ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 21-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2015 |
21-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
128-060 |
128-105 |
0-045 |
0.1% |
127-315 |
| High |
128-190 |
128-105 |
-0-085 |
-0.2% |
128-190 |
| Low |
128-055 |
128-005 |
-0-050 |
-0.1% |
127-035 |
| Close |
128-185 |
128-010 |
-0-175 |
-0.4% |
128-185 |
| Range |
0-135 |
0-100 |
-0-035 |
-25.9% |
1-155 |
| ATR |
0-217 |
0-214 |
-0-003 |
-1.2% |
0-000 |
| Volume |
8,400 |
6,853 |
-1,547 |
-18.4% |
80,148 |
|
| Daily Pivots for day following 21-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-020 |
128-275 |
128-065 |
|
| R3 |
128-240 |
128-175 |
128-038 |
|
| R2 |
128-140 |
128-140 |
128-028 |
|
| R1 |
128-075 |
128-075 |
128-019 |
128-058 |
| PP |
128-040 |
128-040 |
128-040 |
128-031 |
| S1 |
127-295 |
127-295 |
128-001 |
127-278 |
| S2 |
127-260 |
127-260 |
127-312 |
|
| S3 |
127-160 |
127-195 |
127-302 |
|
| S4 |
127-060 |
127-095 |
127-275 |
|
|
| 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% |
62% |
False |
False |
14,369 |
| 10 |
128-190 |
127-035 |
1-155 |
1.2% |
0-180 |
0.4% |
62% |
False |
False |
18,625 |
| 20 |
129-285 |
127-035 |
2-250 |
2.2% |
0-213 |
0.5% |
33% |
False |
False |
598,334 |
| 40 |
129-285 |
126-110 |
3-175 |
2.8% |
0-212 |
0.5% |
48% |
False |
False |
826,051 |
| 60 |
129-285 |
124-290 |
4-315 |
3.9% |
0-221 |
0.5% |
63% |
False |
False |
932,159 |
| 80 |
129-285 |
124-145 |
5-140 |
4.2% |
0-225 |
0.5% |
66% |
False |
False |
1,023,954 |
| 100 |
129-285 |
124-145 |
5-140 |
4.2% |
0-228 |
0.6% |
66% |
False |
False |
878,526 |
| 120 |
129-285 |
124-145 |
5-140 |
4.2% |
0-210 |
0.5% |
66% |
False |
False |
732,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-210 |
|
2.618 |
129-047 |
|
1.618 |
128-267 |
|
1.000 |
128-205 |
|
0.618 |
128-167 |
|
HIGH |
128-105 |
|
0.618 |
128-067 |
|
0.500 |
128-055 |
|
0.382 |
128-043 |
|
LOW |
128-005 |
|
0.618 |
127-263 |
|
1.000 |
127-225 |
|
1.618 |
127-163 |
|
2.618 |
127-063 |
|
4.250 |
126-220 |
|
|
| Fisher Pivots for day following 21-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-055 |
127-312 |
| PP |
128-040 |
127-295 |
| S1 |
128-025 |
127-278 |
|