ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 10-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2015 |
10-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
126-220 |
125-180 |
-1-040 |
-0.9% |
126-120 |
| High |
126-220 |
125-180 |
-1-040 |
-0.9% |
126-220 |
| Low |
125-260 |
124-290 |
-0-290 |
-0.7% |
124-290 |
| Close |
125-280 |
124-290 |
-0-310 |
-0.8% |
124-290 |
| Range |
0-280 |
0-210 |
-0-070 |
-25.0% |
1-250 |
| ATR |
0-193 |
0-202 |
0-008 |
4.3% |
0-000 |
| Volume |
1,228 |
1,250 |
22 |
1.8% |
2,715 |
|
| Daily Pivots for day following 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-030 |
126-210 |
125-086 |
|
| R3 |
126-140 |
126-000 |
125-028 |
|
| R2 |
125-250 |
125-250 |
125-008 |
|
| R1 |
125-110 |
125-110 |
124-309 |
125-075 |
| PP |
125-040 |
125-040 |
125-040 |
125-022 |
| S1 |
124-220 |
124-220 |
124-271 |
124-185 |
| S2 |
124-150 |
124-150 |
124-252 |
|
| S3 |
123-260 |
124-010 |
124-232 |
|
| S4 |
123-050 |
123-120 |
124-174 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-270 |
129-210 |
125-284 |
|
| R3 |
129-020 |
127-280 |
125-127 |
|
| R2 |
127-090 |
127-090 |
125-074 |
|
| R1 |
126-030 |
126-030 |
125-022 |
125-255 |
| PP |
125-160 |
125-160 |
125-160 |
125-112 |
| S1 |
124-100 |
124-100 |
124-238 |
124-005 |
| S2 |
123-230 |
123-230 |
124-186 |
|
| S3 |
121-300 |
122-170 |
124-133 |
|
| S4 |
120-050 |
120-240 |
123-296 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-220 |
124-290 |
1-250 |
1.4% |
0-218 |
0.5% |
0% |
False |
True |
543 |
| 10 |
126-220 |
124-000 |
2-220 |
2.2% |
0-153 |
0.4% |
34% |
False |
False |
282 |
| 20 |
126-220 |
124-000 |
2-220 |
2.2% |
0-078 |
0.2% |
34% |
False |
False |
144 |
| 40 |
127-050 |
123-310 |
3-060 |
2.6% |
0-053 |
0.1% |
29% |
False |
False |
73 |
| 60 |
128-290 |
123-310 |
4-300 |
4.0% |
0-035 |
0.1% |
19% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-112 |
|
2.618 |
127-090 |
|
1.618 |
126-200 |
|
1.000 |
126-070 |
|
0.618 |
125-310 |
|
HIGH |
125-180 |
|
0.618 |
125-100 |
|
0.500 |
125-075 |
|
0.382 |
125-050 |
|
LOW |
124-290 |
|
0.618 |
124-160 |
|
1.000 |
124-080 |
|
1.618 |
123-270 |
|
2.618 |
123-060 |
|
4.250 |
122-038 |
|
|
| Fisher Pivots for day following 10-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
125-075 |
125-255 |
| PP |
125-040 |
125-160 |
| S1 |
125-005 |
125-065 |
|