ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 09-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
127-240 |
127-110 |
-0-130 |
-0.3% |
126-240 |
| High |
127-245 |
127-155 |
-0-090 |
-0.2% |
128-040 |
| Low |
127-075 |
126-255 |
-0-140 |
-0.3% |
126-240 |
| Close |
127-090 |
127-140 |
0-050 |
0.1% |
127-240 |
| Range |
0-170 |
0-220 |
0-050 |
29.4% |
1-120 |
| ATR |
0-214 |
0-215 |
0-000 |
0.2% |
0-000 |
| Volume |
795,626 |
1,251,778 |
456,152 |
57.3% |
5,684,680 |
|
| Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-097 |
129-018 |
127-261 |
|
| R3 |
128-197 |
128-118 |
127-200 |
|
| R2 |
127-297 |
127-297 |
127-180 |
|
| R1 |
127-218 |
127-218 |
127-160 |
127-258 |
| PP |
127-077 |
127-077 |
127-077 |
127-096 |
| S1 |
126-318 |
126-318 |
127-120 |
127-038 |
| S2 |
126-177 |
126-177 |
127-100 |
|
| S3 |
125-277 |
126-098 |
127-080 |
|
| S4 |
125-057 |
125-198 |
127-019 |
|
|
| 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 |
126-255 |
1-105 |
1.0% |
0-181 |
0.4% |
48% |
False |
True |
1,063,113 |
| 10 |
128-080 |
126-240 |
1-160 |
1.2% |
0-210 |
0.5% |
46% |
False |
False |
1,178,284 |
| 20 |
129-110 |
126-160 |
2-270 |
2.2% |
0-226 |
0.6% |
33% |
False |
False |
636,322 |
| 40 |
129-110 |
124-280 |
4-150 |
3.5% |
0-194 |
0.5% |
57% |
False |
False |
319,613 |
| 60 |
129-110 |
124-000 |
5-110 |
4.2% |
0-161 |
0.4% |
64% |
False |
False |
213,168 |
| 80 |
129-110 |
123-310 |
5-120 |
4.2% |
0-127 |
0.3% |
65% |
False |
False |
159,876 |
| 100 |
129-110 |
123-310 |
5-120 |
4.2% |
0-102 |
0.3% |
65% |
False |
False |
127,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-130 |
|
2.618 |
129-091 |
|
1.618 |
128-191 |
|
1.000 |
128-055 |
|
0.618 |
127-291 |
|
HIGH |
127-155 |
|
0.618 |
127-071 |
|
0.500 |
127-045 |
|
0.382 |
127-019 |
|
LOW |
126-255 |
|
0.618 |
126-119 |
|
1.000 |
126-035 |
|
1.618 |
125-219 |
|
2.618 |
124-319 |
|
4.250 |
123-280 |
|
|
| Fisher Pivots for day following 09-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-108 |
127-148 |
| PP |
127-077 |
127-145 |
| S1 |
127-045 |
127-142 |
|