ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 07-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2015 |
07-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
126-120 |
125-270 |
-0-170 |
-0.4% |
125-090 |
| High |
126-120 |
126-210 |
0-090 |
0.2% |
125-160 |
| Low |
125-210 |
125-260 |
0-050 |
0.1% |
124-190 |
| Close |
125-290 |
126-100 |
0-130 |
0.3% |
125-000 |
| Range |
0-230 |
0-270 |
0-040 |
17.4% |
0-290 |
| ATR |
0-186 |
0-192 |
0-006 |
3.2% |
0-000 |
| Volume |
41 |
30 |
-11 |
-26.8% |
97 |
|
| Daily Pivots for day following 07-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-253 |
128-127 |
126-248 |
|
| R3 |
127-303 |
127-177 |
126-174 |
|
| R2 |
127-033 |
127-033 |
126-150 |
|
| R1 |
126-227 |
126-227 |
126-125 |
126-290 |
| PP |
126-083 |
126-083 |
126-083 |
126-115 |
| S1 |
125-277 |
125-277 |
126-075 |
126-020 |
| S2 |
125-133 |
125-133 |
126-050 |
|
| S3 |
124-183 |
125-007 |
126-026 |
|
| S4 |
123-233 |
124-057 |
125-272 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-240 |
127-090 |
125-160 |
|
| R3 |
126-270 |
126-120 |
125-080 |
|
| R2 |
125-300 |
125-300 |
125-053 |
|
| R1 |
125-150 |
125-150 |
125-027 |
125-080 |
| PP |
125-010 |
125-010 |
125-010 |
124-295 |
| S1 |
124-180 |
124-180 |
124-293 |
124-110 |
| S2 |
124-040 |
124-040 |
124-267 |
|
| S3 |
123-070 |
123-210 |
124-240 |
|
| S4 |
122-100 |
122-240 |
124-160 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-210 |
124-190 |
2-020 |
1.6% |
0-184 |
0.5% |
83% |
True |
False |
31 |
| 10 |
126-210 |
124-000 |
2-210 |
2.1% |
0-095 |
0.2% |
87% |
True |
False |
24 |
| 20 |
126-210 |
123-310 |
2-220 |
2.1% |
0-058 |
0.1% |
87% |
True |
False |
13 |
| 40 |
127-050 |
123-310 |
3-060 |
2.5% |
0-038 |
0.1% |
74% |
False |
False |
7 |
| 60 |
128-290 |
123-310 |
4-300 |
3.9% |
0-025 |
0.1% |
47% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-078 |
|
2.618 |
128-277 |
|
1.618 |
128-007 |
|
1.000 |
127-160 |
|
0.618 |
127-057 |
|
HIGH |
126-210 |
|
0.618 |
126-107 |
|
0.500 |
126-075 |
|
0.382 |
126-043 |
|
LOW |
125-260 |
|
0.618 |
125-093 |
|
1.000 |
124-310 |
|
1.618 |
124-143 |
|
2.618 |
123-193 |
|
4.250 |
122-072 |
|
|
| Fisher Pivots for day following 07-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-092 |
126-040 |
| PP |
126-083 |
125-300 |
| S1 |
126-075 |
125-240 |
|