ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 17-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2015 |
17-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
127-095 |
127-050 |
-0-045 |
-0.1% |
128-075 |
| High |
127-145 |
128-040 |
0-215 |
0.5% |
128-095 |
| Low |
127-035 |
127-045 |
0-010 |
0.0% |
127-115 |
| Close |
127-035 |
127-285 |
0-250 |
0.6% |
128-035 |
| Range |
0-110 |
0-315 |
0-205 |
186.4% |
0-300 |
| ATR |
0-208 |
0-216 |
0-008 |
4.0% |
0-000 |
| Volume |
13,132 |
16,453 |
3,321 |
25.3% |
99,253 |
|
| Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-215 |
130-085 |
128-138 |
|
| R3 |
129-220 |
129-090 |
128-052 |
|
| R2 |
128-225 |
128-225 |
128-023 |
|
| R1 |
128-095 |
128-095 |
127-314 |
128-160 |
| PP |
127-230 |
127-230 |
127-230 |
127-262 |
| S1 |
127-100 |
127-100 |
127-256 |
127-165 |
| S2 |
126-235 |
126-235 |
127-227 |
|
| S3 |
125-240 |
126-105 |
127-198 |
|
| S4 |
124-245 |
125-110 |
127-112 |
|
|
| 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 |
127-035 |
1-055 |
0.9% |
0-209 |
0.5% |
67% |
False |
False |
15,848 |
| 10 |
128-190 |
127-035 |
1-155 |
1.2% |
0-190 |
0.5% |
53% |
False |
False |
29,804 |
| 20 |
129-285 |
127-035 |
2-250 |
2.2% |
0-217 |
0.5% |
28% |
False |
False |
717,262 |
| 40 |
129-285 |
126-040 |
3-245 |
2.9% |
0-213 |
0.5% |
47% |
False |
False |
871,392 |
| 60 |
129-285 |
124-290 |
4-315 |
3.9% |
0-222 |
0.5% |
60% |
False |
False |
972,243 |
| 80 |
129-285 |
124-145 |
5-140 |
4.3% |
0-225 |
0.5% |
63% |
False |
False |
1,070,748 |
| 100 |
129-285 |
124-145 |
5-140 |
4.3% |
0-229 |
0.6% |
63% |
False |
False |
878,458 |
| 120 |
129-285 |
124-145 |
5-140 |
4.3% |
0-208 |
0.5% |
63% |
False |
False |
732,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-099 |
|
2.618 |
130-225 |
|
1.618 |
129-230 |
|
1.000 |
129-035 |
|
0.618 |
128-235 |
|
HIGH |
128-040 |
|
0.618 |
127-240 |
|
0.500 |
127-202 |
|
0.382 |
127-165 |
|
LOW |
127-045 |
|
0.618 |
126-170 |
|
1.000 |
126-050 |
|
1.618 |
125-175 |
|
2.618 |
124-180 |
|
4.250 |
122-306 |
|
|
| Fisher Pivots for day following 17-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-258 |
127-264 |
| PP |
127-230 |
127-243 |
| S1 |
127-202 |
127-222 |
|