ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 14-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2015 |
14-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
126-120 |
125-150 |
-0-290 |
-0.7% |
127-000 |
| High |
126-120 |
126-010 |
-0-110 |
-0.3% |
127-190 |
| Low |
125-100 |
125-135 |
0-035 |
0.1% |
125-220 |
| Close |
125-190 |
125-300 |
0-110 |
0.3% |
125-235 |
| Range |
1-020 |
0-195 |
-0-145 |
-42.6% |
1-290 |
| ATR |
0-283 |
0-277 |
-0-006 |
-2.2% |
0-000 |
| Volume |
1,158,434 |
928,621 |
-229,813 |
-19.8% |
6,885,223 |
|
| Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-200 |
127-125 |
126-087 |
|
| R3 |
127-005 |
126-250 |
126-034 |
|
| R2 |
126-130 |
126-130 |
126-016 |
|
| R1 |
126-055 |
126-055 |
125-318 |
126-092 |
| PP |
125-255 |
125-255 |
125-255 |
125-274 |
| S1 |
125-180 |
125-180 |
125-282 |
125-218 |
| S2 |
125-060 |
125-060 |
125-264 |
|
| S3 |
124-185 |
124-305 |
125-246 |
|
| S4 |
123-310 |
124-110 |
125-193 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-018 |
130-257 |
126-250 |
|
| R3 |
130-048 |
128-287 |
126-083 |
|
| R2 |
128-078 |
128-078 |
126-027 |
|
| R1 |
126-317 |
126-317 |
125-291 |
126-212 |
| PP |
126-108 |
126-108 |
126-108 |
126-056 |
| S1 |
125-027 |
125-027 |
125-179 |
124-242 |
| S2 |
124-138 |
124-138 |
125-123 |
|
| S3 |
122-168 |
123-057 |
125-067 |
|
| S4 |
120-198 |
121-087 |
124-220 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-190 |
125-100 |
2-090 |
1.8% |
0-276 |
0.7% |
27% |
False |
False |
1,209,942 |
| 10 |
127-190 |
125-050 |
2-140 |
1.9% |
0-289 |
0.7% |
32% |
False |
False |
1,314,853 |
| 20 |
127-190 |
124-290 |
2-220 |
2.1% |
0-264 |
0.7% |
38% |
False |
False |
1,265,366 |
| 40 |
127-230 |
124-145 |
3-085 |
2.6% |
0-248 |
0.6% |
45% |
False |
False |
1,191,240 |
| 60 |
129-100 |
124-145 |
4-275 |
3.9% |
0-234 |
0.6% |
31% |
False |
False |
797,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-199 |
|
2.618 |
127-201 |
|
1.618 |
127-006 |
|
1.000 |
126-205 |
|
0.618 |
126-131 |
|
HIGH |
126-010 |
|
0.618 |
125-256 |
|
0.500 |
125-232 |
|
0.382 |
125-209 |
|
LOW |
125-135 |
|
0.618 |
125-014 |
|
1.000 |
124-260 |
|
1.618 |
124-139 |
|
2.618 |
123-264 |
|
4.250 |
122-266 |
|
|
| Fisher Pivots for day following 14-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
125-278 |
125-298 |
| PP |
125-255 |
125-297 |
| S1 |
125-232 |
125-295 |
|