ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 24-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2015 |
24-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
127-190 |
128-040 |
0-170 |
0.4% |
126-200 |
| High |
127-190 |
128-040 |
0-170 |
0.4% |
127-190 |
| Low |
127-190 |
128-040 |
0-170 |
0.4% |
126-100 |
| Close |
127-190 |
128-040 |
0-170 |
0.4% |
127-190 |
| Range |
|
|
|
|
|
| ATR |
0-125 |
0-128 |
0-003 |
2.6% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-040 |
128-040 |
128-040 |
|
| R3 |
128-040 |
128-040 |
128-040 |
|
| R2 |
128-040 |
128-040 |
128-040 |
|
| R1 |
128-040 |
128-040 |
128-040 |
128-040 |
| PP |
128-040 |
128-040 |
128-040 |
128-040 |
| S1 |
128-040 |
128-040 |
128-040 |
128-040 |
| S2 |
128-040 |
128-040 |
128-040 |
|
| S3 |
128-040 |
128-040 |
128-040 |
|
| S4 |
128-040 |
128-040 |
128-040 |
|
|
| 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 |
128-040 |
126-100 |
1-260 |
1.4% |
0-000 |
0.0% |
100% |
True |
False |
|
| 10 |
128-040 |
126-070 |
1-290 |
1.5% |
0-000 |
0.0% |
100% |
True |
False |
|
| 20 |
128-040 |
125-165 |
2-195 |
2.0% |
0-000 |
0.0% |
100% |
True |
False |
|
| 40 |
128-040 |
124-030 |
4-010 |
3.1% |
0-000 |
0.0% |
100% |
True |
False |
|
| 60 |
128-040 |
123-160 |
4-200 |
3.6% |
0-000 |
0.0% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-040 |
|
2.618 |
128-040 |
|
1.618 |
128-040 |
|
1.000 |
128-040 |
|
0.618 |
128-040 |
|
HIGH |
128-040 |
|
0.618 |
128-040 |
|
0.500 |
128-040 |
|
0.382 |
128-040 |
|
LOW |
128-040 |
|
0.618 |
128-040 |
|
1.000 |
128-040 |
|
1.618 |
128-040 |
|
2.618 |
128-040 |
|
4.250 |
128-040 |
|
|
| Fisher Pivots for day following 24-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-040 |
127-313 |
| PP |
128-040 |
127-265 |
| S1 |
128-040 |
127-218 |
|