ECBOT 10 Year T-Note Future December 2015
Trading Metrics calculated at close of trading on 08-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2015 |
08-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
125-270 |
126-210 |
0-260 |
0.6% |
125-090 |
High |
126-210 |
126-210 |
0-000 |
0.0% |
125-160 |
Low |
125-260 |
126-110 |
0-170 |
0.4% |
124-190 |
Close |
126-100 |
126-190 |
0-090 |
0.2% |
125-000 |
Range |
0-270 |
0-100 |
-0-170 |
-63.0% |
0-290 |
ATR |
0-192 |
0-187 |
-0-006 |
-3.1% |
0-000 |
Volume |
30 |
166 |
136 |
453.3% |
97 |
|
Daily Pivots for day following 08-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-150 |
127-110 |
126-245 |
|
R3 |
127-050 |
127-010 |
126-218 |
|
R2 |
126-270 |
126-270 |
126-208 |
|
R1 |
126-230 |
126-230 |
126-199 |
126-200 |
PP |
126-170 |
126-170 |
126-170 |
126-155 |
S1 |
126-130 |
126-130 |
126-181 |
126-100 |
S2 |
126-070 |
126-070 |
126-172 |
|
S3 |
125-290 |
126-030 |
126-162 |
|
S4 |
125-190 |
125-250 |
126-135 |
|
|
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% |
97% |
True |
False |
63 |
10 |
126-210 |
124-000 |
2-210 |
2.1% |
0-105 |
0.3% |
98% |
True |
False |
40 |
20 |
126-210 |
123-310 |
2-220 |
2.1% |
0-056 |
0.1% |
98% |
True |
False |
21 |
40 |
127-050 |
123-310 |
3-060 |
2.5% |
0-040 |
0.1% |
82% |
False |
False |
11 |
60 |
128-290 |
123-310 |
4-300 |
3.9% |
0-027 |
0.1% |
53% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-315 |
2.618 |
127-152 |
1.618 |
127-052 |
1.000 |
126-310 |
0.618 |
126-272 |
HIGH |
126-210 |
0.618 |
126-172 |
0.500 |
126-160 |
0.382 |
126-148 |
LOW |
126-110 |
0.618 |
126-048 |
1.000 |
126-010 |
1.618 |
125-268 |
2.618 |
125-168 |
4.250 |
125-005 |
|
|
Fisher Pivots for day following 08-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
126-180 |
126-143 |
PP |
126-170 |
126-097 |
S1 |
126-160 |
126-050 |
|