ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 12-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
127-030 |
127-265 |
0-235 |
0.6% |
127-185 |
| High |
128-025 |
128-220 |
0-195 |
0.5% |
127-295 |
| Low |
127-010 |
127-225 |
0-215 |
0.5% |
126-175 |
| Close |
127-275 |
127-310 |
0-035 |
0.1% |
127-145 |
| Range |
1-015 |
0-315 |
-0-020 |
-6.0% |
1-120 |
| ATR |
0-219 |
0-226 |
0-007 |
3.1% |
0-000 |
| Volume |
1,253,972 |
1,579,174 |
325,202 |
25.9% |
5,283,312 |
|
| Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-023 |
130-162 |
128-163 |
|
| R3 |
130-028 |
129-167 |
128-077 |
|
| R2 |
129-033 |
129-033 |
128-048 |
|
| R1 |
128-172 |
128-172 |
128-019 |
128-262 |
| PP |
128-038 |
128-038 |
128-038 |
128-084 |
| S1 |
127-177 |
127-177 |
127-281 |
127-268 |
| S2 |
127-043 |
127-043 |
127-252 |
|
| S3 |
126-048 |
126-182 |
127-223 |
|
| S4 |
125-053 |
125-187 |
127-137 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-138 |
130-262 |
128-067 |
|
| R3 |
130-018 |
129-142 |
127-266 |
|
| R2 |
128-218 |
128-218 |
127-226 |
|
| R1 |
128-022 |
128-022 |
127-185 |
127-220 |
| PP |
127-098 |
127-098 |
127-098 |
127-038 |
| S1 |
126-222 |
126-222 |
127-105 |
126-100 |
| S2 |
125-298 |
125-298 |
127-064 |
|
| S3 |
124-178 |
125-102 |
127-024 |
|
| S4 |
123-058 |
123-302 |
126-223 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-220 |
126-210 |
2-010 |
1.6% |
0-245 |
0.6% |
65% |
True |
False |
1,101,444 |
| 10 |
128-220 |
126-110 |
2-110 |
1.8% |
0-238 |
0.6% |
69% |
True |
False |
1,144,102 |
| 20 |
128-220 |
125-220 |
3-000 |
2.3% |
0-190 |
0.5% |
76% |
True |
False |
992,292 |
| 40 |
128-220 |
124-290 |
3-250 |
3.0% |
0-230 |
0.6% |
81% |
True |
False |
1,131,880 |
| 60 |
128-220 |
124-145 |
4-075 |
3.3% |
0-228 |
0.6% |
83% |
True |
False |
1,141,726 |
| 80 |
129-100 |
124-145 |
4-275 |
3.8% |
0-226 |
0.6% |
72% |
False |
False |
859,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-279 |
|
2.618 |
131-085 |
|
1.618 |
130-090 |
|
1.000 |
129-215 |
|
0.618 |
129-095 |
|
HIGH |
128-220 |
|
0.618 |
128-100 |
|
0.500 |
128-062 |
|
0.382 |
128-025 |
|
LOW |
127-225 |
|
0.618 |
127-030 |
|
1.000 |
126-230 |
|
1.618 |
126-035 |
|
2.618 |
125-040 |
|
4.250 |
123-166 |
|
|
| Fisher Pivots for day following 12-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-062 |
127-294 |
| PP |
128-038 |
127-278 |
| S1 |
128-014 |
127-262 |
|