ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 11-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2015 |
11-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
128-000 |
127-230 |
-0-090 |
-0.2% |
128-075 |
| High |
128-015 |
128-050 |
0-035 |
0.1% |
128-095 |
| Low |
127-190 |
127-205 |
0-015 |
0.0% |
127-115 |
| Close |
127-235 |
128-035 |
0-120 |
0.3% |
128-035 |
| Range |
0-145 |
0-165 |
0-020 |
13.8% |
0-300 |
| ATR |
0-216 |
0-212 |
-0-004 |
-1.7% |
0-000 |
| Volume |
8,805 |
7,495 |
-1,310 |
-14.9% |
99,253 |
|
| Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-165 |
129-105 |
128-126 |
|
| R3 |
129-000 |
128-260 |
128-080 |
|
| R2 |
128-155 |
128-155 |
128-065 |
|
| R1 |
128-095 |
128-095 |
128-050 |
128-125 |
| PP |
127-310 |
127-310 |
127-310 |
128-005 |
| S1 |
127-250 |
127-250 |
128-020 |
127-280 |
| S2 |
127-145 |
127-145 |
128-005 |
|
| S3 |
126-300 |
127-085 |
127-310 |
|
| S4 |
126-135 |
126-240 |
127-264 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-235 |
130-115 |
128-200 |
|
| R3 |
129-255 |
129-135 |
128-118 |
|
| R2 |
128-275 |
128-275 |
128-090 |
|
| R1 |
128-155 |
128-155 |
128-062 |
128-065 |
| PP |
127-295 |
127-295 |
127-295 |
127-250 |
| S1 |
127-175 |
127-175 |
128-008 |
127-085 |
| S2 |
126-315 |
126-315 |
127-300 |
|
| S3 |
126-015 |
126-195 |
127-272 |
|
| S4 |
125-035 |
125-215 |
127-190 |
|
|
| 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% |
0-179 |
0.4% |
61% |
False |
False |
30,767 |
| 10 |
128-190 |
127-115 |
1-075 |
1.0% |
0-190 |
0.5% |
61% |
False |
False |
187,648 |
| 20 |
129-285 |
127-040 |
2-245 |
2.2% |
0-215 |
0.5% |
36% |
False |
False |
887,486 |
| 40 |
129-285 |
125-220 |
4-065 |
3.3% |
0-206 |
0.5% |
58% |
False |
False |
949,673 |
| 60 |
129-285 |
124-290 |
4-315 |
3.9% |
0-224 |
0.5% |
64% |
False |
False |
1,051,497 |
| 80 |
129-285 |
124-145 |
5-140 |
4.2% |
0-224 |
0.5% |
67% |
False |
False |
1,093,847 |
| 100 |
129-285 |
124-145 |
5-140 |
4.2% |
0-226 |
0.6% |
67% |
False |
False |
877,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-111 |
|
2.618 |
129-162 |
|
1.618 |
128-317 |
|
1.000 |
128-215 |
|
0.618 |
128-152 |
|
HIGH |
128-050 |
|
0.618 |
127-307 |
|
0.500 |
127-288 |
|
0.382 |
127-268 |
|
LOW |
127-205 |
|
0.618 |
127-103 |
|
1.000 |
127-040 |
|
1.618 |
126-258 |
|
2.618 |
126-093 |
|
4.250 |
125-144 |
|
|
| Fisher Pivots for day following 11-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-012 |
127-318 |
| PP |
127-310 |
127-280 |
| S1 |
127-288 |
127-242 |
|