ECBOT 10 Year T-Note Future December 2015
Trading Metrics calculated at close of trading on 09-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2015 |
09-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
126-210 |
126-220 |
0-010 |
0.0% |
125-090 |
High |
126-210 |
126-220 |
0-010 |
0.0% |
125-160 |
Low |
126-110 |
125-260 |
-0-170 |
-0.4% |
124-190 |
Close |
126-190 |
125-280 |
-0-230 |
-0.6% |
125-000 |
Range |
0-100 |
0-280 |
0-180 |
180.0% |
0-290 |
ATR |
0-187 |
0-193 |
0-007 |
3.6% |
0-000 |
Volume |
166 |
1,228 |
1,062 |
639.8% |
97 |
|
Daily Pivots for day following 09-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-240 |
128-060 |
126-114 |
|
R3 |
127-280 |
127-100 |
126-037 |
|
R2 |
127-000 |
127-000 |
126-011 |
|
R1 |
126-140 |
126-140 |
125-306 |
126-090 |
PP |
126-040 |
126-040 |
126-040 |
126-015 |
S1 |
125-180 |
125-180 |
125-254 |
125-130 |
S2 |
125-080 |
125-080 |
125-229 |
|
S3 |
124-120 |
124-220 |
125-203 |
|
S4 |
123-160 |
123-260 |
125-126 |
|
|
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 |
126-220 |
124-270 |
1-270 |
1.5% |
0-194 |
0.5% |
56% |
True |
False |
301 |
10 |
126-220 |
124-000 |
2-220 |
2.1% |
0-133 |
0.3% |
70% |
True |
False |
160 |
20 |
126-220 |
124-000 |
2-220 |
2.1% |
0-070 |
0.2% |
70% |
True |
False |
82 |
40 |
127-050 |
123-310 |
3-060 |
2.5% |
0-048 |
0.1% |
60% |
False |
False |
42 |
60 |
128-290 |
123-310 |
4-300 |
3.9% |
0-032 |
0.1% |
39% |
False |
False |
28 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-130 |
2.618 |
128-313 |
1.618 |
128-033 |
1.000 |
127-180 |
0.618 |
127-073 |
HIGH |
126-220 |
0.618 |
126-113 |
0.500 |
126-080 |
0.382 |
126-047 |
LOW |
125-260 |
0.618 |
125-087 |
1.000 |
124-300 |
1.618 |
124-127 |
2.618 |
123-167 |
4.250 |
122-030 |
|
|
Fisher Pivots for day following 09-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
126-080 |
126-080 |
PP |
126-040 |
126-040 |
S1 |
126-000 |
126-000 |
|