ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 31-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2015 |
31-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
127-270 |
127-165 |
-0-105 |
-0.3% |
128-270 |
| High |
128-110 |
128-055 |
-0-055 |
-0.1% |
129-285 |
| Low |
127-215 |
127-130 |
-0-085 |
-0.2% |
127-180 |
| Close |
127-250 |
127-205 |
-0-045 |
-0.1% |
127-250 |
| Range |
0-215 |
0-245 |
0-030 |
14.0% |
2-105 |
| ATR |
0-241 |
0-241 |
0-000 |
0.1% |
0-000 |
| Volume |
1,152,751 |
262,060 |
-890,691 |
-77.3% |
11,155,961 |
|
| Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-012 |
129-193 |
128-020 |
|
| R3 |
129-087 |
128-268 |
127-272 |
|
| R2 |
128-162 |
128-162 |
127-250 |
|
| R1 |
128-023 |
128-023 |
127-227 |
128-092 |
| PP |
127-237 |
127-237 |
127-237 |
127-271 |
| S1 |
127-098 |
127-098 |
127-183 |
127-168 |
| S2 |
126-312 |
126-312 |
127-160 |
|
| S3 |
126-067 |
126-173 |
127-138 |
|
| S4 |
125-142 |
125-248 |
127-070 |
|
|
| 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 |
129-040 |
127-130 |
1-230 |
1.3% |
0-268 |
0.7% |
14% |
False |
True |
1,795,497 |
| 10 |
129-285 |
127-040 |
2-245 |
2.2% |
0-255 |
0.6% |
19% |
False |
False |
1,587,683 |
| 20 |
129-285 |
126-175 |
3-110 |
2.6% |
0-242 |
0.6% |
33% |
False |
False |
1,319,599 |
| 40 |
129-285 |
125-100 |
4-185 |
3.6% |
0-223 |
0.5% |
51% |
False |
False |
1,176,189 |
| 60 |
129-285 |
124-145 |
5-140 |
4.3% |
0-228 |
0.6% |
59% |
False |
False |
1,201,630 |
| 80 |
129-285 |
124-145 |
5-140 |
4.3% |
0-236 |
0.6% |
59% |
False |
False |
1,090,364 |
| 100 |
129-285 |
124-145 |
5-140 |
4.3% |
0-219 |
0.5% |
59% |
False |
False |
873,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-136 |
|
2.618 |
130-056 |
|
1.618 |
129-131 |
|
1.000 |
128-300 |
|
0.618 |
128-206 |
|
HIGH |
128-055 |
|
0.618 |
127-281 |
|
0.500 |
127-252 |
|
0.382 |
127-224 |
|
LOW |
127-130 |
|
0.618 |
126-299 |
|
1.000 |
126-205 |
|
1.618 |
126-054 |
|
2.618 |
125-129 |
|
4.250 |
124-049 |
|
|
| Fisher Pivots for day following 31-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-252 |
127-280 |
| PP |
127-237 |
127-255 |
| S1 |
127-221 |
127-230 |
|