ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 21-Aug-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
Open |
127-075 |
127-190 |
0-115 |
0.3% |
126-200 |
High |
127-075 |
127-190 |
0-115 |
0.3% |
127-190 |
Low |
127-075 |
127-190 |
0-115 |
0.3% |
126-100 |
Close |
127-075 |
127-190 |
0-115 |
0.3% |
127-190 |
Range |
|
|
|
|
|
ATR |
0-125 |
0-125 |
-0-001 |
-0.6% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-190 |
127-190 |
127-190 |
|
R3 |
127-190 |
127-190 |
127-190 |
|
R2 |
127-190 |
127-190 |
127-190 |
|
R1 |
127-190 |
127-190 |
127-190 |
127-190 |
PP |
127-190 |
127-190 |
127-190 |
127-190 |
S1 |
127-190 |
127-190 |
127-190 |
127-190 |
S2 |
127-190 |
127-190 |
127-190 |
|
S3 |
127-190 |
127-190 |
127-190 |
|
S4 |
127-190 |
127-190 |
127-190 |
|
|
Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-003 |
130-187 |
128-096 |
|
R3 |
129-233 |
129-097 |
127-303 |
|
R2 |
128-143 |
128-143 |
127-265 |
|
R1 |
128-007 |
128-007 |
127-228 |
128-075 |
PP |
127-053 |
127-053 |
127-053 |
127-088 |
S1 |
126-237 |
126-237 |
127-152 |
126-305 |
S2 |
125-283 |
125-283 |
127-115 |
|
S3 |
124-193 |
125-147 |
127-077 |
|
S4 |
123-103 |
124-057 |
126-285 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-190 |
126-100 |
1-090 |
1.0% |
0-000 |
0.0% |
100% |
True |
False |
|
10 |
127-190 |
125-255 |
1-255 |
1.4% |
0-000 |
0.0% |
100% |
True |
False |
|
20 |
127-190 |
125-165 |
2-025 |
1.6% |
0-000 |
0.0% |
100% |
True |
False |
|
40 |
127-190 |
123-180 |
4-010 |
3.2% |
0-000 |
0.0% |
100% |
True |
False |
|
60 |
127-190 |
123-160 |
4-030 |
3.2% |
0-000 |
0.0% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-190 |
2.618 |
127-190 |
1.618 |
127-190 |
1.000 |
127-190 |
0.618 |
127-190 |
HIGH |
127-190 |
0.618 |
127-190 |
0.500 |
127-190 |
0.382 |
127-190 |
LOW |
127-190 |
0.618 |
127-190 |
1.000 |
127-190 |
1.618 |
127-190 |
2.618 |
127-190 |
4.250 |
127-190 |
|
|
Fisher Pivots for day following 21-Aug-2015 |
Pivot |
1 day |
3 day |
R1 |
127-190 |
127-157 |
PP |
127-190 |
127-123 |
S1 |
127-190 |
127-090 |
|