ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 04-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
127-240 |
128-000 |
0-080 |
0.2% |
127-165 |
| High |
128-040 |
128-190 |
0-150 |
0.4% |
128-190 |
| Low |
127-235 |
127-305 |
0-070 |
0.2% |
127-130 |
| Close |
127-305 |
128-095 |
0-110 |
0.3% |
128-095 |
| Range |
0-125 |
0-205 |
0-080 |
64.0% |
1-060 |
| ATR |
0-228 |
0-226 |
-0-002 |
-0.7% |
0-000 |
| Volume |
72,459 |
54,582 |
-17,877 |
-24.7% |
624,481 |
|
| Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-065 |
129-285 |
128-208 |
|
| R3 |
129-180 |
129-080 |
128-151 |
|
| R2 |
128-295 |
128-295 |
128-133 |
|
| R1 |
128-195 |
128-195 |
128-114 |
128-245 |
| PP |
128-090 |
128-090 |
128-090 |
128-115 |
| S1 |
127-310 |
127-310 |
128-076 |
128-040 |
| S2 |
127-205 |
127-205 |
128-057 |
|
| S3 |
127-000 |
127-105 |
128-039 |
|
| S4 |
126-115 |
126-220 |
127-302 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-212 |
131-053 |
128-304 |
|
| R3 |
130-152 |
129-313 |
128-200 |
|
| R2 |
129-092 |
129-092 |
128-165 |
|
| R1 |
128-253 |
128-253 |
128-130 |
129-012 |
| PP |
128-032 |
128-032 |
128-032 |
128-071 |
| S1 |
127-193 |
127-193 |
128-060 |
127-272 |
| S2 |
126-292 |
126-292 |
128-025 |
|
| S3 |
125-232 |
126-133 |
127-310 |
|
| S4 |
124-172 |
125-073 |
127-206 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-190 |
127-130 |
1-060 |
0.9% |
0-198 |
0.5% |
75% |
True |
False |
124,896 |
| 10 |
129-285 |
127-130 |
2-155 |
1.9% |
0-246 |
0.6% |
36% |
False |
False |
1,178,044 |
| 20 |
129-285 |
126-305 |
2-300 |
2.3% |
0-235 |
0.6% |
46% |
False |
False |
1,122,269 |
| 40 |
129-285 |
125-100 |
4-185 |
3.6% |
0-212 |
0.5% |
65% |
False |
False |
1,047,788 |
| 60 |
129-285 |
124-290 |
4-315 |
3.9% |
0-226 |
0.6% |
68% |
False |
False |
1,125,238 |
| 80 |
129-285 |
124-145 |
5-140 |
4.2% |
0-229 |
0.6% |
71% |
False |
False |
1,093,909 |
| 100 |
129-285 |
124-145 |
5-140 |
4.2% |
0-222 |
0.5% |
71% |
False |
False |
876,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-101 |
|
2.618 |
130-087 |
|
1.618 |
129-202 |
|
1.000 |
129-075 |
|
0.618 |
128-317 |
|
HIGH |
128-190 |
|
0.618 |
128-112 |
|
0.500 |
128-088 |
|
0.382 |
128-063 |
|
LOW |
127-305 |
|
0.618 |
127-178 |
|
1.000 |
127-100 |
|
1.618 |
126-293 |
|
2.618 |
126-088 |
|
4.250 |
125-074 |
|
|
| Fisher Pivots for day following 04-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-092 |
128-077 |
| PP |
128-090 |
128-058 |
| S1 |
128-088 |
128-040 |
|