,542 |
|
Daily Pivots for day following 30-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-123 |
128-057 |
127-049 |
|
R3 |
127-263 |
127-197 |
127-000 |
|
R2 |
127-083 |
127-083 |
126-303 |
|
R1 |
127-017 |
127-017 |
126-286 |
127-050 |
PP |
126-223 |
126-223 |
126-223 |
126-240 |
S1 |
126-157 |
126-157 |
126-254 |
126-190 |
S2 |
126-043 |
126-043 |
126-237 |
|
S3 |
125-183 |
125-297 |
126-220 |
|
S4 |
125-003 |
125-117 |
126-171 |
|
|
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 |
126-110 |
0-300 |
0.7% |
0-140 |
0.3% |
53% |
False |
True |
916,182 |
10 |
127-090 |
125-220 |
1-190 |
1.3% |
0-146 |
0.4% |
73% |
False |
False |
873,924 |
20 |
127-190 |
125-050 |
2-140 |
1.9% |
0-216 |
0.5% |
69% |
False |
False |
1,042,764 |
40 |
127-190 |
124-145 |
3-045 |
2.5% |
0-228 |
0.6% |
76% |
False |
False |
1,169,058 |
60 |
127-230 |
124-145 |
3-085 |
2.6% |
0-234 |
0.6% |
73% |
False |
False |
974,617 |
80 |
129-170 |
124-145 |
5-025 |
4.0% |
0-209 |
0.5% |
47% |
False |
False |
731,921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-095 |
2.618 |
128-121 |
1.618 |
127-261 |
1.000 |
127-150 |
0.618 |
127-081 |
HIGH |
126-290 |
0.618 |
126-221 |
0.500 |
126-200 |
0.382 |
126-179 |
LOW |
126-110 |
0.618 |
125-319 |
1.000 |
125-250 |
1.618 |
125-139 |
2.618 |
124-279 |
4.250 |
123-305 |
|
|
Fisher Pivots for day following 30-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
126-247 |
126-264 |
PP |
126-223 |
126-258 |
S1 |
126-200 |
126-252 |
|