ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 17-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2015 |
17-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
127-150 |
127-125 |
-0-025 |
-0.1% |
127-160 |
| High |
127-220 |
127-265 |
0-045 |
0.1% |
128-220 |
| Low |
127-060 |
127-105 |
0-045 |
0.1% |
126-305 |
| Close |
127-115 |
127-245 |
0-130 |
0.3% |
127-115 |
| Range |
0-160 |
0-160 |
0-000 |
0.0% |
1-235 |
| ATR |
0-224 |
0-219 |
-0-005 |
-2.0% |
0-000 |
| Volume |
743,346 |
667,866 |
-75,480 |
-10.2% |
5,538,257 |
|
| Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-045 |
128-305 |
128-013 |
|
| R3 |
128-205 |
128-145 |
127-289 |
|
| R2 |
128-045 |
128-045 |
127-274 |
|
| R1 |
127-305 |
127-305 |
127-260 |
128-015 |
| PP |
127-205 |
127-205 |
127-205 |
127-220 |
| S1 |
127-145 |
127-145 |
127-230 |
127-175 |
| S2 |
127-045 |
127-045 |
127-216 |
|
| S3 |
126-205 |
126-305 |
127-201 |
|
| S4 |
126-045 |
126-145 |
127-157 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-278 |
131-272 |
128-100 |
|
| R3 |
131-043 |
130-037 |
127-268 |
|
| R2 |
129-128 |
129-128 |
127-217 |
|
| R1 |
128-122 |
128-122 |
127-166 |
128-008 |
| PP |
127-213 |
127-213 |
127-213 |
127-156 |
| S1 |
126-207 |
126-207 |
127-064 |
126-092 |
| S2 |
125-298 |
125-298 |
127-013 |
|
| S3 |
124-063 |
124-292 |
126-282 |
|
| S4 |
122-148 |
123-057 |
126-130 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-220 |
127-010 |
1-210 |
1.3% |
0-246 |
0.6% |
44% |
False |
False |
1,106,517 |
| 10 |
128-220 |
126-175 |
2-045 |
1.7% |
0-228 |
0.6% |
57% |
False |
False |
1,051,515 |
| 20 |
128-220 |
125-220 |
3-000 |
2.3% |
0-198 |
0.5% |
69% |
False |
False |
1,006,024 |
| 40 |
128-220 |
124-290 |
3-250 |
3.0% |
0-223 |
0.5% |
76% |
False |
False |
1,104,874 |
| 60 |
128-220 |
124-145 |
4-075 |
3.3% |
0-227 |
0.6% |
78% |
False |
False |
1,183,276 |
| 80 |
129-050 |
124-145 |
4-225 |
3.7% |
0-228 |
0.6% |
70% |
False |
False |
893,070 |
| 100 |
129-190 |
124-145 |
5-045 |
4.0% |
0-203 |
0.5% |
64% |
False |
False |
714,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-305 |
|
2.618 |
129-044 |
|
1.618 |
128-204 |
|
1.000 |
128-105 |
|
0.618 |
128-044 |
|
HIGH |
127-265 |
|
0.618 |
127-204 |
|
0.500 |
127-185 |
|
0.382 |
127-166 |
|
LOW |
127-105 |
|
0.618 |
127-006 |
|
1.000 |
126-265 |
|
1.618 |
126-166 |
|
2.618 |
126-006 |
|
4.250 |
125-065 |
|
|
| Fisher Pivots for day following 17-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-225 |
127-238 |
| PP |
127-205 |
127-232 |
| S1 |
127-185 |
127-225 |
|