ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 04-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2015 |
04-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
126-285 |
127-080 |
0-115 |
0.3% |
126-180 |
High |
126-285 |
127-080 |
0-115 |
0.3% |
127-080 |
Low |
126-285 |
127-080 |
0-115 |
0.3% |
126-180 |
Close |
126-285 |
127-080 |
0-115 |
0.3% |
127-080 |
Range |
|
|
|
|
|
ATR |
0-107 |
0-108 |
0-001 |
0.5% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-080 |
127-080 |
127-080 |
|
R3 |
127-080 |
127-080 |
127-080 |
|
R2 |
127-080 |
127-080 |
127-080 |
|
R1 |
127-080 |
127-080 |
127-080 |
127-080 |
PP |
127-080 |
127-080 |
127-080 |
127-080 |
S1 |
127-080 |
127-080 |
127-080 |
127-080 |
S2 |
127-080 |
127-080 |
127-080 |
|
S3 |
127-080 |
127-080 |
127-080 |
|
S4 |
127-080 |
127-080 |
127-080 |
|
|
Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-027 |
128-273 |
127-201 |
|
R3 |
128-127 |
128-053 |
127-140 |
|
R2 |
127-227 |
127-227 |
127-120 |
|
R1 |
127-153 |
127-153 |
127-100 |
127-190 |
PP |
127-007 |
127-007 |
127-007 |
127-025 |
S1 |
126-253 |
126-253 |
127-060 |
126-290 |
S2 |
126-107 |
126-107 |
127-040 |
|
S3 |
125-207 |
126-033 |
127-020 |
|
S4 |
124-307 |
125-133 |
126-279 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-080 |
126-180 |
0-220 |
0.5% |
0-000 |
0.0% |
100% |
True |
False |
|
10 |
128-040 |
126-180 |
1-180 |
1.2% |
0-000 |
0.0% |
44% |
False |
False |
|
20 |
128-040 |
125-255 |
2-105 |
1.8% |
0-000 |
0.0% |
62% |
False |
False |
|
40 |
128-040 |
124-075 |
3-285 |
3.1% |
0-000 |
0.0% |
78% |
False |
False |
|
60 |
128-040 |
123-180 |
4-180 |
3.6% |
0-000 |
0.0% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-080 |
2.618 |
127-080 |
1.618 |
127-080 |
1.000 |
127-080 |
0.618 |
127-080 |
HIGH |
127-080 |
0.618 |
127-080 |
0.500 |
127-080 |
0.382 |
127-080 |
LOW |
127-080 |
0.618 |
127-080 |
1.000 |
127-080 |
1.618 |
127-080 |
2.618 |
127-080 |
4.250 |
127-080 |
|
|
Fisher Pivots for day following 04-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
127-080 |
127-048 |
PP |
127-080 |
127-017 |
S1 |
127-080 |
126-305 |
|