ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 05-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2015 |
05-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
127-255 |
127-035 |
-0-220 |
-0.5% |
126-250 |
| High |
127-280 |
127-075 |
-0-205 |
-0.5% |
127-200 |
| Low |
127-025 |
126-175 |
-0-170 |
-0.4% |
126-110 |
| Close |
127-085 |
126-240 |
-0-165 |
-0.4% |
127-140 |
| Range |
0-255 |
0-220 |
-0-035 |
-13.7% |
1-090 |
| ATR |
0-213 |
0-215 |
0-001 |
0.6% |
0-000 |
| Volume |
1,020,055 |
1,288,439 |
268,384 |
26.3% |
5,127,096 |
|
| Daily Pivots for day following 05-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-290 |
128-165 |
127-041 |
|
| R3 |
128-070 |
127-265 |
126-300 |
|
| R2 |
127-170 |
127-170 |
126-280 |
|
| R1 |
127-045 |
127-045 |
126-260 |
126-318 |
| PP |
126-270 |
126-270 |
126-270 |
126-246 |
| S1 |
126-145 |
126-145 |
126-220 |
126-098 |
| S2 |
126-050 |
126-050 |
126-200 |
|
| S3 |
125-150 |
125-245 |
126-180 |
|
| S4 |
124-250 |
125-025 |
126-119 |
|
|
| 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% |
0-230 |
0.6% |
26% |
False |
False |
1,186,761 |
| 10 |
127-295 |
126-040 |
1-255 |
1.4% |
0-185 |
0.5% |
35% |
False |
False |
1,023,877 |
| 20 |
127-295 |
125-100 |
2-195 |
2.1% |
0-198 |
0.5% |
55% |
False |
False |
997,640 |
| 40 |
127-295 |
124-145 |
3-150 |
2.7% |
0-223 |
0.6% |
66% |
False |
False |
1,149,319 |
| 60 |
127-295 |
124-145 |
3-150 |
2.7% |
0-230 |
0.6% |
66% |
False |
False |
1,051,921 |
| 80 |
129-170 |
124-145 |
5-025 |
4.0% |
0-217 |
0.5% |
45% |
False |
False |
790,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-050 |
|
2.618 |
129-011 |
|
1.618 |
128-111 |
|
1.000 |
127-295 |
|
0.618 |
127-211 |
|
HIGH |
127-075 |
|
0.618 |
126-311 |
|
0.500 |
126-285 |
|
0.382 |
126-259 |
|
LOW |
126-175 |
|
0.618 |
126-039 |
|
1.000 |
125-275 |
|
1.618 |
125-139 |
|
2.618 |
124-239 |
|
4.250 |
123-200 |
|
|
| Fisher Pivots for day following 05-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-285 |
127-075 |
| PP |
126-270 |
127-023 |
| S1 |
126-255 |
126-292 |
|