ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 14-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2015 |
14-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
127-230 |
127-315 |
0-085 |
0.2% |
128-075 |
| High |
128-050 |
128-085 |
0-035 |
0.1% |
128-095 |
| Low |
127-205 |
127-305 |
0-100 |
0.2% |
127-115 |
| Close |
128-035 |
128-040 |
0-005 |
0.0% |
128-035 |
| Range |
0-165 |
0-100 |
-0-065 |
-39.4% |
0-300 |
| ATR |
0-212 |
0-204 |
-0-008 |
-3.8% |
0-000 |
| Volume |
7,495 |
15,156 |
7,661 |
102.2% |
99,253 |
|
| Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-017 |
128-288 |
128-095 |
|
| R3 |
128-237 |
128-188 |
128-068 |
|
| R2 |
128-137 |
128-137 |
128-058 |
|
| R1 |
128-088 |
128-088 |
128-049 |
128-112 |
| PP |
128-037 |
128-037 |
128-037 |
128-049 |
| S1 |
127-308 |
127-308 |
128-031 |
128-012 |
| S2 |
127-257 |
127-257 |
128-022 |
|
| S3 |
127-157 |
127-208 |
128-012 |
|
| S4 |
127-057 |
127-108 |
127-305 |
|
|
| 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 |
128-095 |
127-115 |
0-300 |
0.7% |
0-158 |
0.4% |
82% |
False |
False |
22,881 |
| 10 |
128-190 |
127-115 |
1-075 |
1.0% |
0-178 |
0.4% |
62% |
False |
False |
73,889 |
| 20 |
129-285 |
127-040 |
2-245 |
2.2% |
0-212 |
0.5% |
36% |
False |
False |
851,076 |
| 40 |
129-285 |
125-220 |
4-065 |
3.3% |
0-205 |
0.5% |
58% |
False |
False |
931,093 |
| 60 |
129-285 |
124-290 |
4-315 |
3.9% |
0-220 |
0.5% |
65% |
False |
False |
1,025,095 |
| 80 |
129-285 |
124-145 |
5-140 |
4.2% |
0-223 |
0.5% |
68% |
False |
False |
1,093,014 |
| 100 |
129-285 |
124-145 |
5-140 |
4.2% |
0-224 |
0.5% |
68% |
False |
False |
878,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-190 |
|
2.618 |
129-027 |
|
1.618 |
128-247 |
|
1.000 |
128-185 |
|
0.618 |
128-147 |
|
HIGH |
128-085 |
|
0.618 |
128-047 |
|
0.500 |
128-035 |
|
0.382 |
128-023 |
|
LOW |
127-305 |
|
0.618 |
127-243 |
|
1.000 |
127-205 |
|
1.618 |
127-143 |
|
2.618 |
127-043 |
|
4.250 |
126-200 |
|
|
| Fisher Pivots for day following 14-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-038 |
128-019 |
| PP |
128-037 |
127-318 |
| S1 |
128-035 |
127-298 |
|