ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 04-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
127-055 |
127-140 |
0-085 |
0.2% |
126-240 |
| High |
127-175 |
128-040 |
0-185 |
0.5% |
128-040 |
| Low |
127-050 |
127-120 |
0-070 |
0.2% |
126-240 |
| Close |
127-125 |
127-240 |
0-115 |
0.3% |
127-240 |
| Range |
0-125 |
0-240 |
0-115 |
92.0% |
1-120 |
| ATR |
0-216 |
0-217 |
0-002 |
0.8% |
0-000 |
| Volume |
955,694 |
1,259,889 |
304,195 |
31.8% |
5,684,680 |
|
| Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-000 |
129-200 |
128-052 |
|
| R3 |
129-080 |
128-280 |
127-306 |
|
| R2 |
128-160 |
128-160 |
127-284 |
|
| R1 |
128-040 |
128-040 |
127-262 |
128-100 |
| PP |
127-240 |
127-240 |
127-240 |
127-270 |
| S1 |
127-120 |
127-120 |
127-218 |
127-180 |
| S2 |
127-000 |
127-000 |
127-196 |
|
| S3 |
126-080 |
126-200 |
127-174 |
|
| S4 |
125-160 |
125-280 |
127-108 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-213 |
131-027 |
128-162 |
|
| R3 |
130-093 |
129-227 |
128-041 |
|
| R2 |
128-293 |
128-293 |
128-001 |
|
| R1 |
128-107 |
128-107 |
127-280 |
128-200 |
| PP |
127-173 |
127-173 |
127-173 |
127-220 |
| S1 |
126-307 |
126-307 |
127-200 |
127-080 |
| S2 |
126-053 |
126-053 |
127-159 |
|
| S3 |
124-253 |
125-187 |
127-119 |
|
| S4 |
123-133 |
124-067 |
126-318 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-040 |
126-240 |
1-120 |
1.1% |
0-196 |
0.5% |
73% |
True |
False |
1,136,936 |
| 10 |
129-110 |
126-240 |
2-190 |
2.0% |
0-244 |
0.6% |
39% |
False |
False |
1,042,126 |
| 20 |
129-110 |
126-080 |
3-030 |
2.4% |
0-233 |
0.6% |
48% |
False |
False |
534,574 |
| 40 |
129-110 |
124-160 |
4-270 |
3.8% |
0-192 |
0.5% |
67% |
False |
False |
268,495 |
| 60 |
129-110 |
124-000 |
5-110 |
4.2% |
0-154 |
0.4% |
70% |
False |
False |
179,045 |
| 80 |
129-110 |
123-310 |
5-120 |
4.2% |
0-123 |
0.3% |
70% |
False |
False |
134,284 |
| 100 |
129-110 |
123-310 |
5-120 |
4.2% |
0-098 |
0.2% |
70% |
False |
False |
107,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-100 |
|
2.618 |
130-028 |
|
1.618 |
129-108 |
|
1.000 |
128-280 |
|
0.618 |
128-188 |
|
HIGH |
128-040 |
|
0.618 |
127-268 |
|
0.500 |
127-240 |
|
0.382 |
127-212 |
|
LOW |
127-120 |
|
0.618 |
126-292 |
|
1.000 |
126-200 |
|
1.618 |
126-052 |
|
2.618 |
125-132 |
|
4.250 |
124-060 |
|
|
| Fisher Pivots for day following 04-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-240 |
127-224 |
| PP |
127-240 |
127-208 |
| S1 |
127-240 |
127-192 |
|