ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 26-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2015 |
26-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
129-005 |
128-180 |
-0-145 |
-0.4% |
127-125 |
| High |
129-040 |
128-260 |
-0-100 |
-0.2% |
128-280 |
| Low |
128-005 |
127-250 |
-0-075 |
-0.2% |
127-040 |
| Close |
128-020 |
127-300 |
-0-040 |
-0.1% |
128-215 |
| Range |
1-035 |
1-010 |
-0-025 |
-7.0% |
1-240 |
| ATR |
0-240 |
0-246 |
0-006 |
2.7% |
0-000 |
| Volume |
2,400,441 |
2,825,932 |
425,491 |
17.7% |
5,126,683 |
|
| Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-087 |
130-203 |
128-162 |
|
| R3 |
130-077 |
129-193 |
128-071 |
|
| R2 |
129-067 |
129-067 |
128-040 |
|
| R1 |
128-183 |
128-183 |
128-010 |
128-120 |
| PP |
128-057 |
128-057 |
128-057 |
128-025 |
| S1 |
127-173 |
127-173 |
127-270 |
127-110 |
| S2 |
127-047 |
127-047 |
127-240 |
|
| S3 |
126-037 |
126-163 |
127-209 |
|
| S4 |
125-027 |
125-153 |
127-118 |
|
|
| 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 |
127-250 |
2-035 |
1.6% |
0-274 |
0.7% |
7% |
False |
True |
2,012,143 |
| 10 |
129-285 |
127-040 |
2-245 |
2.2% |
0-248 |
0.6% |
29% |
False |
False |
1,482,516 |
| 20 |
129-285 |
126-110 |
3-175 |
2.8% |
0-242 |
0.6% |
45% |
False |
False |
1,313,309 |
| 40 |
129-285 |
125-050 |
4-235 |
3.7% |
0-231 |
0.6% |
59% |
False |
False |
1,178,795 |
| 60 |
129-285 |
124-145 |
5-140 |
4.3% |
0-235 |
0.6% |
64% |
False |
False |
1,226,509 |
| 80 |
129-285 |
124-145 |
5-140 |
4.3% |
0-237 |
0.6% |
64% |
False |
False |
1,043,945 |
| 100 |
129-285 |
124-145 |
5-140 |
4.3% |
0-214 |
0.5% |
64% |
False |
False |
835,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-062 |
|
2.618 |
131-164 |
|
1.618 |
130-154 |
|
1.000 |
129-270 |
|
0.618 |
129-144 |
|
HIGH |
128-260 |
|
0.618 |
128-134 |
|
0.500 |
128-095 |
|
0.382 |
128-056 |
|
LOW |
127-250 |
|
0.618 |
127-046 |
|
1.000 |
126-240 |
|
1.618 |
126-036 |
|
2.618 |
125-026 |
|
4.250 |
123-128 |
|
|
| Fisher Pivots for day following 26-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-095 |
128-268 |
| PP |
128-057 |
128-172 |
| S1 |
128-018 |
128-076 |
|