ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 15-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
127-315 |
128-040 |
0-045 |
0.1% |
128-075 |
| High |
128-085 |
128-090 |
0-005 |
0.0% |
128-095 |
| Low |
127-305 |
127-055 |
-0-250 |
-0.6% |
127-115 |
| Close |
128-040 |
127-090 |
-0-270 |
-0.7% |
128-035 |
| Range |
0-100 |
1-035 |
0-255 |
255.0% |
0-300 |
| ATR |
0-204 |
0-215 |
0-011 |
5.3% |
0-000 |
| Volume |
15,156 |
27,007 |
11,851 |
78.2% |
99,253 |
|
| Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-290 |
130-065 |
127-285 |
|
| R3 |
129-255 |
129-030 |
127-188 |
|
| R2 |
128-220 |
128-220 |
127-155 |
|
| R1 |
127-315 |
127-315 |
127-123 |
127-250 |
| PP |
127-185 |
127-185 |
127-185 |
127-152 |
| S1 |
126-280 |
126-280 |
127-057 |
126-215 |
| S2 |
126-150 |
126-150 |
127-025 |
|
| S3 |
125-115 |
125-245 |
126-312 |
|
| S4 |
124-080 |
124-210 |
126-215 |
|
|
| 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 |
128-090 |
127-055 |
1-035 |
0.9% |
0-197 |
0.5% |
10% |
True |
True |
18,958 |
| 10 |
128-190 |
127-055 |
1-135 |
1.1% |
0-189 |
0.5% |
8% |
False |
True |
50,383 |
| 20 |
129-285 |
127-040 |
2-245 |
2.2% |
0-222 |
0.5% |
6% |
False |
False |
819,033 |
| 40 |
129-285 |
125-220 |
4-065 |
3.3% |
0-210 |
0.5% |
38% |
False |
False |
912,529 |
| 60 |
129-285 |
124-290 |
4-315 |
3.9% |
0-222 |
0.5% |
48% |
False |
False |
1,009,594 |
| 80 |
129-285 |
124-145 |
5-140 |
4.3% |
0-225 |
0.6% |
52% |
False |
False |
1,092,216 |
| 100 |
129-285 |
124-145 |
5-140 |
4.3% |
0-227 |
0.6% |
52% |
False |
False |
878,263 |
| 120 |
129-285 |
124-145 |
5-140 |
4.3% |
0-206 |
0.5% |
52% |
False |
False |
732,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-319 |
|
2.618 |
131-059 |
|
1.618 |
130-024 |
|
1.000 |
129-125 |
|
0.618 |
128-309 |
|
HIGH |
128-090 |
|
0.618 |
127-274 |
|
0.500 |
127-232 |
|
0.382 |
127-191 |
|
LOW |
127-055 |
|
0.618 |
126-156 |
|
1.000 |
126-020 |
|
1.618 |
125-121 |
|
2.618 |
124-086 |
|
4.250 |
122-146 |
|
|
| Fisher Pivots for day following 15-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-232 |
127-232 |
| PP |
127-185 |
127-185 |
| S1 |
127-138 |
127-138 |
|