ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 19-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2015 |
19-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
127-195 |
127-140 |
-0-055 |
-0.1% |
127-160 |
| High |
127-290 |
128-075 |
0-105 |
0.3% |
128-220 |
| Low |
127-120 |
127-040 |
-0-080 |
-0.2% |
126-305 |
| Close |
127-145 |
128-030 |
0-205 |
0.5% |
127-115 |
| Range |
0-170 |
1-035 |
0-185 |
108.8% |
1-235 |
| ATR |
0-216 |
0-226 |
0-010 |
4.6% |
0-000 |
| Volume |
744,608 |
1,320,397 |
575,789 |
77.3% |
5,538,257 |
|
| Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-047 |
130-233 |
128-225 |
|
| R3 |
130-012 |
129-198 |
128-128 |
|
| R2 |
128-297 |
128-297 |
128-095 |
|
| R1 |
128-163 |
128-163 |
128-063 |
128-230 |
| PP |
127-262 |
127-262 |
127-262 |
127-295 |
| S1 |
127-128 |
127-128 |
127-317 |
127-195 |
| S2 |
126-227 |
126-227 |
127-285 |
|
| S3 |
125-192 |
126-093 |
127-252 |
|
| S4 |
124-157 |
125-058 |
127-155 |
|
|
| 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 |
128-075 |
127-040 |
1-035 |
0.9% |
0-221 |
0.5% |
87% |
True |
True |
952,889 |
| 10 |
128-220 |
126-210 |
2-010 |
1.6% |
0-233 |
0.6% |
71% |
False |
False |
1,027,166 |
| 20 |
128-220 |
126-040 |
2-180 |
2.0% |
0-209 |
0.5% |
77% |
False |
False |
1,025,522 |
| 40 |
128-220 |
124-290 |
3-250 |
3.0% |
0-225 |
0.5% |
84% |
False |
False |
1,099,733 |
| 60 |
128-220 |
124-145 |
4-075 |
3.3% |
0-227 |
0.6% |
86% |
False |
False |
1,188,576 |
| 80 |
128-280 |
124-145 |
4-135 |
3.5% |
0-232 |
0.6% |
82% |
False |
False |
918,756 |
| 100 |
129-190 |
124-145 |
5-045 |
4.0% |
0-207 |
0.5% |
71% |
False |
False |
735,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-304 |
|
2.618 |
131-044 |
|
1.618 |
130-009 |
|
1.000 |
129-110 |
|
0.618 |
128-294 |
|
HIGH |
128-075 |
|
0.618 |
127-259 |
|
0.500 |
127-218 |
|
0.382 |
127-176 |
|
LOW |
127-040 |
|
0.618 |
126-141 |
|
1.000 |
126-005 |
|
1.618 |
125-106 |
|
2.618 |
124-071 |
|
4.250 |
122-131 |
|
|
| Fisher Pivots for day following 19-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-306 |
127-306 |
| PP |
127-262 |
127-262 |
| S1 |
127-218 |
127-218 |
|