ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 07-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2015 |
07-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
126-000 |
126-110 |
0-110 |
0.3% |
126-250 |
| High |
126-140 |
126-270 |
0-130 |
0.3% |
127-080 |
| Low |
125-310 |
126-030 |
0-040 |
0.1% |
125-270 |
| Close |
126-100 |
126-250 |
0-150 |
0.4% |
126-250 |
| Range |
0-150 |
0-240 |
0-090 |
60.0% |
1-130 |
| ATR |
0-175 |
0-180 |
0-005 |
2.7% |
0-000 |
| Volume |
3,596 |
3,593 |
-3 |
-0.1% |
18,595 |
|
| Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-263 |
128-177 |
127-062 |
|
| R3 |
128-023 |
127-257 |
126-316 |
|
| R2 |
127-103 |
127-103 |
126-294 |
|
| R1 |
127-017 |
127-017 |
126-272 |
127-060 |
| PP |
126-183 |
126-183 |
126-183 |
126-205 |
| S1 |
126-097 |
126-097 |
126-228 |
126-140 |
| S2 |
125-263 |
125-263 |
126-206 |
|
| S3 |
125-023 |
125-177 |
126-184 |
|
| S4 |
124-103 |
124-257 |
126-118 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-270 |
130-070 |
127-178 |
|
| R3 |
129-140 |
128-260 |
127-054 |
|
| R2 |
128-010 |
128-010 |
127-012 |
|
| R1 |
127-130 |
127-130 |
126-291 |
127-155 |
| PP |
126-200 |
126-200 |
126-200 |
126-212 |
| S1 |
126-000 |
126-000 |
126-209 |
126-025 |
| S2 |
125-070 |
125-070 |
126-168 |
|
| S3 |
123-260 |
124-190 |
126-126 |
|
| S4 |
122-130 |
123-060 |
126-002 |
|
|
| 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% |
0-210 |
0.5% |
67% |
False |
False |
3,719 |
| 10 |
127-080 |
125-200 |
1-200 |
1.3% |
0-191 |
0.5% |
71% |
False |
False |
3,681 |
| 20 |
127-080 |
124-160 |
2-240 |
2.2% |
0-152 |
0.4% |
83% |
False |
False |
2,417 |
| 40 |
127-080 |
124-000 |
3-080 |
2.6% |
0-114 |
0.3% |
86% |
False |
False |
1,280 |
| 60 |
127-080 |
123-310 |
3-090 |
2.6% |
0-086 |
0.2% |
86% |
False |
False |
854 |
| 80 |
128-290 |
123-310 |
4-300 |
3.9% |
0-064 |
0.2% |
57% |
False |
False |
641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-010 |
|
2.618 |
128-258 |
|
1.618 |
128-018 |
|
1.000 |
127-190 |
|
0.618 |
127-098 |
|
HIGH |
126-270 |
|
0.618 |
126-178 |
|
0.500 |
126-150 |
|
0.382 |
126-122 |
|
LOW |
126-030 |
|
0.618 |
125-202 |
|
1.000 |
125-110 |
|
1.618 |
124-282 |
|
2.618 |
124-042 |
|
4.250 |
122-290 |
|
|
| Fisher Pivots for day following 07-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-217 |
126-203 |
| PP |
126-183 |
126-157 |
| S1 |
126-150 |
126-110 |
|