ECBOT 10 Year T-Note Future December 2015
Trading Metrics calculated at close of trading on 21-Jul-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
Open |
125-000 |
125-030 |
0-030 |
0.1% |
125-040 |
High |
125-040 |
125-140 |
0-100 |
0.2% |
125-170 |
Low |
125-000 |
124-280 |
-0-040 |
-0.1% |
124-160 |
Close |
125-020 |
125-120 |
0-100 |
0.2% |
125-090 |
Range |
0-040 |
0-180 |
0-140 |
350.0% |
1-010 |
ATR |
0-172 |
0-173 |
0-001 |
0.3% |
0-000 |
Volume |
156 |
3,401 |
3,245 |
2,080.1% |
3,970 |
|
Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-293 |
126-227 |
125-219 |
|
R3 |
126-113 |
126-047 |
125-170 |
|
R2 |
125-253 |
125-253 |
125-153 |
|
R1 |
125-187 |
125-187 |
125-136 |
125-220 |
PP |
125-073 |
125-073 |
125-073 |
125-090 |
S1 |
125-007 |
125-007 |
125-104 |
125-040 |
S2 |
124-213 |
124-213 |
125-087 |
|
S3 |
124-033 |
124-147 |
125-070 |
|
S4 |
123-173 |
123-287 |
125-021 |
|
|
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 |
124-280 |
0-210 |
0.5% |
0-102 |
0.3% |
76% |
False |
True |
970 |
10 |
126-220 |
124-160 |
2-060 |
1.7% |
0-142 |
0.4% |
40% |
False |
False |
1,017 |
20 |
126-220 |
124-000 |
2-220 |
2.1% |
0-118 |
0.3% |
51% |
False |
False |
520 |
40 |
127-050 |
123-310 |
3-060 |
2.5% |
0-074 |
0.2% |
44% |
False |
False |
261 |
60 |
128-130 |
123-310 |
4-140 |
3.5% |
0-049 |
0.1% |
32% |
False |
False |
174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-265 |
2.618 |
126-291 |
1.618 |
126-111 |
1.000 |
126-000 |
0.618 |
125-251 |
HIGH |
125-140 |
0.618 |
125-071 |
0.500 |
125-050 |
0.382 |
125-029 |
LOW |
124-280 |
0.618 |
124-169 |
1.000 |
124-100 |
1.618 |
123-309 |
2.618 |
123-129 |
4.250 |
122-155 |
|
|
Fisher Pivots for day following 21-Jul-2015 |
Pivot |
1 day |
3 day |
R1 |
125-097 |
125-097 |
PP |
125-073 |
125-073 |
S1 |
125-050 |
125-050 |
|