ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 28-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2015 |
28-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
126-250 |
127-070 |
0-140 |
0.3% |
126-040 |
| High |
127-090 |
127-075 |
-0-015 |
0.0% |
126-280 |
| Low |
126-245 |
126-260 |
0-015 |
0.0% |
125-220 |
| Close |
127-050 |
127-000 |
-0-050 |
-0.1% |
126-230 |
| Range |
0-165 |
0-135 |
-0-030 |
-18.2% |
1-060 |
| ATR |
0-219 |
0-213 |
-0-006 |
-2.7% |
0-000 |
| Volume |
794,985 |
851,800 |
56,815 |
7.1% |
4,273,542 |
|
| Daily Pivots for day following 28-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-090 |
128-020 |
127-074 |
|
| R3 |
127-275 |
127-205 |
127-037 |
|
| R2 |
127-140 |
127-140 |
127-025 |
|
| R1 |
127-070 |
127-070 |
127-012 |
127-038 |
| PP |
127-005 |
127-005 |
127-005 |
126-309 |
| S1 |
126-255 |
126-255 |
126-308 |
126-222 |
| S2 |
126-190 |
126-190 |
126-295 |
|
| S3 |
126-055 |
126-120 |
126-283 |
|
| S4 |
125-240 |
125-305 |
126-246 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-317 |
129-173 |
127-119 |
|
| R3 |
128-257 |
128-113 |
127-014 |
|
| R2 |
127-197 |
127-197 |
126-300 |
|
| R1 |
127-053 |
127-053 |
126-265 |
127-125 |
| PP |
126-137 |
126-137 |
126-137 |
126-172 |
| S1 |
125-313 |
125-313 |
126-195 |
126-065 |
| S2 |
125-077 |
125-077 |
126-160 |
|
| S3 |
124-017 |
124-253 |
126-126 |
|
| S4 |
122-277 |
123-193 |
126-021 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-090 |
126-040 |
1-050 |
0.9% |
0-138 |
0.3% |
76% |
False |
False |
864,730 |
| 10 |
127-090 |
125-195 |
1-215 |
1.3% |
0-156 |
0.4% |
83% |
False |
False |
861,548 |
| 20 |
127-190 |
125-050 |
2-140 |
1.9% |
0-222 |
0.5% |
76% |
False |
False |
1,088,200 |
| 40 |
127-190 |
124-145 |
3-045 |
2.5% |
0-236 |
0.6% |
81% |
False |
False |
1,200,207 |
| 60 |
127-230 |
124-145 |
3-085 |
2.6% |
0-235 |
0.6% |
78% |
False |
False |
940,404 |
| 80 |
129-170 |
124-145 |
5-025 |
4.0% |
0-208 |
0.5% |
50% |
False |
False |
706,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-009 |
|
2.618 |
128-108 |
|
1.618 |
127-293 |
|
1.000 |
127-210 |
|
0.618 |
127-158 |
|
HIGH |
127-075 |
|
0.618 |
127-023 |
|
0.500 |
127-008 |
|
0.382 |
126-312 |
|
LOW |
126-260 |
|
0.618 |
126-177 |
|
1.000 |
126-125 |
|
1.618 |
126-042 |
|
2.618 |
125-227 |
|
4.250 |
125-006 |
|
|
| Fisher Pivots for day following 28-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-008 |
126-311 |
| PP |
127-005 |
126-302 |
| S1 |
127-002 |
126-292 |
|