ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 27-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2015 |
27-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
128-180 |
127-290 |
-0-210 |
-0.5% |
127-125 |
| High |
128-260 |
128-055 |
-0-205 |
-0.5% |
128-280 |
| Low |
127-250 |
127-180 |
-0-070 |
-0.2% |
127-040 |
| Close |
127-300 |
127-305 |
0-005 |
0.0% |
128-215 |
| Range |
1-010 |
0-195 |
-0-135 |
-40.9% |
1-240 |
| ATR |
0-246 |
0-243 |
-0-004 |
-1.5% |
0-000 |
| Volume |
2,825,932 |
2,336,303 |
-489,629 |
-17.3% |
5,126,683 |
|
| Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-232 |
129-143 |
128-092 |
|
| R3 |
129-037 |
128-268 |
128-039 |
|
| R2 |
128-162 |
128-162 |
128-021 |
|
| R1 |
128-073 |
128-073 |
128-003 |
128-118 |
| PP |
127-287 |
127-287 |
127-287 |
127-309 |
| S1 |
127-198 |
127-198 |
127-287 |
127-242 |
| S2 |
127-092 |
127-092 |
127-269 |
|
| S3 |
126-217 |
127-003 |
127-251 |
|
| S4 |
126-022 |
126-128 |
127-198 |
|
|
| 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 |
127-180 |
2-105 |
1.8% |
0-284 |
0.7% |
17% |
False |
True |
2,262,042 |
| 10 |
129-285 |
127-040 |
2-245 |
2.2% |
0-241 |
0.6% |
30% |
False |
False |
1,587,323 |
| 20 |
129-285 |
126-175 |
3-110 |
2.6% |
0-243 |
0.6% |
42% |
False |
False |
1,368,560 |
| 40 |
129-285 |
125-050 |
4-235 |
3.7% |
0-230 |
0.6% |
59% |
False |
False |
1,205,662 |
| 60 |
129-285 |
124-145 |
5-140 |
4.2% |
0-233 |
0.6% |
64% |
False |
False |
1,235,559 |
| 80 |
129-285 |
124-145 |
5-140 |
4.2% |
0-236 |
0.6% |
64% |
False |
False |
1,073,103 |
| 100 |
129-285 |
124-145 |
5-140 |
4.2% |
0-216 |
0.5% |
64% |
False |
False |
859,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-244 |
|
2.618 |
129-246 |
|
1.618 |
129-051 |
|
1.000 |
128-250 |
|
0.618 |
128-176 |
|
HIGH |
128-055 |
|
0.618 |
127-301 |
|
0.500 |
127-278 |
|
0.382 |
127-254 |
|
LOW |
127-180 |
|
0.618 |
127-059 |
|
1.000 |
126-305 |
|
1.618 |
126-184 |
|
2.618 |
125-309 |
|
4.250 |
124-311 |
|
|
| Fisher Pivots for day following 27-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-296 |
128-110 |
| PP |
127-287 |
128-068 |
| S1 |
127-278 |
128-027 |
|