ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 18-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
127-050 |
128-060 |
1-010 |
0.8% |
127-315 |
| High |
128-040 |
128-190 |
0-150 |
0.4% |
128-190 |
| Low |
127-045 |
128-055 |
1-010 |
0.8% |
127-035 |
| Close |
127-285 |
128-185 |
0-220 |
0.5% |
128-185 |
| Range |
0-315 |
0-135 |
-0-180 |
-57.1% |
1-155 |
| ATR |
0-216 |
0-217 |
0-001 |
0.3% |
0-000 |
| Volume |
16,453 |
8,400 |
-8,053 |
-48.9% |
80,148 |
|
| Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-228 |
129-182 |
128-259 |
|
| R3 |
129-093 |
129-047 |
128-222 |
|
| R2 |
128-278 |
128-278 |
128-210 |
|
| R1 |
128-232 |
128-232 |
128-197 |
128-255 |
| PP |
128-143 |
128-143 |
128-143 |
128-155 |
| S1 |
128-097 |
128-097 |
128-173 |
128-120 |
| S2 |
128-008 |
128-008 |
128-160 |
|
| S3 |
127-193 |
127-282 |
128-148 |
|
| S4 |
127-058 |
127-147 |
128-111 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-175 |
132-015 |
129-126 |
|
| R3 |
131-020 |
130-180 |
128-316 |
|
| R2 |
129-185 |
129-185 |
128-272 |
|
| R1 |
129-025 |
129-025 |
128-229 |
129-105 |
| PP |
128-030 |
128-030 |
128-030 |
128-070 |
| S1 |
127-190 |
127-190 |
128-141 |
127-270 |
| S2 |
126-195 |
126-195 |
128-098 |
|
| S3 |
125-040 |
126-035 |
128-054 |
|
| S4 |
123-205 |
124-200 |
127-244 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-190 |
127-035 |
1-155 |
1.2% |
0-203 |
0.5% |
99% |
True |
False |
16,029 |
| 10 |
128-190 |
127-035 |
1-155 |
1.2% |
0-191 |
0.5% |
99% |
True |
False |
23,398 |
| 20 |
129-285 |
127-035 |
2-250 |
2.2% |
0-216 |
0.5% |
53% |
False |
False |
663,342 |
| 40 |
129-285 |
126-110 |
3-175 |
2.8% |
0-212 |
0.5% |
63% |
False |
False |
847,719 |
| 60 |
129-285 |
124-290 |
4-315 |
3.9% |
0-222 |
0.5% |
74% |
False |
False |
953,192 |
| 80 |
129-285 |
124-145 |
5-140 |
4.2% |
0-225 |
0.5% |
76% |
False |
False |
1,044,896 |
| 100 |
129-285 |
124-145 |
5-140 |
4.2% |
0-229 |
0.6% |
76% |
False |
False |
878,497 |
| 120 |
129-285 |
124-145 |
5-140 |
4.2% |
0-210 |
0.5% |
76% |
False |
False |
732,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-124 |
|
2.618 |
129-223 |
|
1.618 |
129-088 |
|
1.000 |
129-005 |
|
0.618 |
128-273 |
|
HIGH |
128-190 |
|
0.618 |
128-138 |
|
0.500 |
128-122 |
|
0.382 |
128-107 |
|
LOW |
128-055 |
|
0.618 |
127-292 |
|
1.000 |
127-240 |
|
1.618 |
127-157 |
|
2.618 |
127-022 |
|
4.250 |
126-121 |
|
|
| Fisher Pivots for day following 18-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-164 |
128-108 |
| PP |
128-143 |
128-030 |
| S1 |
128-122 |
127-272 |
|