ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 03-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2015 |
03-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
128-000 |
127-240 |
-0-080 |
-0.2% |
128-270 |
| High |
128-035 |
128-040 |
0-005 |
0.0% |
129-285 |
| Low |
127-210 |
127-235 |
0-025 |
0.1% |
127-180 |
| Close |
127-235 |
127-305 |
0-070 |
0.2% |
127-250 |
| Range |
0-145 |
0-125 |
-0-020 |
-13.8% |
2-105 |
| ATR |
0-236 |
0-228 |
-0-008 |
-3.4% |
0-000 |
| Volume |
78,672 |
72,459 |
-6,213 |
-7.9% |
11,155,961 |
|
| Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-035 |
128-295 |
128-054 |
|
| R3 |
128-230 |
128-170 |
128-019 |
|
| R2 |
128-105 |
128-105 |
128-008 |
|
| R1 |
128-045 |
128-045 |
127-316 |
128-075 |
| PP |
127-300 |
127-300 |
127-300 |
127-315 |
| S1 |
127-240 |
127-240 |
127-294 |
127-270 |
| S2 |
127-175 |
127-175 |
127-282 |
|
| S3 |
127-050 |
127-115 |
127-271 |
|
| S4 |
126-245 |
126-310 |
127-236 |
|
|
| 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% |
0-200 |
0.5% |
58% |
False |
False |
344,530 |
| 10 |
129-285 |
127-130 |
2-155 |
1.9% |
0-242 |
0.6% |
22% |
False |
False |
1,303,286 |
| 20 |
129-285 |
126-260 |
3-025 |
2.4% |
0-237 |
0.6% |
37% |
False |
False |
1,177,826 |
| 40 |
129-285 |
125-100 |
4-185 |
3.6% |
0-213 |
0.5% |
58% |
False |
False |
1,079,328 |
| 60 |
129-285 |
124-145 |
5-140 |
4.2% |
0-228 |
0.6% |
64% |
False |
False |
1,149,244 |
| 80 |
129-285 |
124-145 |
5-140 |
4.2% |
0-230 |
0.6% |
64% |
False |
False |
1,093,653 |
| 100 |
129-285 |
124-145 |
5-140 |
4.2% |
0-221 |
0.5% |
64% |
False |
False |
876,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-251 |
|
2.618 |
129-047 |
|
1.618 |
128-242 |
|
1.000 |
128-165 |
|
0.618 |
128-117 |
|
HIGH |
128-040 |
|
0.618 |
127-312 |
|
0.500 |
127-298 |
|
0.382 |
127-283 |
|
LOW |
127-235 |
|
0.618 |
127-158 |
|
1.000 |
127-110 |
|
1.618 |
127-033 |
|
2.618 |
126-228 |
|
4.250 |
126-024 |
|
|
| Fisher Pivots for day following 03-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-302 |
127-298 |
| PP |
127-300 |
127-292 |
| S1 |
127-298 |
127-285 |
|