ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 10-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2015 |
10-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
127-255 |
128-000 |
0-065 |
0.2% |
127-165 |
| High |
128-015 |
128-015 |
0-000 |
0.0% |
128-190 |
| Low |
127-115 |
127-190 |
0-075 |
0.2% |
127-130 |
| Close |
128-000 |
127-235 |
-0-085 |
-0.2% |
128-095 |
| Range |
0-220 |
0-145 |
-0-075 |
-34.1% |
1-060 |
| ATR |
0-222 |
0-216 |
-0-005 |
-2.5% |
0-000 |
| Volume |
36,330 |
8,805 |
-27,525 |
-75.8% |
624,481 |
|
| Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-048 |
128-287 |
127-315 |
|
| R3 |
128-223 |
128-142 |
127-275 |
|
| R2 |
128-078 |
128-078 |
127-262 |
|
| R1 |
127-317 |
127-317 |
127-248 |
127-285 |
| PP |
127-253 |
127-253 |
127-253 |
127-238 |
| S1 |
127-172 |
127-172 |
127-222 |
127-140 |
| S2 |
127-108 |
127-108 |
127-208 |
|
| S3 |
126-283 |
127-027 |
127-195 |
|
| S4 |
126-138 |
126-202 |
127-155 |
|
|
| 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 |
127-115 |
1-075 |
1.0% |
0-171 |
0.4% |
30% |
False |
False |
43,759 |
| 10 |
128-190 |
127-115 |
1-075 |
1.0% |
0-192 |
0.5% |
30% |
False |
False |
420,529 |
| 20 |
129-285 |
127-040 |
2-245 |
2.2% |
0-220 |
0.5% |
22% |
False |
False |
951,522 |
| 40 |
129-285 |
125-220 |
4-065 |
3.3% |
0-205 |
0.5% |
49% |
False |
False |
971,907 |
| 60 |
129-285 |
124-290 |
4-315 |
3.9% |
0-226 |
0.6% |
57% |
False |
False |
1,071,761 |
| 80 |
129-285 |
124-145 |
5-140 |
4.3% |
0-226 |
0.6% |
60% |
False |
False |
1,094,175 |
| 100 |
129-285 |
124-145 |
5-140 |
4.3% |
0-225 |
0.6% |
60% |
False |
False |
877,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-311 |
|
2.618 |
129-075 |
|
1.618 |
128-250 |
|
1.000 |
128-160 |
|
0.618 |
128-105 |
|
HIGH |
128-015 |
|
0.618 |
127-280 |
|
0.500 |
127-262 |
|
0.382 |
127-245 |
|
LOW |
127-190 |
|
0.618 |
127-100 |
|
1.000 |
127-045 |
|
1.618 |
126-275 |
|
2.618 |
126-130 |
|
4.250 |
125-214 |
|
|
| Fisher Pivots for day following 10-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-262 |
127-265 |
| PP |
127-253 |
127-255 |
| S1 |
127-244 |
127-245 |
|