ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 28-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2015 |
28-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
127-290 |
127-270 |
-0-020 |
0.0% |
128-270 |
| High |
128-055 |
128-110 |
0-055 |
0.1% |
129-285 |
| Low |
127-180 |
127-215 |
0-035 |
0.1% |
127-180 |
| Close |
127-305 |
127-250 |
-0-055 |
-0.1% |
127-250 |
| Range |
0-195 |
0-215 |
0-020 |
10.3% |
2-105 |
| ATR |
0-243 |
0-241 |
-0-002 |
-0.8% |
0-000 |
| Volume |
2,336,303 |
1,152,751 |
-1,183,552 |
-50.7% |
11,155,961 |
|
| Daily Pivots for day following 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-303 |
129-172 |
128-048 |
|
| R3 |
129-088 |
128-277 |
127-309 |
|
| R2 |
128-193 |
128-193 |
127-289 |
|
| R1 |
128-062 |
128-062 |
127-270 |
128-020 |
| PP |
127-298 |
127-298 |
127-298 |
127-278 |
| S1 |
127-167 |
127-167 |
127-230 |
127-125 |
| S2 |
127-083 |
127-083 |
127-211 |
|
| S3 |
126-188 |
126-272 |
127-191 |
|
| S4 |
125-293 |
126-057 |
127-132 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-127 |
133-293 |
129-020 |
|
| R3 |
133-022 |
131-188 |
128-135 |
|
| R2 |
130-237 |
130-237 |
128-067 |
|
| R1 |
129-083 |
129-083 |
127-318 |
128-268 |
| PP |
128-132 |
128-132 |
128-132 |
128-064 |
| S1 |
126-298 |
126-298 |
127-182 |
126-162 |
| S2 |
126-027 |
126-027 |
127-113 |
|
| S3 |
123-242 |
124-193 |
127-045 |
|
| S4 |
121-137 |
122-088 |
126-160 |
|
|
| 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% |
0-293 |
0.7% |
9% |
False |
False |
2,231,192 |
| 10 |
129-285 |
127-040 |
2-245 |
2.2% |
0-246 |
0.6% |
24% |
False |
False |
1,628,264 |
| 20 |
129-285 |
126-175 |
3-110 |
2.6% |
0-238 |
0.6% |
37% |
False |
False |
1,355,210 |
| 40 |
129-285 |
125-100 |
4-185 |
3.6% |
0-227 |
0.6% |
54% |
False |
False |
1,204,307 |
| 60 |
129-285 |
124-145 |
5-140 |
4.3% |
0-231 |
0.6% |
61% |
False |
False |
1,223,977 |
| 80 |
129-285 |
124-145 |
5-140 |
4.3% |
0-237 |
0.6% |
61% |
False |
False |
1,087,211 |
| 100 |
129-285 |
124-145 |
5-140 |
4.3% |
0-218 |
0.5% |
61% |
False |
False |
870,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-064 |
|
2.618 |
130-033 |
|
1.618 |
129-138 |
|
1.000 |
129-005 |
|
0.618 |
128-243 |
|
HIGH |
128-110 |
|
0.618 |
128-028 |
|
0.500 |
128-002 |
|
0.382 |
127-297 |
|
LOW |
127-215 |
|
0.618 |
127-082 |
|
1.000 |
127-000 |
|
1.618 |
126-187 |
|
2.618 |
125-292 |
|
4.250 |
124-261 |
|
|
| Fisher Pivots for day following 28-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-002 |
128-060 |
| PP |
127-298 |
128-017 |
| S1 |
127-274 |
127-293 |
|