ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 21-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2015 |
21-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
126-040 |
125-295 |
-0-065 |
-0.2% |
126-120 |
| High |
126-050 |
126-095 |
0-045 |
0.1% |
126-125 |
| Low |
125-225 |
125-220 |
-0-005 |
0.0% |
125-100 |
| Close |
125-285 |
126-065 |
0-100 |
0.2% |
126-040 |
| Range |
0-145 |
0-195 |
0-050 |
34.5% |
1-025 |
| ATR |
0-249 |
0-245 |
-0-004 |
-1.6% |
0-000 |
| Volume |
769,583 |
827,090 |
57,507 |
7.5% |
4,782,208 |
|
| Daily Pivots for day following 21-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-285 |
127-210 |
126-172 |
|
| R3 |
127-090 |
127-015 |
126-119 |
|
| R2 |
126-215 |
126-215 |
126-101 |
|
| R1 |
126-140 |
126-140 |
126-083 |
126-178 |
| PP |
126-020 |
126-020 |
126-020 |
126-039 |
| S1 |
125-265 |
125-265 |
126-047 |
125-302 |
| S2 |
125-145 |
125-145 |
126-029 |
|
| S3 |
124-270 |
125-070 |
126-011 |
|
| S4 |
124-075 |
124-195 |
125-278 |
|
|
| Weekly Pivots for week ending 17-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-057 |
128-233 |
126-230 |
|
| R3 |
128-032 |
127-208 |
126-135 |
|
| R2 |
127-007 |
127-007 |
126-103 |
|
| R1 |
126-183 |
126-183 |
126-072 |
126-082 |
| PP |
125-302 |
125-302 |
125-302 |
125-251 |
| S1 |
125-158 |
125-158 |
126-008 |
125-058 |
| S2 |
124-277 |
124-277 |
125-297 |
|
| S3 |
123-252 |
124-133 |
125-265 |
|
| S4 |
122-227 |
123-108 |
125-170 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-125 |
125-195 |
0-250 |
0.6% |
0-174 |
0.4% |
76% |
False |
False |
858,365 |
| 10 |
127-190 |
125-100 |
2-090 |
1.8% |
0-225 |
0.6% |
39% |
False |
False |
1,034,153 |
| 20 |
127-190 |
124-290 |
2-220 |
2.1% |
0-244 |
0.6% |
48% |
False |
False |
1,191,726 |
| 40 |
127-230 |
124-145 |
3-085 |
2.6% |
0-239 |
0.6% |
54% |
False |
False |
1,284,283 |
| 60 |
129-050 |
124-145 |
4-225 |
3.7% |
0-240 |
0.6% |
37% |
False |
False |
869,110 |
| 80 |
129-190 |
124-145 |
5-045 |
4.1% |
0-205 |
0.5% |
34% |
False |
False |
652,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-284 |
|
2.618 |
127-286 |
|
1.618 |
127-091 |
|
1.000 |
126-290 |
|
0.618 |
126-216 |
|
HIGH |
126-095 |
|
0.618 |
126-021 |
|
0.500 |
125-318 |
|
0.382 |
125-294 |
|
LOW |
125-220 |
|
0.618 |
125-099 |
|
1.000 |
125-025 |
|
1.618 |
124-224 |
|
2.618 |
124-029 |
|
4.250 |
123-031 |
|
|
| Fisher Pivots for day following 21-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-042 |
126-043 |
| PP |
126-020 |
126-022 |
| S1 |
125-318 |
126-000 |
|