ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 12-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2015 |
12-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
126-120 |
127-010 |
0-210 |
0.5% |
126-250 |
| High |
127-130 |
128-010 |
0-200 |
0.5% |
127-080 |
| Low |
126-110 |
127-010 |
0-220 |
0.5% |
125-270 |
| Close |
127-060 |
127-100 |
0-040 |
0.1% |
126-250 |
| Range |
1-020 |
1-000 |
-0-020 |
-5.9% |
1-130 |
| ATR |
0-192 |
0-202 |
0-009 |
4.7% |
0-000 |
| Volume |
7,156 |
26,434 |
19,278 |
269.4% |
18,595 |
|
| Daily Pivots for day following 12-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-147 |
129-283 |
127-276 |
|
| R3 |
129-147 |
128-283 |
127-188 |
|
| R2 |
128-147 |
128-147 |
127-159 |
|
| R1 |
127-283 |
127-283 |
127-129 |
128-055 |
| PP |
127-147 |
127-147 |
127-147 |
127-192 |
| S1 |
126-283 |
126-283 |
127-071 |
127-055 |
| S2 |
126-147 |
126-147 |
127-041 |
|
| S3 |
125-147 |
125-283 |
127-012 |
|
| S4 |
124-147 |
124-283 |
126-244 |
|
|
| 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 |
128-010 |
125-310 |
2-020 |
1.6% |
0-248 |
0.6% |
65% |
True |
False |
9,213 |
| 10 |
128-010 |
125-200 |
2-130 |
1.9% |
0-237 |
0.6% |
70% |
True |
False |
6,733 |
| 20 |
128-010 |
124-280 |
3-050 |
2.5% |
0-170 |
0.4% |
77% |
True |
False |
4,222 |
| 40 |
128-010 |
124-000 |
4-010 |
3.2% |
0-136 |
0.3% |
82% |
True |
False |
2,252 |
| 60 |
128-010 |
123-310 |
4-020 |
3.2% |
0-100 |
0.2% |
82% |
True |
False |
1,502 |
| 80 |
128-150 |
123-310 |
4-160 |
3.5% |
0-075 |
0.2% |
74% |
False |
False |
1,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-090 |
|
2.618 |
130-208 |
|
1.618 |
129-208 |
|
1.000 |
129-010 |
|
0.618 |
128-208 |
|
HIGH |
128-010 |
|
0.618 |
127-208 |
|
0.500 |
127-170 |
|
0.382 |
127-132 |
|
LOW |
127-010 |
|
0.618 |
126-132 |
|
1.000 |
126-010 |
|
1.618 |
125-132 |
|
2.618 |
124-132 |
|
4.250 |
122-250 |
|
|
| Fisher Pivots for day following 12-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-170 |
127-082 |
| PP |
127-147 |
127-063 |
| S1 |
127-123 |
127-045 |
|