ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 04-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2015 |
04-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
127-185 |
127-255 |
0-070 |
0.2% |
126-250 |
| High |
127-295 |
127-280 |
-0-015 |
0.0% |
127-200 |
| Low |
127-115 |
127-025 |
-0-090 |
-0.2% |
126-110 |
| Close |
127-265 |
127-085 |
-0-180 |
-0.4% |
127-140 |
| Range |
0-180 |
0-255 |
0-075 |
41.7% |
1-090 |
| ATR |
0-210 |
0-213 |
0-003 |
1.5% |
0-000 |
| Volume |
974,279 |
1,020,055 |
45,776 |
4.7% |
5,127,096 |
|
| Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-255 |
129-105 |
127-225 |
|
| R3 |
129-000 |
128-170 |
127-155 |
|
| R2 |
128-065 |
128-065 |
127-132 |
|
| R1 |
127-235 |
127-235 |
127-108 |
127-182 |
| PP |
127-130 |
127-130 |
127-130 |
127-104 |
| S1 |
126-300 |
126-300 |
127-062 |
126-248 |
| S2 |
126-195 |
126-195 |
127-038 |
|
| S3 |
125-260 |
126-045 |
127-015 |
|
| S4 |
125-005 |
125-110 |
126-265 |
|
|
| 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 |
127-295 |
126-110 |
1-185 |
1.2% |
0-209 |
0.5% |
58% |
False |
False |
1,094,929 |
| 10 |
127-295 |
126-040 |
1-255 |
1.4% |
0-174 |
0.4% |
63% |
False |
False |
979,829 |
| 20 |
127-295 |
125-100 |
2-195 |
2.1% |
0-199 |
0.5% |
75% |
False |
False |
1,006,991 |
| 40 |
127-295 |
124-145 |
3-150 |
2.7% |
0-224 |
0.6% |
81% |
False |
False |
1,145,865 |
| 60 |
127-295 |
124-145 |
3-150 |
2.7% |
0-233 |
0.6% |
81% |
False |
False |
1,030,622 |
| 80 |
129-170 |
124-145 |
5-025 |
4.0% |
0-216 |
0.5% |
55% |
False |
False |
774,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-084 |
|
2.618 |
129-308 |
|
1.618 |
129-053 |
|
1.000 |
128-215 |
|
0.618 |
128-118 |
|
HIGH |
127-280 |
|
0.618 |
127-183 |
|
0.500 |
127-152 |
|
0.382 |
127-122 |
|
LOW |
127-025 |
|
0.618 |
126-187 |
|
1.000 |
126-090 |
|
1.618 |
125-252 |
|
2.618 |
124-317 |
|
4.250 |
123-221 |
|
|
| Fisher Pivots for day following 04-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-152 |
127-090 |
| PP |
127-130 |
127-088 |
| S1 |
127-108 |
127-087 |
|