ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 24-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2015 |
24-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
125-170 |
125-270 |
0-100 |
0.2% |
125-000 |
| High |
125-280 |
126-010 |
0-050 |
0.1% |
126-010 |
| Low |
125-140 |
125-260 |
0-120 |
0.3% |
124-280 |
| Close |
125-260 |
125-300 |
0-040 |
0.1% |
125-300 |
| Range |
0-140 |
0-070 |
-0-070 |
-50.0% |
1-050 |
| ATR |
0-165 |
0-158 |
-0-007 |
-4.1% |
0-000 |
| Volume |
1,242 |
1,799 |
557 |
44.8% |
7,552 |
|
| Daily Pivots for day following 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-187 |
126-153 |
126-018 |
|
| R3 |
126-117 |
126-083 |
125-319 |
|
| R2 |
126-047 |
126-047 |
125-313 |
|
| R1 |
126-013 |
126-013 |
125-306 |
126-030 |
| PP |
125-297 |
125-297 |
125-297 |
125-305 |
| S1 |
125-263 |
125-263 |
125-294 |
125-280 |
| S2 |
125-227 |
125-227 |
125-287 |
|
| S3 |
125-157 |
125-193 |
125-281 |
|
| S4 |
125-087 |
125-123 |
125-262 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-027 |
128-213 |
126-184 |
|
| R3 |
127-297 |
127-163 |
126-082 |
|
| R2 |
126-247 |
126-247 |
126-048 |
|
| R1 |
126-113 |
126-113 |
126-014 |
126-180 |
| PP |
125-197 |
125-197 |
125-197 |
125-230 |
| S1 |
125-063 |
125-063 |
125-266 |
125-130 |
| S2 |
124-147 |
124-147 |
125-232 |
|
| S3 |
123-097 |
124-013 |
125-198 |
|
| S4 |
122-047 |
122-283 |
125-096 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-010 |
124-280 |
1-050 |
0.9% |
0-102 |
0.3% |
92% |
True |
False |
1,510 |
| 10 |
126-010 |
124-160 |
1-170 |
1.2% |
0-112 |
0.3% |
94% |
True |
False |
1,152 |
| 20 |
126-220 |
124-000 |
2-220 |
2.1% |
0-132 |
0.3% |
72% |
False |
False |
717 |
| 40 |
127-050 |
123-310 |
3-060 |
2.5% |
0-078 |
0.2% |
62% |
False |
False |
361 |
| 60 |
127-110 |
123-310 |
3-120 |
2.7% |
0-054 |
0.1% |
58% |
False |
False |
241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-308 |
|
2.618 |
126-193 |
|
1.618 |
126-123 |
|
1.000 |
126-080 |
|
0.618 |
126-053 |
|
HIGH |
126-010 |
|
0.618 |
125-303 |
|
0.500 |
125-295 |
|
0.382 |
125-287 |
|
LOW |
125-260 |
|
0.618 |
125-217 |
|
1.000 |
125-190 |
|
1.618 |
125-147 |
|
2.618 |
125-077 |
|
4.250 |
124-282 |
|
|
| Fisher Pivots for day following 24-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
125-298 |
125-277 |
| PP |
125-297 |
125-253 |
| S1 |
125-295 |
125-230 |
|