ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 03-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2015 |
03-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
126-275 |
127-185 |
0-230 |
0.6% |
126-250 |
| High |
127-200 |
127-295 |
0-095 |
0.2% |
127-200 |
| Low |
126-205 |
127-115 |
0-230 |
0.6% |
126-110 |
| Close |
127-140 |
127-265 |
0-125 |
0.3% |
127-140 |
| Range |
0-315 |
0-180 |
-0-135 |
-42.9% |
1-090 |
| ATR |
0-213 |
0-210 |
-0-002 |
-1.1% |
0-000 |
| Volume |
1,419,755 |
974,279 |
-445,476 |
-31.4% |
5,127,096 |
|
| Daily Pivots for day following 03-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-125 |
129-055 |
128-044 |
|
| R3 |
128-265 |
128-195 |
127-314 |
|
| R2 |
128-085 |
128-085 |
127-298 |
|
| R1 |
128-015 |
128-015 |
127-282 |
128-050 |
| PP |
127-225 |
127-225 |
127-225 |
127-242 |
| S1 |
127-155 |
127-155 |
127-248 |
127-190 |
| S2 |
127-045 |
127-045 |
127-232 |
|
| S3 |
126-185 |
126-295 |
127-216 |
|
| S4 |
126-005 |
126-115 |
127-166 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-313 |
130-157 |
128-046 |
|
| R3 |
129-223 |
129-067 |
127-253 |
|
| R2 |
128-133 |
128-133 |
127-215 |
|
| R1 |
127-297 |
127-297 |
127-178 |
128-055 |
| PP |
127-043 |
127-043 |
127-043 |
127-082 |
| S1 |
126-207 |
126-207 |
127-102 |
126-285 |
| S2 |
125-273 |
125-273 |
127-065 |
|
| S3 |
124-183 |
125-117 |
127-027 |
|
| S4 |
123-093 |
124-027 |
126-234 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-295 |
126-110 |
1-185 |
1.2% |
0-185 |
0.5% |
94% |
True |
False |
1,061,278 |
| 10 |
127-295 |
125-220 |
2-075 |
1.7% |
0-168 |
0.4% |
96% |
True |
False |
960,533 |
| 20 |
127-295 |
125-100 |
2-195 |
2.0% |
0-204 |
0.5% |
96% |
True |
False |
1,032,778 |
| 40 |
127-295 |
124-145 |
3-150 |
2.7% |
0-222 |
0.5% |
97% |
True |
False |
1,142,645 |
| 60 |
127-295 |
124-145 |
3-150 |
2.7% |
0-234 |
0.6% |
97% |
True |
False |
1,013,953 |
| 80 |
129-170 |
124-145 |
5-025 |
4.0% |
0-213 |
0.5% |
66% |
False |
False |
761,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-100 |
|
2.618 |
129-126 |
|
1.618 |
128-266 |
|
1.000 |
128-155 |
|
0.618 |
128-086 |
|
HIGH |
127-295 |
|
0.618 |
127-226 |
|
0.500 |
127-205 |
|
0.382 |
127-184 |
|
LOW |
127-115 |
|
0.618 |
127-004 |
|
1.000 |
126-255 |
|
1.618 |
126-144 |
|
2.618 |
125-284 |
|
4.250 |
124-310 |
|
|
| Fisher Pivots for day following 03-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-245 |
127-191 |
| PP |
127-225 |
127-117 |
| S1 |
127-205 |
127-042 |
|