ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 02-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2015 |
02-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
127-165 |
128-000 |
0-155 |
0.4% |
128-270 |
| High |
128-100 |
128-035 |
-0-065 |
-0.2% |
129-285 |
| Low |
127-150 |
127-210 |
0-060 |
0.1% |
127-180 |
| Close |
127-280 |
127-235 |
-0-045 |
-0.1% |
127-250 |
| Range |
0-270 |
0-145 |
-0-125 |
-46.3% |
2-105 |
| ATR |
0-243 |
0-236 |
-0-007 |
-2.9% |
0-000 |
| Volume |
156,708 |
78,672 |
-78,036 |
-49.8% |
11,155,961 |
|
| Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-062 |
128-293 |
127-315 |
|
| R3 |
128-237 |
128-148 |
127-275 |
|
| R2 |
128-092 |
128-092 |
127-262 |
|
| R1 |
128-003 |
128-003 |
127-248 |
127-295 |
| PP |
127-267 |
127-267 |
127-267 |
127-252 |
| S1 |
127-178 |
127-178 |
127-222 |
127-150 |
| S2 |
127-122 |
127-122 |
127-208 |
|
| S3 |
126-297 |
127-033 |
127-195 |
|
| S4 |
126-152 |
126-208 |
127-155 |
|
|
| 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 |
128-110 |
127-130 |
0-300 |
0.7% |
0-214 |
0.5% |
35% |
False |
False |
797,298 |
| 10 |
129-285 |
127-130 |
2-155 |
1.9% |
0-244 |
0.6% |
13% |
False |
False |
1,404,721 |
| 20 |
129-285 |
126-210 |
3-075 |
2.5% |
0-238 |
0.6% |
33% |
False |
False |
1,215,944 |
| 40 |
129-285 |
125-100 |
4-185 |
3.6% |
0-218 |
0.5% |
53% |
False |
False |
1,106,792 |
| 60 |
129-285 |
124-145 |
5-140 |
4.3% |
0-228 |
0.6% |
60% |
False |
False |
1,171,527 |
| 80 |
129-285 |
124-145 |
5-140 |
4.3% |
0-232 |
0.6% |
60% |
False |
False |
1,092,926 |
| 100 |
129-285 |
124-145 |
5-140 |
4.3% |
0-221 |
0.5% |
60% |
False |
False |
875,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-011 |
|
2.618 |
129-095 |
|
1.618 |
128-270 |
|
1.000 |
128-180 |
|
0.618 |
128-125 |
|
HIGH |
128-035 |
|
0.618 |
127-300 |
|
0.500 |
127-282 |
|
0.382 |
127-265 |
|
LOW |
127-210 |
|
0.618 |
127-120 |
|
1.000 |
127-065 |
|
1.618 |
126-295 |
|
2.618 |
126-150 |
|
4.250 |
125-234 |
|
|
| Fisher Pivots for day following 02-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-282 |
127-275 |
| PP |
127-267 |
127-262 |
| S1 |
127-251 |
127-248 |
|