ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 13-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2015 |
13-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
127-010 |
127-070 |
0-060 |
0.1% |
126-250 |
| High |
128-010 |
127-170 |
-0-160 |
-0.4% |
127-080 |
| Low |
127-010 |
126-250 |
-0-080 |
-0.2% |
125-270 |
| Close |
127-100 |
126-270 |
-0-150 |
-0.4% |
126-250 |
| Range |
1-000 |
0-240 |
-0-080 |
-25.0% |
1-130 |
| ATR |
0-202 |
0-204 |
0-003 |
1.4% |
0-000 |
| Volume |
26,434 |
22,077 |
-4,357 |
-16.5% |
18,595 |
|
| Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-097 |
128-263 |
127-082 |
|
| R3 |
128-177 |
128-023 |
127-016 |
|
| R2 |
127-257 |
127-257 |
126-314 |
|
| R1 |
127-103 |
127-103 |
126-292 |
127-060 |
| PP |
127-017 |
127-017 |
127-017 |
126-315 |
| S1 |
126-183 |
126-183 |
126-248 |
126-140 |
| S2 |
126-097 |
126-097 |
126-226 |
|
| S3 |
125-177 |
125-263 |
126-204 |
|
| S4 |
124-257 |
125-023 |
126-138 |
|
|
| 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 |
126-030 |
1-300 |
1.5% |
0-266 |
0.7% |
39% |
False |
False |
12,910 |
| 10 |
128-010 |
125-270 |
2-060 |
1.7% |
0-244 |
0.6% |
46% |
False |
False |
8,427 |
| 20 |
128-010 |
124-280 |
3-050 |
2.5% |
0-176 |
0.4% |
62% |
False |
False |
5,317 |
| 40 |
128-010 |
124-000 |
4-010 |
3.2% |
0-142 |
0.3% |
71% |
False |
False |
2,804 |
| 60 |
128-010 |
123-310 |
4-020 |
3.2% |
0-104 |
0.3% |
71% |
False |
False |
1,870 |
| 80 |
128-150 |
123-310 |
4-160 |
3.5% |
0-078 |
0.2% |
64% |
False |
False |
1,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-230 |
|
2.618 |
129-158 |
|
1.618 |
128-238 |
|
1.000 |
128-090 |
|
0.618 |
127-318 |
|
HIGH |
127-170 |
|
0.618 |
127-078 |
|
0.500 |
127-050 |
|
0.382 |
127-022 |
|
LOW |
126-250 |
|
0.618 |
126-102 |
|
1.000 |
126-010 |
|
1.618 |
125-182 |
|
2.618 |
124-262 |
|
4.250 |
123-190 |
|
|
| Fisher Pivots for day following 13-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-050 |
127-060 |
| PP |
127-017 |
127-023 |
| S1 |
126-303 |
126-307 |
|