ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 31-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2015 |
31-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
127-080 |
126-240 |
-0-160 |
-0.4% |
128-080 |
| High |
127-245 |
127-190 |
-0-055 |
-0.1% |
129-110 |
| Low |
127-030 |
126-240 |
-0-110 |
-0.3% |
127-000 |
| Close |
127-065 |
127-020 |
-0-045 |
-0.1% |
127-065 |
| Range |
0-215 |
0-270 |
0-055 |
25.6% |
2-110 |
| ATR |
0-228 |
0-231 |
0-003 |
1.3% |
0-000 |
| Volume |
964,286 |
1,113,206 |
148,920 |
15.4% |
4,736,586 |
|
| Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-213 |
129-067 |
127-168 |
|
| R3 |
128-263 |
128-117 |
127-094 |
|
| R2 |
127-313 |
127-313 |
127-070 |
|
| R1 |
127-167 |
127-167 |
127-045 |
127-240 |
| PP |
127-043 |
127-043 |
127-043 |
127-080 |
| S1 |
126-217 |
126-217 |
126-315 |
126-290 |
| S2 |
126-093 |
126-093 |
126-290 |
|
| S3 |
125-143 |
125-267 |
126-266 |
|
| S4 |
124-193 |
124-317 |
126-192 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-282 |
133-123 |
128-158 |
|
| R3 |
132-172 |
131-013 |
127-271 |
|
| R2 |
130-062 |
130-062 |
127-202 |
|
| R1 |
128-223 |
128-223 |
127-134 |
128-088 |
| PP |
127-272 |
127-272 |
127-272 |
127-204 |
| S1 |
126-113 |
126-113 |
126-316 |
125-298 |
| S2 |
125-162 |
125-162 |
126-248 |
|
| S3 |
123-052 |
124-003 |
126-179 |
|
| S4 |
120-262 |
121-213 |
125-292 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-180 |
126-240 |
1-260 |
1.4% |
0-269 |
0.7% |
17% |
False |
True |
1,143,257 |
| 10 |
129-110 |
126-160 |
2-270 |
2.2% |
0-254 |
0.6% |
20% |
False |
False |
603,440 |
| 20 |
129-110 |
125-270 |
3-160 |
2.8% |
0-241 |
0.6% |
35% |
False |
False |
306,655 |
| 40 |
129-110 |
124-160 |
4-270 |
3.8% |
0-196 |
0.5% |
53% |
False |
False |
154,275 |
| 60 |
129-110 |
123-310 |
5-120 |
4.2% |
0-149 |
0.4% |
58% |
False |
False |
102,854 |
| 80 |
129-110 |
123-310 |
5-120 |
4.2% |
0-114 |
0.3% |
58% |
False |
False |
77,141 |
| 100 |
129-110 |
123-310 |
5-120 |
4.2% |
0-091 |
0.2% |
58% |
False |
False |
61,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-058 |
|
2.618 |
129-257 |
|
1.618 |
128-307 |
|
1.000 |
128-140 |
|
0.618 |
128-037 |
|
HIGH |
127-190 |
|
0.618 |
127-087 |
|
0.500 |
127-055 |
|
0.382 |
127-023 |
|
LOW |
126-240 |
|
0.618 |
126-073 |
|
1.000 |
125-290 |
|
1.618 |
125-123 |
|
2.618 |
124-173 |
|
4.250 |
123-052 |
|
|
| Fisher Pivots for day following 31-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-055 |
127-082 |
| PP |
127-043 |
127-062 |
| S1 |
127-032 |
127-041 |
|