ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 23-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2015 |
23-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
125-160 |
125-170 |
0-010 |
0.0% |
125-040 |
| High |
125-210 |
125-280 |
0-070 |
0.2% |
125-170 |
| Low |
125-130 |
125-140 |
0-010 |
0.0% |
124-160 |
| Close |
125-160 |
125-260 |
0-100 |
0.2% |
125-090 |
| Range |
0-080 |
0-140 |
0-060 |
75.0% |
1-010 |
| ATR |
0-167 |
0-165 |
-0-002 |
-1.1% |
0-000 |
| Volume |
954 |
1,242 |
288 |
30.2% |
3,970 |
|
| Daily Pivots for day following 23-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-007 |
126-273 |
126-017 |
|
| R3 |
126-187 |
126-133 |
125-298 |
|
| R2 |
126-047 |
126-047 |
125-286 |
|
| R1 |
125-313 |
125-313 |
125-273 |
126-020 |
| PP |
125-227 |
125-227 |
125-227 |
125-240 |
| S1 |
125-173 |
125-173 |
125-247 |
125-200 |
| S2 |
125-087 |
125-087 |
125-234 |
|
| S3 |
124-267 |
125-033 |
125-222 |
|
| S4 |
124-127 |
124-213 |
125-183 |
|
|
| 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 |
125-280 |
124-280 |
1-000 |
0.8% |
0-092 |
0.2% |
94% |
True |
False |
1,353 |
| 10 |
125-280 |
124-160 |
1-120 |
1.1% |
0-126 |
0.3% |
95% |
True |
False |
1,097 |
| 20 |
126-220 |
124-000 |
2-220 |
2.1% |
0-130 |
0.3% |
67% |
False |
False |
628 |
| 40 |
127-050 |
123-310 |
3-060 |
2.5% |
0-077 |
0.2% |
58% |
False |
False |
316 |
| 60 |
127-170 |
123-310 |
3-180 |
2.8% |
0-053 |
0.1% |
52% |
False |
False |
211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-235 |
|
2.618 |
127-007 |
|
1.618 |
126-187 |
|
1.000 |
126-100 |
|
0.618 |
126-047 |
|
HIGH |
125-280 |
|
0.618 |
125-227 |
|
0.500 |
125-210 |
|
0.382 |
125-193 |
|
LOW |
125-140 |
|
0.618 |
125-053 |
|
1.000 |
125-000 |
|
1.618 |
124-233 |
|
2.618 |
124-093 |
|
4.250 |
123-185 |
|
|
| Fisher Pivots for day following 23-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
125-243 |
125-213 |
| PP |
125-227 |
125-167 |
| S1 |
125-210 |
125-120 |
|