ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 09-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2015 |
09-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
126-285 |
127-140 |
0-175 |
0.4% |
126-100 |
| High |
127-190 |
127-180 |
-0-010 |
0.0% |
126-290 |
| Low |
126-275 |
126-160 |
-0-115 |
-0.3% |
125-050 |
| Close |
127-120 |
126-215 |
-0-225 |
-0.6% |
125-280 |
| Range |
0-235 |
1-020 |
0-105 |
44.7% |
1-240 |
| ATR |
0-271 |
0-276 |
0-005 |
1.8% |
0-000 |
| Volume |
1,475,469 |
1,170,991 |
-304,478 |
-20.6% |
5,869,725 |
|
| Daily Pivots for day following 09-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-032 |
129-143 |
127-082 |
|
| R3 |
129-012 |
128-123 |
126-308 |
|
| R2 |
127-312 |
127-312 |
126-277 |
|
| R1 |
127-103 |
127-103 |
126-246 |
127-038 |
| PP |
126-292 |
126-292 |
126-292 |
126-259 |
| S1 |
126-083 |
126-083 |
126-184 |
126-018 |
| S2 |
125-272 |
125-272 |
126-153 |
|
| S3 |
124-252 |
125-063 |
126-122 |
|
| S4 |
123-232 |
124-043 |
126-028 |
|
|
| 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% |
1-012 |
0.8% |
62% |
False |
False |
1,355,200 |
| 10 |
127-190 |
124-290 |
2-220 |
2.1% |
0-290 |
0.7% |
66% |
False |
False |
1,378,441 |
| 20 |
127-190 |
124-145 |
3-045 |
2.5% |
0-258 |
0.6% |
71% |
False |
False |
1,289,076 |
| 40 |
127-230 |
124-145 |
3-085 |
2.6% |
0-246 |
0.6% |
68% |
False |
False |
1,107,978 |
| 60 |
129-170 |
124-145 |
5-025 |
4.0% |
0-226 |
0.6% |
44% |
False |
False |
741,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-025 |
|
2.618 |
130-110 |
|
1.618 |
129-090 |
|
1.000 |
128-200 |
|
0.618 |
128-070 |
|
HIGH |
127-180 |
|
0.618 |
127-050 |
|
0.500 |
127-010 |
|
0.382 |
126-290 |
|
LOW |
126-160 |
|
0.618 |
125-270 |
|
1.000 |
125-140 |
|
1.618 |
124-250 |
|
2.618 |
123-230 |
|
4.250 |
121-315 |
|
|
| Fisher Pivots for day following 09-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-010 |
127-010 |
| PP |
126-292 |
126-292 |
| S1 |
126-253 |
126-253 |
|