ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 17-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2015 |
17-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
125-110 |
125-100 |
-0-010 |
0.0% |
125-040 |
| High |
125-130 |
125-110 |
-0-020 |
0.0% |
125-170 |
| Low |
125-030 |
125-090 |
0-060 |
0.1% |
124-160 |
| Close |
125-110 |
125-090 |
-0-020 |
0.0% |
125-090 |
| Range |
0-100 |
0-020 |
-0-080 |
-80.0% |
1-010 |
| ATR |
0-190 |
0-178 |
-0-012 |
-6.4% |
0-000 |
| Volume |
176 |
1,014 |
838 |
476.1% |
3,970 |
|
| Daily Pivots for day following 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-157 |
125-143 |
125-101 |
|
| R3 |
125-137 |
125-123 |
125-096 |
|
| R2 |
125-117 |
125-117 |
125-094 |
|
| R1 |
125-103 |
125-103 |
125-092 |
125-100 |
| PP |
125-097 |
125-097 |
125-097 |
125-095 |
| S1 |
125-083 |
125-083 |
125-088 |
125-080 |
| S2 |
125-077 |
125-077 |
125-086 |
|
| S3 |
125-057 |
125-063 |
125-084 |
|
| S4 |
125-037 |
125-043 |
125-079 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-063 |
127-247 |
125-272 |
|
| R3 |
127-053 |
126-237 |
125-181 |
|
| R2 |
126-043 |
126-043 |
125-150 |
|
| R1 |
125-227 |
125-227 |
125-120 |
125-295 |
| PP |
125-033 |
125-033 |
125-033 |
125-068 |
| S1 |
124-217 |
124-217 |
125-060 |
124-285 |
| S2 |
124-023 |
124-023 |
125-030 |
|
| S3 |
123-013 |
123-207 |
124-319 |
|
| S4 |
122-003 |
122-197 |
124-228 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-170 |
124-160 |
1-010 |
0.8% |
0-122 |
0.3% |
76% |
False |
False |
794 |
| 10 |
126-220 |
124-160 |
2-060 |
1.7% |
0-170 |
0.4% |
36% |
False |
False |
668 |
| 20 |
126-220 |
124-000 |
2-220 |
2.1% |
0-108 |
0.3% |
48% |
False |
False |
343 |
| 40 |
127-050 |
123-310 |
3-060 |
2.5% |
0-068 |
0.2% |
41% |
False |
False |
172 |
| 60 |
128-150 |
123-310 |
4-160 |
3.6% |
0-045 |
0.1% |
29% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-195 |
|
2.618 |
125-162 |
|
1.618 |
125-142 |
|
1.000 |
125-130 |
|
0.618 |
125-122 |
|
HIGH |
125-110 |
|
0.618 |
125-102 |
|
0.500 |
125-100 |
|
0.382 |
125-098 |
|
LOW |
125-090 |
|
0.618 |
125-078 |
|
1.000 |
125-070 |
|
1.618 |
125-058 |
|
2.618 |
125-038 |
|
4.250 |
125-005 |
|
|
| Fisher Pivots for day following 17-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
125-100 |
125-088 |
| PP |
125-097 |
125-087 |
| S1 |
125-093 |
125-085 |
|