ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 29-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2015 |
29-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
126-130 |
126-040 |
-0-090 |
-0.2% |
125-000 |
| High |
126-130 |
126-070 |
-0-060 |
-0.1% |
126-010 |
| Low |
126-020 |
125-280 |
-0-060 |
-0.1% |
124-280 |
| Close |
126-080 |
126-020 |
-0-060 |
-0.1% |
125-300 |
| Range |
0-110 |
0-110 |
0-000 |
0.0% |
1-050 |
| ATR |
0-156 |
0-153 |
-0-003 |
-1.6% |
0-000 |
| Volume |
3,671 |
3,239 |
-432 |
-11.8% |
7,552 |
|
| Daily Pivots for day following 29-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-027 |
126-293 |
126-080 |
|
| R3 |
126-237 |
126-183 |
126-050 |
|
| R2 |
126-127 |
126-127 |
126-040 |
|
| R1 |
126-073 |
126-073 |
126-030 |
126-045 |
| PP |
126-017 |
126-017 |
126-017 |
126-002 |
| S1 |
125-283 |
125-283 |
126-010 |
125-255 |
| S2 |
125-227 |
125-227 |
126-000 |
|
| S3 |
125-117 |
125-173 |
125-310 |
|
| S4 |
125-007 |
125-063 |
125-280 |
|
|
| 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 |
126-160 |
125-140 |
1-020 |
0.8% |
0-120 |
0.3% |
59% |
False |
False |
2,281 |
| 10 |
126-160 |
124-280 |
1-200 |
1.3% |
0-102 |
0.3% |
73% |
False |
False |
1,710 |
| 20 |
126-220 |
124-160 |
2-060 |
1.7% |
0-146 |
0.4% |
71% |
False |
False |
1,134 |
| 40 |
126-220 |
123-310 |
2-230 |
2.2% |
0-087 |
0.2% |
77% |
False |
False |
570 |
| 60 |
127-050 |
123-310 |
3-060 |
2.5% |
0-060 |
0.1% |
66% |
False |
False |
380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-218 |
|
2.618 |
127-038 |
|
1.618 |
126-248 |
|
1.000 |
126-180 |
|
0.618 |
126-138 |
|
HIGH |
126-070 |
|
0.618 |
126-028 |
|
0.500 |
126-015 |
|
0.382 |
126-002 |
|
LOW |
125-280 |
|
0.618 |
125-212 |
|
1.000 |
125-170 |
|
1.618 |
125-102 |
|
2.618 |
124-312 |
|
4.250 |
124-132 |
|
|
| Fisher Pivots for day following 29-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-018 |
126-060 |
| PP |
126-017 |
126-047 |
| S1 |
126-015 |
126-033 |
|