ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 24-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2015 |
24-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
128-150 |
128-270 |
0-120 |
0.3% |
127-125 |
| High |
128-280 |
129-285 |
1-005 |
0.8% |
128-280 |
| Low |
128-110 |
128-235 |
0-125 |
0.3% |
127-040 |
| Close |
128-215 |
129-065 |
0-170 |
0.4% |
128-215 |
| Range |
0-170 |
1-050 |
0-200 |
117.6% |
1-240 |
| ATR |
0-217 |
0-229 |
0-012 |
5.7% |
0-000 |
| Volume |
1,307,004 |
2,440,534 |
1,133,530 |
86.7% |
5,126,683 |
|
| Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-238 |
132-042 |
129-268 |
|
| R3 |
131-188 |
130-312 |
129-167 |
|
| R2 |
130-138 |
130-138 |
129-133 |
|
| R1 |
129-262 |
129-262 |
129-099 |
130-040 |
| PP |
129-088 |
129-088 |
129-088 |
129-138 |
| S1 |
128-212 |
128-212 |
129-031 |
128-310 |
| S2 |
128-038 |
128-038 |
128-317 |
|
| S3 |
126-308 |
127-162 |
128-283 |
|
| S4 |
125-258 |
126-112 |
128-182 |
|
|
| 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 |
129-285 |
127-040 |
2-245 |
2.1% |
0-242 |
0.6% |
75% |
True |
False |
1,379,870 |
| 10 |
129-285 |
127-010 |
2-275 |
2.2% |
0-244 |
0.6% |
76% |
True |
False |
1,243,193 |
| 20 |
129-285 |
126-110 |
3-175 |
2.7% |
0-221 |
0.5% |
81% |
True |
False |
1,136,044 |
| 40 |
129-285 |
125-050 |
4-235 |
3.7% |
0-229 |
0.6% |
85% |
True |
False |
1,133,164 |
| 60 |
129-285 |
124-145 |
5-140 |
4.2% |
0-233 |
0.6% |
87% |
True |
False |
1,184,172 |
| 80 |
129-285 |
124-145 |
5-140 |
4.2% |
0-232 |
0.6% |
87% |
True |
False |
978,857 |
| 100 |
129-285 |
124-145 |
5-140 |
4.2% |
0-212 |
0.5% |
87% |
True |
False |
783,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-258 |
|
2.618 |
132-294 |
|
1.618 |
131-244 |
|
1.000 |
131-015 |
|
0.618 |
130-194 |
|
HIGH |
129-285 |
|
0.618 |
129-144 |
|
0.500 |
129-100 |
|
0.382 |
129-056 |
|
LOW |
128-235 |
|
0.618 |
128-006 |
|
1.000 |
127-185 |
|
1.618 |
126-276 |
|
2.618 |
125-226 |
|
4.250 |
123-262 |
|
|
| Fisher Pivots for day following 24-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
129-100 |
129-039 |
| PP |
129-088 |
129-013 |
| S1 |
129-077 |
128-308 |
|