ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 01-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2015 |
01-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
126-240 |
126-305 |
0-065 |
0.2% |
128-080 |
| High |
127-190 |
127-160 |
-0-030 |
-0.1% |
129-110 |
| Low |
126-240 |
126-285 |
0-045 |
0.1% |
127-000 |
| Close |
127-020 |
127-100 |
0-080 |
0.2% |
127-065 |
| Range |
0-270 |
0-195 |
-0-075 |
-27.8% |
2-110 |
| ATR |
0-231 |
0-228 |
-0-003 |
-1.1% |
0-000 |
| Volume |
1,113,206 |
1,303,310 |
190,104 |
17.1% |
4,736,586 |
|
| Daily Pivots for day following 01-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-020 |
128-255 |
127-207 |
|
| R3 |
128-145 |
128-060 |
127-154 |
|
| R2 |
127-270 |
127-270 |
127-136 |
|
| R1 |
127-185 |
127-185 |
127-118 |
127-228 |
| PP |
127-075 |
127-075 |
127-075 |
127-096 |
| S1 |
126-310 |
126-310 |
127-082 |
127-032 |
| S2 |
126-200 |
126-200 |
127-064 |
|
| S3 |
126-005 |
126-115 |
127-046 |
|
| S4 |
125-130 |
125-240 |
126-313 |
|
|
| 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 |
128-080 |
126-240 |
1-160 |
1.2% |
0-240 |
0.6% |
38% |
False |
False |
1,293,455 |
| 10 |
129-110 |
126-160 |
2-270 |
2.2% |
0-258 |
0.6% |
29% |
False |
False |
732,789 |
| 20 |
129-110 |
125-270 |
3-160 |
2.7% |
0-238 |
0.6% |
42% |
False |
False |
371,718 |
| 40 |
129-110 |
124-160 |
4-270 |
3.8% |
0-194 |
0.5% |
58% |
False |
False |
186,857 |
| 60 |
129-110 |
123-310 |
5-120 |
4.2% |
0-149 |
0.4% |
62% |
False |
False |
124,576 |
| 80 |
129-110 |
123-310 |
5-120 |
4.2% |
0-116 |
0.3% |
62% |
False |
False |
93,432 |
| 100 |
129-110 |
123-310 |
5-120 |
4.2% |
0-093 |
0.2% |
62% |
False |
False |
74,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-029 |
|
2.618 |
129-031 |
|
1.618 |
128-156 |
|
1.000 |
128-035 |
|
0.618 |
127-281 |
|
HIGH |
127-160 |
|
0.618 |
127-086 |
|
0.500 |
127-062 |
|
0.382 |
127-039 |
|
LOW |
126-285 |
|
0.618 |
126-164 |
|
1.000 |
126-090 |
|
1.618 |
125-289 |
|
2.618 |
125-094 |
|
4.250 |
124-096 |
|
|
| Fisher Pivots for day following 01-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-088 |
127-094 |
| PP |
127-075 |
127-088 |
| S1 |
127-062 |
127-082 |
|