ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 22-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2015 |
22-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
125-030 |
125-160 |
0-130 |
0.3% |
125-040 |
| High |
125-140 |
125-210 |
0-070 |
0.2% |
125-170 |
| Low |
124-280 |
125-130 |
0-170 |
0.4% |
124-160 |
| Close |
125-120 |
125-160 |
0-040 |
0.1% |
125-090 |
| Range |
0-180 |
0-080 |
-0-100 |
-55.6% |
1-010 |
| ATR |
0-173 |
0-167 |
-0-006 |
-3.4% |
0-000 |
| Volume |
3,401 |
954 |
-2,447 |
-71.9% |
3,970 |
|
| Daily Pivots for day following 22-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-087 |
126-043 |
125-204 |
|
| R3 |
126-007 |
125-283 |
125-182 |
|
| R2 |
125-247 |
125-247 |
125-175 |
|
| R1 |
125-203 |
125-203 |
125-167 |
125-200 |
| PP |
125-167 |
125-167 |
125-167 |
125-165 |
| S1 |
125-123 |
125-123 |
125-153 |
125-120 |
| S2 |
125-087 |
125-087 |
125-145 |
|
| S3 |
125-007 |
125-043 |
125-138 |
|
| S4 |
124-247 |
124-283 |
125-116 |
|
|
| 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 |
125-210 |
124-280 |
0-250 |
0.6% |
0-084 |
0.2% |
80% |
True |
False |
1,140 |
| 10 |
126-220 |
124-160 |
2-060 |
1.7% |
0-140 |
0.3% |
46% |
False |
False |
1,095 |
| 20 |
126-220 |
124-000 |
2-220 |
2.1% |
0-122 |
0.3% |
56% |
False |
False |
568 |
| 40 |
127-050 |
123-310 |
3-060 |
2.5% |
0-076 |
0.2% |
48% |
False |
False |
285 |
| 60 |
128-010 |
123-310 |
4-020 |
3.2% |
0-050 |
0.1% |
38% |
False |
False |
190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-230 |
|
2.618 |
126-099 |
|
1.618 |
126-019 |
|
1.000 |
125-290 |
|
0.618 |
125-259 |
|
HIGH |
125-210 |
|
0.618 |
125-179 |
|
0.500 |
125-170 |
|
0.382 |
125-161 |
|
LOW |
125-130 |
|
0.618 |
125-081 |
|
1.000 |
125-050 |
|
1.618 |
125-001 |
|
2.618 |
124-241 |
|
4.250 |
124-110 |
|
|
| Fisher Pivots for day following 22-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
125-170 |
125-135 |
| PP |
125-167 |
125-110 |
| S1 |
125-163 |
125-085 |
|