ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 05-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2015 |
05-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
127-050 |
126-100 |
-0-270 |
-0.7% |
126-010 |
| High |
127-050 |
126-170 |
-0-200 |
-0.5% |
126-270 |
| Low |
126-120 |
125-270 |
-0-170 |
-0.4% |
125-200 |
| Close |
126-180 |
126-010 |
-0-170 |
-0.4% |
126-230 |
| Range |
0-250 |
0-220 |
-0-030 |
-12.0% |
1-070 |
| ATR |
0-173 |
0-177 |
0-004 |
2.4% |
0-000 |
| Volume |
2,045 |
3,869 |
1,824 |
89.2% |
18,223 |
|
| Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-063 |
127-257 |
126-131 |
|
| R3 |
127-163 |
127-037 |
126-070 |
|
| R2 |
126-263 |
126-263 |
126-050 |
|
| R1 |
126-137 |
126-137 |
126-030 |
126-090 |
| PP |
126-043 |
126-043 |
126-043 |
126-020 |
| S1 |
125-237 |
125-237 |
125-310 |
125-190 |
| S2 |
125-143 |
125-143 |
125-290 |
|
| S3 |
124-243 |
125-017 |
125-270 |
|
| S4 |
124-023 |
124-117 |
125-209 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-017 |
129-193 |
127-124 |
|
| R3 |
128-267 |
128-123 |
127-017 |
|
| R2 |
127-197 |
127-197 |
126-302 |
|
| R1 |
127-053 |
127-053 |
126-266 |
127-125 |
| PP |
126-127 |
126-127 |
126-127 |
126-162 |
| S1 |
125-303 |
125-303 |
126-194 |
126-055 |
| S2 |
125-057 |
125-057 |
126-158 |
|
| S3 |
123-307 |
124-233 |
126-123 |
|
| S4 |
122-237 |
123-163 |
126-016 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-080 |
125-200 |
1-200 |
1.3% |
0-226 |
0.6% |
25% |
False |
False |
4,252 |
| 10 |
127-080 |
125-140 |
1-260 |
1.4% |
0-173 |
0.4% |
33% |
False |
False |
3,267 |
| 20 |
127-080 |
124-160 |
2-240 |
2.2% |
0-156 |
0.4% |
56% |
False |
False |
2,181 |
| 40 |
127-080 |
123-310 |
3-090 |
2.6% |
0-106 |
0.3% |
63% |
False |
False |
1,101 |
| 60 |
127-080 |
123-310 |
3-090 |
2.6% |
0-079 |
0.2% |
63% |
False |
False |
734 |
| 80 |
128-290 |
123-310 |
4-300 |
3.9% |
0-059 |
0.1% |
42% |
False |
False |
551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-145 |
|
2.618 |
128-106 |
|
1.618 |
127-206 |
|
1.000 |
127-070 |
|
0.618 |
126-306 |
|
HIGH |
126-170 |
|
0.618 |
126-086 |
|
0.500 |
126-060 |
|
0.382 |
126-034 |
|
LOW |
125-270 |
|
0.618 |
125-134 |
|
1.000 |
125-050 |
|
1.618 |
124-234 |
|
2.618 |
124-014 |
|
4.250 |
122-295 |
|
|
| Fisher Pivots for day following 05-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-060 |
126-175 |
| PP |
126-043 |
126-120 |
| S1 |
126-027 |
126-065 |
|