ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 31-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2015 |
31-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
126-235 |
126-275 |
0-040 |
0.1% |
126-250 |
| High |
126-290 |
127-200 |
0-230 |
0.6% |
127-200 |
| Low |
126-110 |
126-205 |
0-095 |
0.2% |
126-110 |
| Close |
126-270 |
127-140 |
0-190 |
0.5% |
127-140 |
| Range |
0-180 |
0-315 |
0-135 |
75.0% |
1-090 |
| ATR |
0-205 |
0-213 |
0-008 |
3.9% |
0-000 |
| Volume |
1,231,278 |
1,419,755 |
188,477 |
15.3% |
5,127,096 |
|
| Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-060 |
129-255 |
127-313 |
|
| R3 |
129-065 |
128-260 |
127-227 |
|
| R2 |
128-070 |
128-070 |
127-198 |
|
| R1 |
127-265 |
127-265 |
127-169 |
128-008 |
| PP |
127-075 |
127-075 |
127-075 |
127-106 |
| S1 |
126-270 |
126-270 |
127-111 |
127-012 |
| S2 |
126-080 |
126-080 |
127-082 |
|
| S3 |
125-085 |
125-275 |
127-053 |
|
| S4 |
124-090 |
124-280 |
126-287 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-313 |
130-157 |
128-046 |
|
| R3 |
129-223 |
129-067 |
127-253 |
|
| R2 |
128-133 |
128-133 |
127-215 |
|
| R1 |
127-297 |
127-297 |
127-178 |
128-055 |
| PP |
127-043 |
127-043 |
127-043 |
127-082 |
| S1 |
126-207 |
126-207 |
127-102 |
126-285 |
| S2 |
125-273 |
125-273 |
127-065 |
|
| S3 |
124-183 |
125-117 |
127-027 |
|
| S4 |
123-093 |
124-027 |
126-234 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-200 |
126-110 |
1-090 |
1.0% |
0-182 |
0.4% |
85% |
True |
False |
1,025,419 |
| 10 |
127-200 |
125-220 |
1-300 |
1.5% |
0-164 |
0.4% |
90% |
True |
False |
940,063 |
| 20 |
127-200 |
125-100 |
2-100 |
1.8% |
0-216 |
0.5% |
92% |
True |
False |
1,053,403 |
| 40 |
127-200 |
124-145 |
3-055 |
2.5% |
0-227 |
0.6% |
94% |
True |
False |
1,158,360 |
| 60 |
127-230 |
124-145 |
3-085 |
2.6% |
0-236 |
0.6% |
91% |
False |
False |
997,878 |
| 80 |
129-170 |
124-145 |
5-025 |
4.0% |
0-213 |
0.5% |
59% |
False |
False |
749,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-259 |
|
2.618 |
130-065 |
|
1.618 |
129-070 |
|
1.000 |
128-195 |
|
0.618 |
128-075 |
|
HIGH |
127-200 |
|
0.618 |
127-080 |
|
0.500 |
127-042 |
|
0.382 |
127-005 |
|
LOW |
126-205 |
|
0.618 |
126-010 |
|
1.000 |
125-210 |
|
1.618 |
125-015 |
|
2.618 |
124-020 |
|
4.250 |
122-146 |
|
|
| Fisher Pivots for day following 31-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-108 |
127-092 |
| PP |
127-075 |
127-043 |
| S1 |
127-042 |
126-315 |
|