ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 20-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
126-310 |
127-075 |
0-085 |
0.2% |
125-255 |
High |
126-310 |
127-075 |
0-085 |
0.2% |
126-255 |
Low |
126-310 |
127-075 |
0-085 |
0.2% |
125-255 |
Close |
126-310 |
127-075 |
0-085 |
0.2% |
126-070 |
Range |
|
|
|
|
|
ATR |
0-129 |
0-125 |
-0-003 |
-2.4% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-075 |
127-075 |
127-075 |
|
R3 |
127-075 |
127-075 |
127-075 |
|
R2 |
127-075 |
127-075 |
127-075 |
|
R1 |
127-075 |
127-075 |
127-075 |
127-075 |
PP |
127-075 |
127-075 |
127-075 |
127-075 |
S1 |
127-075 |
127-075 |
127-075 |
127-075 |
S2 |
127-075 |
127-075 |
127-075 |
|
S3 |
127-075 |
127-075 |
127-075 |
|
S4 |
127-075 |
127-075 |
127-075 |
|
|
Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-087 |
128-238 |
126-246 |
|
R3 |
128-087 |
127-238 |
126-158 |
|
R2 |
127-087 |
127-087 |
126-129 |
|
R1 |
126-238 |
126-238 |
126-099 |
127-003 |
PP |
126-087 |
126-087 |
126-087 |
126-129 |
S1 |
125-238 |
125-238 |
126-041 |
126-003 |
S2 |
125-087 |
125-087 |
126-011 |
|
S3 |
124-087 |
124-238 |
125-302 |
|
S4 |
123-087 |
123-238 |
125-214 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-075 |
2.618 |
127-075 |
1.618 |
127-075 |
1.000 |
127-075 |
0.618 |
127-075 |
HIGH |
127-075 |
0.618 |
127-075 |
0.500 |
127-075 |
0.382 |
127-075 |
LOW |
127-075 |
0.618 |
127-075 |
1.000 |
127-075 |
1.618 |
127-075 |
2.618 |
127-075 |
4.250 |
127-075 |
|
|
Fisher Pivots for day following 20-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
127-075 |
127-026 |
PP |
127-075 |
126-297 |
S1 |
127-075 |
126-248 |
|