ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 01-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2015 |
01-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
127-165 |
127-165 |
0-000 |
0.0% |
128-270 |
| High |
128-055 |
128-100 |
0-045 |
0.1% |
129-285 |
| Low |
127-130 |
127-150 |
0-020 |
0.0% |
127-180 |
| Close |
127-205 |
127-280 |
0-075 |
0.2% |
127-250 |
| Range |
0-245 |
0-270 |
0-025 |
10.2% |
2-105 |
| ATR |
0-241 |
0-243 |
0-002 |
0.9% |
0-000 |
| Volume |
262,060 |
156,708 |
-105,352 |
-40.2% |
11,155,961 |
|
| Daily Pivots for day following 01-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-133 |
129-317 |
128-108 |
|
| R3 |
129-183 |
129-047 |
128-034 |
|
| R2 |
128-233 |
128-233 |
128-010 |
|
| R1 |
128-097 |
128-097 |
127-305 |
128-165 |
| PP |
127-283 |
127-283 |
127-283 |
127-318 |
| S1 |
127-147 |
127-147 |
127-255 |
127-215 |
| S2 |
127-013 |
127-013 |
127-230 |
|
| S3 |
126-063 |
126-197 |
127-206 |
|
| S4 |
125-113 |
125-247 |
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 |
128-260 |
127-130 |
1-130 |
1.1% |
0-251 |
0.6% |
33% |
False |
False |
1,346,750 |
| 10 |
129-285 |
127-040 |
2-245 |
2.2% |
0-265 |
0.6% |
27% |
False |
False |
1,528,893 |
| 20 |
129-285 |
126-175 |
3-110 |
2.6% |
0-242 |
0.6% |
40% |
False |
False |
1,276,432 |
| 40 |
129-285 |
125-100 |
4-185 |
3.6% |
0-221 |
0.5% |
56% |
False |
False |
1,141,712 |
| 60 |
129-285 |
124-145 |
5-140 |
4.3% |
0-230 |
0.6% |
63% |
False |
False |
1,189,387 |
| 80 |
129-285 |
124-145 |
5-140 |
4.3% |
0-236 |
0.6% |
63% |
False |
False |
1,092,074 |
| 100 |
129-285 |
124-145 |
5-140 |
4.3% |
0-221 |
0.5% |
63% |
False |
False |
874,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-288 |
|
2.618 |
130-167 |
|
1.618 |
129-217 |
|
1.000 |
129-050 |
|
0.618 |
128-267 |
|
HIGH |
128-100 |
|
0.618 |
127-317 |
|
0.500 |
127-285 |
|
0.382 |
127-253 |
|
LOW |
127-150 |
|
0.618 |
126-303 |
|
1.000 |
126-200 |
|
1.618 |
126-033 |
|
2.618 |
125-083 |
|
4.250 |
123-282 |
|
|
| Fisher Pivots for day following 01-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-285 |
127-280 |
| PP |
127-283 |
127-280 |
| S1 |
127-282 |
127-280 |
|