ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 20-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
127-140 |
128-020 |
0-200 |
0.5% |
127-160 |
| High |
128-075 |
128-155 |
0-080 |
0.2% |
128-220 |
| Low |
127-040 |
128-010 |
0-290 |
0.7% |
126-305 |
| Close |
128-030 |
128-105 |
0-075 |
0.2% |
127-115 |
| Range |
1-035 |
0-145 |
-0-210 |
-59.2% |
1-235 |
| ATR |
0-226 |
0-220 |
-0-006 |
-2.6% |
0-000 |
| Volume |
1,320,397 |
1,086,808 |
-233,589 |
-17.7% |
5,538,257 |
|
| Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-205 |
129-140 |
128-185 |
|
| R3 |
129-060 |
128-315 |
128-145 |
|
| R2 |
128-235 |
128-235 |
128-132 |
|
| R1 |
128-170 |
128-170 |
128-118 |
128-202 |
| PP |
128-090 |
128-090 |
128-090 |
128-106 |
| S1 |
128-025 |
128-025 |
128-092 |
128-058 |
| S2 |
127-265 |
127-265 |
128-078 |
|
| S3 |
127-120 |
127-200 |
128-065 |
|
| S4 |
126-295 |
127-055 |
128-025 |
|
|
| 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 |
128-155 |
127-040 |
1-115 |
1.1% |
0-198 |
0.5% |
89% |
True |
False |
912,605 |
| 10 |
128-220 |
126-260 |
1-280 |
1.5% |
0-232 |
0.6% |
81% |
False |
False |
1,052,366 |
| 20 |
128-220 |
126-110 |
2-110 |
1.8% |
0-207 |
0.5% |
85% |
False |
False |
1,032,095 |
| 40 |
128-220 |
124-290 |
3-250 |
2.9% |
0-225 |
0.5% |
90% |
False |
False |
1,098,117 |
| 60 |
128-220 |
124-145 |
4-075 |
3.3% |
0-228 |
0.6% |
92% |
False |
False |
1,172,080 |
| 80 |
128-220 |
124-145 |
4-075 |
3.3% |
0-232 |
0.6% |
92% |
False |
False |
932,285 |
| 100 |
129-190 |
124-145 |
5-045 |
4.0% |
0-208 |
0.5% |
75% |
False |
False |
746,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-131 |
|
2.618 |
129-215 |
|
1.618 |
129-070 |
|
1.000 |
128-300 |
|
0.618 |
128-245 |
|
HIGH |
128-155 |
|
0.618 |
128-100 |
|
0.500 |
128-082 |
|
0.382 |
128-065 |
|
LOW |
128-010 |
|
0.618 |
127-240 |
|
1.000 |
127-185 |
|
1.618 |
127-095 |
|
2.618 |
126-270 |
|
4.250 |
126-034 |
|
|
| Fisher Pivots for day following 20-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-098 |
128-049 |
| PP |
128-090 |
127-313 |
| S1 |
128-082 |
127-258 |
|