ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 21-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
128-020 |
128-150 |
0-130 |
0.3% |
127-125 |
| High |
128-155 |
128-280 |
0-125 |
0.3% |
128-280 |
| Low |
128-010 |
128-110 |
0-100 |
0.2% |
127-040 |
| Close |
128-105 |
128-215 |
0-110 |
0.3% |
128-215 |
| Range |
0-145 |
0-170 |
0-025 |
17.2% |
1-240 |
| ATR |
0-220 |
0-217 |
-0-003 |
-1.5% |
0-000 |
| Volume |
1,086,808 |
1,307,004 |
220,196 |
20.3% |
5,126,683 |
|
| Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-072 |
129-313 |
128-308 |
|
| R3 |
129-222 |
129-143 |
128-262 |
|
| R2 |
129-052 |
129-052 |
128-246 |
|
| R1 |
128-293 |
128-293 |
128-231 |
129-012 |
| PP |
128-202 |
128-202 |
128-202 |
128-221 |
| S1 |
128-123 |
128-123 |
128-199 |
128-162 |
| S2 |
128-032 |
128-032 |
128-184 |
|
| S3 |
127-182 |
127-273 |
128-168 |
|
| S4 |
127-012 |
127-103 |
128-122 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-152 |
132-263 |
129-203 |
|
| R3 |
131-232 |
131-023 |
129-049 |
|
| R2 |
129-312 |
129-312 |
128-318 |
|
| R1 |
129-103 |
129-103 |
128-266 |
129-208 |
| PP |
128-072 |
128-072 |
128-072 |
128-124 |
| S1 |
127-183 |
127-183 |
128-164 |
127-288 |
| S2 |
126-152 |
126-152 |
128-112 |
|
| S3 |
124-232 |
125-263 |
128-061 |
|
| S4 |
122-312 |
124-023 |
127-227 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-280 |
127-040 |
1-240 |
1.4% |
0-200 |
0.5% |
88% |
True |
False |
1,025,336 |
| 10 |
128-280 |
126-305 |
1-295 |
1.5% |
0-225 |
0.5% |
89% |
True |
False |
1,066,494 |
| 20 |
128-280 |
126-110 |
2-170 |
2.0% |
0-210 |
0.5% |
92% |
True |
False |
1,053,767 |
| 40 |
128-280 |
124-290 |
3-310 |
3.1% |
0-225 |
0.5% |
95% |
True |
False |
1,099,072 |
| 60 |
128-280 |
124-145 |
4-135 |
3.4% |
0-229 |
0.6% |
95% |
True |
False |
1,165,827 |
| 80 |
128-280 |
124-145 |
4-135 |
3.4% |
0-231 |
0.6% |
95% |
True |
False |
948,574 |
| 100 |
129-190 |
124-145 |
5-045 |
4.0% |
0-210 |
0.5% |
82% |
False |
False |
759,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-042 |
|
2.618 |
130-085 |
|
1.618 |
129-235 |
|
1.000 |
129-130 |
|
0.618 |
129-065 |
|
HIGH |
128-280 |
|
0.618 |
128-215 |
|
0.500 |
128-195 |
|
0.382 |
128-175 |
|
LOW |
128-110 |
|
0.618 |
128-005 |
|
1.000 |
127-260 |
|
1.618 |
127-155 |
|
2.618 |
126-305 |
|
4.250 |
126-028 |
|
|
| Fisher Pivots for day following 21-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-208 |
128-143 |
| PP |
128-202 |
128-072 |
| S1 |
128-195 |
128-000 |
|