ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 02-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2015 |
02-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
126-305 |
127-140 |
0-155 |
0.4% |
128-080 |
| High |
127-160 |
127-175 |
0-015 |
0.0% |
129-110 |
| Low |
126-285 |
127-025 |
0-060 |
0.1% |
127-000 |
| Close |
127-100 |
127-050 |
-0-050 |
-0.1% |
127-065 |
| Range |
0-195 |
0-150 |
-0-045 |
-23.1% |
2-110 |
| ATR |
0-228 |
0-223 |
-0-006 |
-2.5% |
0-000 |
| Volume |
1,303,310 |
1,052,581 |
-250,729 |
-19.2% |
4,736,586 |
|
| Daily Pivots for day following 02-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-213 |
128-122 |
127-132 |
|
| R3 |
128-063 |
127-292 |
127-091 |
|
| R2 |
127-233 |
127-233 |
127-078 |
|
| R1 |
127-142 |
127-142 |
127-064 |
127-112 |
| PP |
127-083 |
127-083 |
127-083 |
127-069 |
| S1 |
126-312 |
126-312 |
127-036 |
126-282 |
| S2 |
126-253 |
126-253 |
127-022 |
|
| S3 |
126-103 |
126-162 |
127-009 |
|
| S4 |
125-273 |
126-012 |
126-288 |
|
|
| 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 |
127-245 |
126-240 |
1-005 |
0.8% |
0-205 |
0.5% |
40% |
False |
False |
1,225,941 |
| 10 |
129-110 |
126-240 |
2-190 |
2.0% |
0-238 |
0.6% |
16% |
False |
False |
834,889 |
| 20 |
129-110 |
125-310 |
3-120 |
2.7% |
0-234 |
0.6% |
35% |
False |
False |
424,154 |
| 40 |
129-110 |
124-160 |
4-270 |
3.8% |
0-196 |
0.5% |
55% |
False |
False |
213,167 |
| 60 |
129-110 |
123-310 |
5-120 |
4.2% |
0-149 |
0.4% |
59% |
False |
False |
142,119 |
| 80 |
129-110 |
123-310 |
5-120 |
4.2% |
0-118 |
0.3% |
59% |
False |
False |
106,589 |
| 100 |
129-110 |
123-310 |
5-120 |
4.2% |
0-094 |
0.2% |
59% |
False |
False |
85,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-172 |
|
2.618 |
128-248 |
|
1.618 |
128-098 |
|
1.000 |
128-005 |
|
0.618 |
127-268 |
|
HIGH |
127-175 |
|
0.618 |
127-118 |
|
0.500 |
127-100 |
|
0.382 |
127-082 |
|
LOW |
127-025 |
|
0.618 |
126-252 |
|
1.000 |
126-195 |
|
1.618 |
126-102 |
|
2.618 |
125-272 |
|
4.250 |
125-028 |
|
|
| Fisher Pivots for day following 02-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-100 |
127-055 |
| PP |
127-083 |
127-053 |
| S1 |
127-067 |
127-052 |
|