ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 05-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2015 |
05-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
126-020 |
125-165 |
-0-175 |
-0.4% |
125-290 |
High |
126-020 |
125-165 |
-0-175 |
-0.4% |
126-065 |
Low |
126-020 |
125-165 |
-0-175 |
-0.4% |
125-175 |
Close |
126-020 |
125-165 |
-0-175 |
-0.4% |
126-065 |
Range |
|
|
|
|
|
ATR |
0-119 |
0-123 |
0-004 |
3.4% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-165 |
125-165 |
125-165 |
|
R3 |
125-165 |
125-165 |
125-165 |
|
R2 |
125-165 |
125-165 |
125-165 |
|
R1 |
125-165 |
125-165 |
125-165 |
125-165 |
PP |
125-165 |
125-165 |
125-165 |
125-165 |
S1 |
125-165 |
125-165 |
125-165 |
125-165 |
S2 |
125-165 |
125-165 |
125-165 |
|
S3 |
125-165 |
125-165 |
125-165 |
|
S4 |
125-165 |
125-165 |
125-165 |
|
|
Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-305 |
127-235 |
126-180 |
|
R3 |
127-095 |
127-025 |
126-123 |
|
R2 |
126-205 |
126-205 |
126-103 |
|
R1 |
126-135 |
126-135 |
126-084 |
126-170 |
PP |
125-315 |
125-315 |
125-315 |
126-012 |
S1 |
125-245 |
125-245 |
126-046 |
125-280 |
S2 |
125-105 |
125-105 |
126-026 |
|
S3 |
124-215 |
125-035 |
126-007 |
|
S4 |
124-005 |
124-145 |
125-270 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-165 |
2.618 |
125-165 |
1.618 |
125-165 |
1.000 |
125-165 |
0.618 |
125-165 |
HIGH |
125-165 |
0.618 |
125-165 |
0.500 |
125-165 |
0.382 |
125-165 |
LOW |
125-165 |
0.618 |
125-165 |
1.000 |
125-165 |
1.618 |
125-165 |
2.618 |
125-165 |
4.250 |
125-165 |
|
|
Fisher Pivots for day following 05-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
125-165 |
126-022 |
PP |
125-165 |
125-283 |
S1 |
125-165 |
125-224 |
|