ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 25-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2015 |
25-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
128-080 |
128-170 |
0-090 |
0.2% |
126-250 |
| High |
129-110 |
128-180 |
-0-250 |
-0.6% |
128-100 |
| Low |
128-050 |
127-160 |
-0-210 |
-0.5% |
126-160 |
| Close |
128-200 |
127-170 |
-1-030 |
-0.9% |
128-030 |
| Range |
1-060 |
1-020 |
-0-040 |
-10.5% |
1-260 |
| ATR |
0-214 |
0-224 |
0-010 |
4.9% |
0-000 |
| Volume |
133,504 |
552,322 |
418,818 |
313.7% |
197,442 |
|
| Daily Pivots for day following 25-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-017 |
130-113 |
128-037 |
|
| R3 |
129-317 |
129-093 |
127-264 |
|
| R2 |
128-297 |
128-297 |
127-232 |
|
| R1 |
128-073 |
128-073 |
127-201 |
128-015 |
| PP |
127-277 |
127-277 |
127-277 |
127-248 |
| S1 |
127-053 |
127-053 |
127-139 |
126-315 |
| S2 |
126-257 |
126-257 |
127-108 |
|
| S3 |
125-237 |
126-033 |
127-076 |
|
| S4 |
124-217 |
125-013 |
126-303 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-023 |
132-127 |
129-029 |
|
| R3 |
131-083 |
130-187 |
128-190 |
|
| R2 |
129-143 |
129-143 |
128-136 |
|
| R1 |
128-247 |
128-247 |
128-083 |
129-035 |
| PP |
127-203 |
127-203 |
127-203 |
127-258 |
| S1 |
126-307 |
126-307 |
127-297 |
127-095 |
| S2 |
125-263 |
125-263 |
127-244 |
|
| S3 |
124-003 |
125-047 |
127-190 |
|
| S4 |
122-063 |
123-107 |
127-031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-110 |
126-160 |
2-270 |
2.2% |
0-276 |
0.7% |
36% |
False |
False |
172,123 |
| 10 |
129-110 |
126-160 |
2-270 |
2.2% |
0-242 |
0.6% |
36% |
False |
False |
94,359 |
| 20 |
129-110 |
125-200 |
3-230 |
2.9% |
0-229 |
0.6% |
51% |
False |
False |
49,386 |
| 40 |
129-110 |
124-160 |
4-270 |
3.8% |
0-187 |
0.5% |
63% |
False |
False |
25,179 |
| 60 |
129-110 |
123-310 |
5-120 |
4.2% |
0-133 |
0.3% |
66% |
False |
False |
16,788 |
| 80 |
129-110 |
123-310 |
5-120 |
4.2% |
0-101 |
0.2% |
66% |
False |
False |
12,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-025 |
|
2.618 |
131-110 |
|
1.618 |
130-090 |
|
1.000 |
129-200 |
|
0.618 |
129-070 |
|
HIGH |
128-180 |
|
0.618 |
128-050 |
|
0.500 |
128-010 |
|
0.382 |
127-290 |
|
LOW |
127-160 |
|
0.618 |
126-270 |
|
1.000 |
126-140 |
|
1.618 |
125-250 |
|
2.618 |
124-230 |
|
4.250 |
122-315 |
|
|
| Fisher Pivots for day following 25-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-010 |
128-135 |
| PP |
127-277 |
128-040 |
| S1 |
127-223 |
127-265 |
|