ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 25-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
128-270 |
129-005 |
0-055 |
0.1% |
127-125 |
| High |
129-285 |
129-040 |
-0-245 |
-0.6% |
128-280 |
| Low |
128-235 |
128-005 |
-0-230 |
-0.6% |
127-040 |
| Close |
129-065 |
128-020 |
-1-045 |
-0.9% |
128-215 |
| Range |
1-050 |
1-035 |
-0-015 |
-4.1% |
1-240 |
| ATR |
0-229 |
0-240 |
0-011 |
4.7% |
0-000 |
| Volume |
2,440,534 |
2,400,441 |
-40,093 |
-1.6% |
5,126,683 |
|
| Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-233 |
131-002 |
128-215 |
|
| R3 |
130-198 |
129-287 |
128-118 |
|
| R2 |
129-163 |
129-163 |
128-085 |
|
| R1 |
128-252 |
128-252 |
128-053 |
128-190 |
| PP |
128-128 |
128-128 |
128-128 |
128-098 |
| S1 |
127-217 |
127-217 |
127-307 |
127-155 |
| S2 |
127-093 |
127-093 |
127-275 |
|
| S3 |
126-058 |
126-182 |
127-242 |
|
| S4 |
125-023 |
125-147 |
127-145 |
|
|
| 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 |
2.2% |
0-279 |
0.7% |
34% |
False |
False |
1,711,036 |
| 10 |
129-285 |
127-040 |
2-245 |
2.2% |
0-246 |
0.6% |
34% |
False |
False |
1,357,840 |
| 20 |
129-285 |
126-110 |
3-175 |
2.8% |
0-232 |
0.6% |
48% |
False |
False |
1,213,476 |
| 40 |
129-285 |
125-050 |
4-235 |
3.7% |
0-227 |
0.6% |
61% |
False |
False |
1,150,838 |
| 60 |
129-285 |
124-145 |
5-140 |
4.2% |
0-234 |
0.6% |
66% |
False |
False |
1,204,630 |
| 80 |
129-285 |
124-145 |
5-140 |
4.2% |
0-234 |
0.6% |
66% |
False |
False |
1,008,672 |
| 100 |
129-285 |
124-145 |
5-140 |
4.2% |
0-213 |
0.5% |
66% |
False |
False |
807,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-269 |
|
2.618 |
132-009 |
|
1.618 |
130-294 |
|
1.000 |
130-075 |
|
0.618 |
129-259 |
|
HIGH |
129-040 |
|
0.618 |
128-224 |
|
0.500 |
128-182 |
|
0.382 |
128-141 |
|
LOW |
128-005 |
|
0.618 |
127-106 |
|
1.000 |
126-290 |
|
1.618 |
126-071 |
|
2.618 |
125-036 |
|
4.250 |
123-096 |
|
|
| Fisher Pivots for day following 25-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-182 |
128-305 |
| PP |
128-128 |
128-210 |
| S1 |
128-074 |
128-115 |
|