ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 20-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2015 |
20-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
125-100 |
125-000 |
-0-100 |
-0.2% |
125-040 |
| High |
125-110 |
125-040 |
-0-070 |
-0.2% |
125-170 |
| Low |
125-090 |
125-000 |
-0-090 |
-0.2% |
124-160 |
| Close |
125-090 |
125-020 |
-0-070 |
-0.2% |
125-090 |
| Range |
0-020 |
0-040 |
0-020 |
100.0% |
1-010 |
| ATR |
0-178 |
0-172 |
-0-006 |
-3.5% |
0-000 |
| Volume |
1,014 |
156 |
-858 |
-84.6% |
3,970 |
|
| Daily Pivots for day following 20-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-140 |
125-120 |
125-042 |
|
| R3 |
125-100 |
125-080 |
125-031 |
|
| R2 |
125-060 |
125-060 |
125-027 |
|
| R1 |
125-040 |
125-040 |
125-024 |
125-050 |
| PP |
125-020 |
125-020 |
125-020 |
125-025 |
| S1 |
125-000 |
125-000 |
125-016 |
125-010 |
| S2 |
124-300 |
124-300 |
125-013 |
|
| S3 |
124-260 |
124-280 |
125-009 |
|
| S4 |
124-220 |
124-240 |
124-318 |
|
|
| 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 |
124-250 |
0-240 |
0.6% |
0-086 |
0.2% |
38% |
False |
False |
334 |
| 10 |
126-220 |
124-160 |
2-060 |
1.7% |
0-151 |
0.4% |
26% |
False |
False |
680 |
| 20 |
126-220 |
124-000 |
2-220 |
2.1% |
0-110 |
0.3% |
40% |
False |
False |
350 |
| 40 |
127-050 |
123-310 |
3-060 |
2.5% |
0-069 |
0.2% |
34% |
False |
False |
176 |
| 60 |
128-150 |
123-310 |
4-160 |
3.6% |
0-046 |
0.1% |
24% |
False |
False |
117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-210 |
|
2.618 |
125-145 |
|
1.618 |
125-105 |
|
1.000 |
125-080 |
|
0.618 |
125-065 |
|
HIGH |
125-040 |
|
0.618 |
125-025 |
|
0.500 |
125-020 |
|
0.382 |
125-015 |
|
LOW |
125-000 |
|
0.618 |
124-295 |
|
1.000 |
124-280 |
|
1.618 |
124-255 |
|
2.618 |
124-215 |
|
4.250 |
124-150 |
|
|
| Fisher Pivots for day following 20-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
125-020 |
125-065 |
| PP |
125-020 |
125-050 |
| S1 |
125-020 |
125-035 |
|