ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 03-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2015 |
03-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
126-210 |
126-285 |
0-075 |
0.2% |
128-040 |
High |
126-210 |
126-285 |
0-075 |
0.2% |
128-040 |
Low |
126-210 |
126-285 |
0-075 |
0.2% |
126-225 |
Close |
126-210 |
126-285 |
0-075 |
0.2% |
126-225 |
Range |
|
|
|
|
|
ATR |
0-109 |
0-107 |
-0-002 |
-2.2% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-285 |
126-285 |
126-285 |
|
R3 |
126-285 |
126-285 |
126-285 |
|
R2 |
126-285 |
126-285 |
126-285 |
|
R1 |
126-285 |
126-285 |
126-285 |
126-285 |
PP |
126-285 |
126-285 |
126-285 |
126-285 |
S1 |
126-285 |
126-285 |
126-285 |
126-285 |
S2 |
126-285 |
126-285 |
126-285 |
|
S3 |
126-285 |
126-285 |
126-285 |
|
S4 |
126-285 |
126-285 |
126-285 |
|
|
Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-142 |
130-158 |
127-155 |
|
R3 |
130-007 |
129-023 |
127-030 |
|
R2 |
128-192 |
128-192 |
126-308 |
|
R1 |
127-208 |
127-208 |
126-267 |
127-132 |
PP |
127-057 |
127-057 |
127-057 |
127-019 |
S1 |
126-073 |
126-073 |
126-183 |
125-317 |
S2 |
125-242 |
125-242 |
126-142 |
|
S3 |
124-107 |
124-258 |
126-100 |
|
S4 |
122-292 |
123-123 |
125-295 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-285 |
126-180 |
0-105 |
0.3% |
0-000 |
0.0% |
100% |
True |
False |
|
10 |
128-040 |
126-180 |
1-180 |
1.2% |
0-000 |
0.0% |
21% |
False |
False |
|
20 |
128-040 |
125-255 |
2-105 |
1.8% |
0-000 |
0.0% |
47% |
False |
False |
|
40 |
128-040 |
124-075 |
3-285 |
3.1% |
0-000 |
0.0% |
68% |
False |
False |
|
60 |
128-040 |
123-180 |
4-180 |
3.6% |
0-000 |
0.0% |
73% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-285 |
2.618 |
126-285 |
1.618 |
126-285 |
1.000 |
126-285 |
0.618 |
126-285 |
HIGH |
126-285 |
0.618 |
126-285 |
0.500 |
126-285 |
0.382 |
126-285 |
LOW |
126-285 |
0.618 |
126-285 |
1.000 |
126-285 |
1.618 |
126-285 |
2.618 |
126-285 |
4.250 |
126-285 |
|
|
Fisher Pivots for day following 03-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
126-285 |
126-272 |
PP |
126-285 |
126-260 |
S1 |
126-285 |
126-248 |
|