ECBOT 10 Year T-Note Future December 2015
Trading Metrics calculated at close of trading on 06-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2015 |
06-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
126-100 |
126-000 |
-0-100 |
-0.2% |
126-010 |
High |
126-170 |
126-140 |
-0-030 |
-0.1% |
126-270 |
Low |
125-270 |
125-310 |
0-040 |
0.1% |
125-200 |
Close |
126-010 |
126-100 |
0-090 |
0.2% |
126-230 |
Range |
0-220 |
0-150 |
-0-070 |
-31.8% |
1-070 |
ATR |
0-177 |
0-175 |
-0-002 |
-1.1% |
0-000 |
Volume |
3,869 |
3,596 |
-273 |
-7.1% |
18,223 |
|
Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-207 |
127-143 |
126-182 |
|
R3 |
127-057 |
126-313 |
126-141 |
|
R2 |
126-227 |
126-227 |
126-128 |
|
R1 |
126-163 |
126-163 |
126-114 |
126-195 |
PP |
126-077 |
126-077 |
126-077 |
126-092 |
S1 |
126-013 |
126-013 |
126-086 |
126-045 |
S2 |
125-247 |
125-247 |
126-072 |
|
S3 |
125-097 |
125-183 |
126-059 |
|
S4 |
124-267 |
125-033 |
126-018 |
|
|
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 |
125-270 |
1-130 |
1.1% |
0-222 |
0.5% |
33% |
False |
False |
3,944 |
10 |
127-080 |
125-200 |
1-200 |
1.3% |
0-174 |
0.4% |
42% |
False |
False |
3,502 |
20 |
127-080 |
124-160 |
2-240 |
2.2% |
0-150 |
0.4% |
66% |
False |
False |
2,299 |
40 |
127-080 |
124-000 |
3-080 |
2.6% |
0-110 |
0.3% |
71% |
False |
False |
1,191 |
60 |
127-080 |
123-310 |
3-090 |
2.6% |
0-082 |
0.2% |
71% |
False |
False |
794 |
80 |
128-290 |
123-310 |
4-300 |
3.9% |
0-061 |
0.2% |
47% |
False |
False |
596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-138 |
2.618 |
127-213 |
1.618 |
127-063 |
1.000 |
126-290 |
0.618 |
126-233 |
HIGH |
126-140 |
0.618 |
126-083 |
0.500 |
126-065 |
0.382 |
126-047 |
LOW |
125-310 |
0.618 |
125-217 |
1.000 |
125-160 |
1.618 |
125-067 |
2.618 |
124-237 |
4.250 |
123-312 |
|
|
Fisher Pivots for day following 06-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
126-088 |
126-160 |
PP |
126-077 |
126-140 |
S1 |
126-065 |
126-120 |
|