ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 27-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2015 |
27-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
128-010 |
127-120 |
-0-210 |
-0.5% |
126-250 |
| High |
128-080 |
127-195 |
-0-205 |
-0.5% |
128-100 |
| Low |
127-075 |
127-000 |
-0-075 |
-0.2% |
126-160 |
| Close |
127-125 |
127-115 |
-0-010 |
0.0% |
128-030 |
| Range |
1-005 |
0-195 |
-0-130 |
-40.0% |
1-260 |
| ATR |
0-231 |
0-229 |
-0-003 |
-1.1% |
0-000 |
| Volume |
1,390,151 |
1,696,323 |
306,172 |
22.0% |
197,442 |
|
| Daily Pivots for day following 27-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-048 |
128-277 |
127-222 |
|
| R3 |
128-173 |
128-082 |
127-169 |
|
| R2 |
127-298 |
127-298 |
127-151 |
|
| R1 |
127-207 |
127-207 |
127-133 |
127-155 |
| PP |
127-103 |
127-103 |
127-103 |
127-078 |
| S1 |
127-012 |
127-012 |
127-097 |
126-280 |
| S2 |
126-228 |
126-228 |
127-079 |
|
| S3 |
126-033 |
126-137 |
127-061 |
|
| S4 |
125-158 |
125-262 |
127-008 |
|
|
| 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 |
127-000 |
2-110 |
1.8% |
0-284 |
0.7% |
15% |
False |
True |
771,476 |
| 10 |
129-110 |
126-160 |
2-270 |
2.2% |
0-238 |
0.6% |
30% |
False |
False |
398,156 |
| 20 |
129-110 |
125-270 |
3-160 |
2.7% |
0-241 |
0.6% |
43% |
False |
False |
203,291 |
| 40 |
129-110 |
124-160 |
4-270 |
3.8% |
0-192 |
0.5% |
59% |
False |
False |
102,340 |
| 60 |
129-110 |
123-310 |
5-120 |
4.2% |
0-141 |
0.3% |
63% |
False |
False |
68,229 |
| 80 |
129-110 |
123-310 |
5-120 |
4.2% |
0-108 |
0.3% |
63% |
False |
False |
51,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-064 |
|
2.618 |
129-066 |
|
1.618 |
128-191 |
|
1.000 |
128-070 |
|
0.618 |
127-316 |
|
HIGH |
127-195 |
|
0.618 |
127-121 |
|
0.500 |
127-098 |
|
0.382 |
127-074 |
|
LOW |
127-000 |
|
0.618 |
126-199 |
|
1.000 |
126-125 |
|
1.618 |
126-004 |
|
2.618 |
125-129 |
|
4.250 |
124-131 |
|
|
| Fisher Pivots for day following 27-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-109 |
127-250 |
| PP |
127-103 |
127-205 |
| S1 |
127-098 |
127-160 |
|