ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 18-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
126-250 |
127-000 |
0-070 |
0.2% |
126-260 |
| High |
127-060 |
127-080 |
0-020 |
0.0% |
128-010 |
| Low |
126-220 |
126-240 |
0-020 |
0.0% |
126-080 |
| Close |
127-040 |
126-260 |
-0-100 |
-0.2% |
126-230 |
| Range |
0-160 |
0-160 |
0-000 |
0.0% |
1-250 |
| ATR |
0-198 |
0-195 |
-0-003 |
-1.4% |
0-000 |
| Volume |
12,825 |
9,826 |
-2,999 |
-23.4% |
72,776 |
|
| Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-140 |
128-040 |
127-028 |
|
| R3 |
127-300 |
127-200 |
126-304 |
|
| R2 |
127-140 |
127-140 |
126-289 |
|
| R1 |
127-040 |
127-040 |
126-275 |
127-010 |
| PP |
126-300 |
126-300 |
126-300 |
126-285 |
| S1 |
126-200 |
126-200 |
126-245 |
126-170 |
| S2 |
126-140 |
126-140 |
126-231 |
|
| S3 |
125-300 |
126-040 |
126-216 |
|
| S4 |
125-140 |
125-200 |
126-172 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-110 |
131-100 |
127-224 |
|
| R3 |
130-180 |
129-170 |
127-067 |
|
| R2 |
128-250 |
128-250 |
127-014 |
|
| R1 |
127-240 |
127-240 |
126-282 |
127-120 |
| PP |
127-000 |
127-000 |
127-000 |
126-260 |
| S1 |
125-310 |
125-310 |
126-178 |
125-190 |
| S2 |
125-070 |
125-070 |
126-126 |
|
| S3 |
123-140 |
124-060 |
126-073 |
|
| S4 |
121-210 |
122-130 |
125-236 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-010 |
126-170 |
1-160 |
1.2% |
0-208 |
0.5% |
19% |
False |
False |
16,596 |
| 10 |
128-010 |
125-270 |
2-060 |
1.7% |
0-218 |
0.5% |
44% |
False |
False |
10,648 |
| 20 |
128-010 |
125-130 |
2-200 |
2.1% |
0-188 |
0.5% |
54% |
False |
False |
6,812 |
| 40 |
128-010 |
124-000 |
4-010 |
3.2% |
0-154 |
0.4% |
70% |
False |
False |
3,666 |
| 60 |
128-010 |
123-310 |
4-020 |
3.2% |
0-112 |
0.3% |
70% |
False |
False |
2,444 |
| 80 |
128-130 |
123-310 |
4-140 |
3.5% |
0-084 |
0.2% |
64% |
False |
False |
1,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-120 |
|
2.618 |
128-179 |
|
1.618 |
128-019 |
|
1.000 |
127-240 |
|
0.618 |
127-179 |
|
HIGH |
127-080 |
|
0.618 |
127-019 |
|
0.500 |
127-000 |
|
0.382 |
126-301 |
|
LOW |
126-240 |
|
0.618 |
126-141 |
|
1.000 |
126-080 |
|
1.618 |
125-301 |
|
2.618 |
125-141 |
|
4.250 |
124-200 |
|
|
| Fisher Pivots for day following 18-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-000 |
126-285 |
| PP |
126-300 |
126-277 |
| S1 |
126-280 |
126-268 |
|