ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 08-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2015 |
08-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
126-205 |
126-285 |
0-080 |
0.2% |
126-100 |
| High |
127-180 |
127-190 |
0-010 |
0.0% |
126-290 |
| Low |
126-150 |
126-275 |
0-125 |
0.3% |
125-050 |
| Close |
127-040 |
127-120 |
0-080 |
0.2% |
125-280 |
| Range |
1-030 |
0-235 |
-0-115 |
-32.9% |
1-240 |
| ATR |
0-274 |
0-271 |
-0-003 |
-1.0% |
0-000 |
| Volume |
1,535,790 |
1,475,469 |
-60,321 |
-3.9% |
5,869,725 |
|
| Daily Pivots for day following 08-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-153 |
129-052 |
127-249 |
|
| R3 |
128-238 |
128-137 |
127-185 |
|
| R2 |
128-003 |
128-003 |
127-163 |
|
| R1 |
127-222 |
127-222 |
127-142 |
127-272 |
| PP |
127-088 |
127-088 |
127-088 |
127-114 |
| S1 |
126-307 |
126-307 |
127-098 |
127-038 |
| S2 |
126-173 |
126-173 |
127-077 |
|
| S3 |
125-258 |
126-072 |
127-055 |
|
| S4 |
125-023 |
125-157 |
126-311 |
|
|
| Weekly Pivots for week ending 03-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-073 |
130-097 |
126-268 |
|
| R3 |
129-153 |
128-177 |
126-114 |
|
| R2 |
127-233 |
127-233 |
126-063 |
|
| R1 |
126-257 |
126-257 |
126-011 |
126-125 |
| PP |
125-313 |
125-313 |
125-313 |
125-248 |
| S1 |
125-017 |
125-017 |
125-229 |
124-205 |
| S2 |
124-073 |
124-073 |
125-177 |
|
| S3 |
122-153 |
123-097 |
125-126 |
|
| S4 |
120-233 |
121-177 |
124-292 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-190 |
125-050 |
2-140 |
1.9% |
0-312 |
0.8% |
91% |
True |
False |
1,373,324 |
| 10 |
127-190 |
124-290 |
2-220 |
2.1% |
0-271 |
0.7% |
92% |
True |
False |
1,376,488 |
| 20 |
127-190 |
124-145 |
3-045 |
2.5% |
0-248 |
0.6% |
93% |
True |
False |
1,300,997 |
| 40 |
127-230 |
124-145 |
3-085 |
2.6% |
0-246 |
0.6% |
89% |
False |
False |
1,079,061 |
| 60 |
129-170 |
124-145 |
5-025 |
4.0% |
0-223 |
0.5% |
58% |
False |
False |
721,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-229 |
|
2.618 |
129-165 |
|
1.618 |
128-250 |
|
1.000 |
128-105 |
|
0.618 |
128-015 |
|
HIGH |
127-190 |
|
0.618 |
127-100 |
|
0.500 |
127-072 |
|
0.382 |
127-045 |
|
LOW |
126-275 |
|
0.618 |
126-130 |
|
1.000 |
126-040 |
|
1.618 |
125-215 |
|
2.618 |
124-300 |
|
4.250 |
123-236 |
|
|
| Fisher Pivots for day following 08-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-104 |
127-051 |
| PP |
127-088 |
126-302 |
| S1 |
127-072 |
126-232 |
|