ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 15-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2015 |
15-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
125-150 |
125-310 |
0-160 |
0.4% |
127-000 |
| High |
126-010 |
126-125 |
0-115 |
0.3% |
127-190 |
| Low |
125-135 |
125-195 |
0-060 |
0.1% |
125-220 |
| Close |
125-300 |
126-110 |
0-130 |
0.3% |
125-235 |
| Range |
0-195 |
0-250 |
0-055 |
28.2% |
1-290 |
| ATR |
0-277 |
0-275 |
-0-002 |
-0.7% |
0-000 |
| Volume |
928,621 |
1,039,936 |
111,315 |
12.0% |
6,885,223 |
|
| Daily Pivots for day following 15-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-147 |
128-058 |
126-248 |
|
| R3 |
127-217 |
127-128 |
126-179 |
|
| R2 |
126-287 |
126-287 |
126-156 |
|
| R1 |
126-198 |
126-198 |
126-133 |
126-242 |
| PP |
126-037 |
126-037 |
126-037 |
126-059 |
| S1 |
125-268 |
125-268 |
126-087 |
125-312 |
| S2 |
125-107 |
125-107 |
126-064 |
|
| S3 |
124-177 |
125-018 |
126-041 |
|
| S4 |
123-247 |
124-088 |
125-292 |
|
|
| 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 |
127-180 |
125-100 |
2-080 |
1.8% |
0-279 |
0.7% |
46% |
False |
False |
1,122,835 |
| 10 |
127-190 |
125-050 |
2-140 |
1.9% |
0-296 |
0.7% |
49% |
False |
False |
1,248,080 |
| 20 |
127-190 |
124-290 |
2-220 |
2.1% |
0-270 |
0.7% |
53% |
False |
False |
1,271,468 |
| 40 |
127-230 |
124-145 |
3-085 |
2.6% |
0-248 |
0.6% |
58% |
False |
False |
1,216,443 |
| 60 |
129-100 |
124-145 |
4-275 |
3.8% |
0-238 |
0.6% |
39% |
False |
False |
815,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-228 |
|
2.618 |
128-140 |
|
1.618 |
127-210 |
|
1.000 |
127-055 |
|
0.618 |
126-280 |
|
HIGH |
126-125 |
|
0.618 |
126-030 |
|
0.500 |
126-000 |
|
0.382 |
125-290 |
|
LOW |
125-195 |
|
0.618 |
125-040 |
|
1.000 |
124-265 |
|
1.618 |
124-110 |
|
2.618 |
123-180 |
|
4.250 |
122-092 |
|
|
| Fisher Pivots for day following 15-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-073 |
126-058 |
| PP |
126-037 |
126-005 |
| S1 |
126-000 |
125-272 |
|