ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 30-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2015 |
30-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
126-040 |
125-240 |
-0-120 |
-0.3% |
125-000 |
| High |
126-070 |
126-050 |
-0-020 |
0.0% |
126-010 |
| Low |
125-280 |
125-200 |
-0-080 |
-0.2% |
124-280 |
| Close |
126-020 |
126-030 |
0-010 |
0.0% |
125-300 |
| Range |
0-110 |
0-170 |
0-060 |
54.5% |
1-050 |
| ATR |
0-153 |
0-155 |
0-001 |
0.8% |
0-000 |
| Volume |
3,239 |
5,134 |
1,895 |
58.5% |
7,552 |
|
| Daily Pivots for day following 30-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-177 |
127-113 |
126-124 |
|
| R3 |
127-007 |
126-263 |
126-077 |
|
| R2 |
126-157 |
126-157 |
126-061 |
|
| R1 |
126-093 |
126-093 |
126-046 |
126-125 |
| PP |
125-307 |
125-307 |
125-307 |
126-002 |
| S1 |
125-243 |
125-243 |
126-014 |
125-275 |
| S2 |
125-137 |
125-137 |
125-319 |
|
| S3 |
124-287 |
125-073 |
125-303 |
|
| S4 |
124-117 |
124-223 |
125-256 |
|
|
| 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 |
125-200 |
0-280 |
0.7% |
0-126 |
0.3% |
54% |
False |
True |
3,060 |
| 10 |
126-160 |
124-280 |
1-200 |
1.3% |
0-109 |
0.3% |
75% |
False |
False |
2,206 |
| 20 |
126-220 |
124-160 |
2-060 |
1.7% |
0-143 |
0.4% |
73% |
False |
False |
1,388 |
| 40 |
126-220 |
123-310 |
2-230 |
2.2% |
0-092 |
0.2% |
78% |
False |
False |
698 |
| 60 |
127-050 |
123-310 |
3-060 |
2.5% |
0-063 |
0.2% |
67% |
False |
False |
466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-132 |
|
2.618 |
127-175 |
|
1.618 |
127-005 |
|
1.000 |
126-220 |
|
0.618 |
126-155 |
|
HIGH |
126-050 |
|
0.618 |
125-305 |
|
0.500 |
125-285 |
|
0.382 |
125-265 |
|
LOW |
125-200 |
|
0.618 |
125-095 |
|
1.000 |
125-030 |
|
1.618 |
124-245 |
|
2.618 |
124-075 |
|
4.250 |
123-118 |
|
|
| Fisher Pivots for day following 30-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-008 |
126-022 |
| PP |
125-307 |
126-013 |
| S1 |
125-285 |
126-005 |
|