ECBOT 10 Year T-Note Future December 2015
Trading Metrics calculated at close of trading on 13-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2015 |
13-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
125-180 |
125-040 |
-0-140 |
-0.3% |
126-120 |
High |
125-180 |
125-060 |
-0-120 |
-0.3% |
126-220 |
Low |
124-290 |
124-160 |
-0-130 |
-0.3% |
124-290 |
Close |
124-290 |
124-240 |
-0-050 |
-0.1% |
124-290 |
Range |
0-210 |
0-220 |
0-010 |
4.8% |
1-250 |
ATR |
0-202 |
0-203 |
0-001 |
0.7% |
0-000 |
Volume |
1,250 |
2,455 |
1,205 |
96.4% |
2,715 |
|
Daily Pivots for day following 13-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-280 |
126-160 |
125-041 |
|
R3 |
126-060 |
125-260 |
124-300 |
|
R2 |
125-160 |
125-160 |
124-280 |
|
R1 |
125-040 |
125-040 |
124-260 |
124-310 |
PP |
124-260 |
124-260 |
124-260 |
124-235 |
S1 |
124-140 |
124-140 |
124-220 |
124-090 |
S2 |
124-040 |
124-040 |
124-200 |
|
S3 |
123-140 |
123-240 |
124-180 |
|
S4 |
122-240 |
123-020 |
124-119 |
|
|
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 |
124-160 |
2-060 |
1.8% |
0-216 |
0.5% |
11% |
False |
True |
1,025 |
10 |
126-220 |
124-160 |
2-060 |
1.8% |
0-173 |
0.4% |
11% |
False |
True |
526 |
20 |
126-220 |
124-000 |
2-220 |
2.2% |
0-088 |
0.2% |
28% |
False |
False |
267 |
40 |
127-050 |
123-310 |
3-060 |
2.6% |
0-058 |
0.1% |
25% |
False |
False |
134 |
60 |
128-290 |
123-310 |
4-300 |
4.0% |
0-039 |
0.1% |
16% |
False |
False |
90 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-035 |
2.618 |
126-316 |
1.618 |
126-096 |
1.000 |
125-280 |
0.618 |
125-196 |
HIGH |
125-060 |
0.618 |
124-296 |
0.500 |
124-270 |
0.382 |
124-244 |
LOW |
124-160 |
0.618 |
124-024 |
1.000 |
123-260 |
1.618 |
123-124 |
2.618 |
122-224 |
4.250 |
121-185 |
|
|
Fisher Pivots for day following 13-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
124-270 |
125-190 |
PP |
124-260 |
125-100 |
S1 |
124-250 |
125-010 |
|