ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 06-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2015 |
06-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
127-035 |
126-240 |
-0-115 |
-0.3% |
126-250 |
| High |
127-075 |
127-045 |
-0-030 |
-0.1% |
127-200 |
| Low |
126-175 |
126-210 |
0-035 |
0.1% |
126-110 |
| Close |
126-240 |
127-005 |
0-085 |
0.2% |
127-140 |
| Range |
0-220 |
0-155 |
-0-065 |
-29.5% |
1-090 |
| ATR |
0-215 |
0-210 |
-0-004 |
-2.0% |
0-000 |
| Volume |
1,288,439 |
834,807 |
-453,632 |
-35.2% |
5,127,096 |
|
| Daily Pivots for day following 06-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-125 |
128-060 |
127-090 |
|
| R3 |
127-290 |
127-225 |
127-048 |
|
| R2 |
127-135 |
127-135 |
127-033 |
|
| R1 |
127-070 |
127-070 |
127-019 |
127-102 |
| PP |
126-300 |
126-300 |
126-300 |
126-316 |
| S1 |
126-235 |
126-235 |
126-311 |
126-268 |
| S2 |
126-145 |
126-145 |
126-297 |
|
| S3 |
125-310 |
126-080 |
126-282 |
|
| S4 |
125-155 |
125-245 |
126-240 |
|
|
| 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 |
126-175 |
1-120 |
1.1% |
0-225 |
0.6% |
34% |
False |
False |
1,107,467 |
| 10 |
127-295 |
126-110 |
1-185 |
1.2% |
0-182 |
0.4% |
43% |
False |
False |
1,011,824 |
| 20 |
127-295 |
125-100 |
2-195 |
2.1% |
0-189 |
0.5% |
65% |
False |
False |
980,831 |
| 40 |
127-295 |
124-145 |
3-150 |
2.7% |
0-223 |
0.5% |
74% |
False |
False |
1,134,954 |
| 60 |
127-295 |
124-145 |
3-150 |
2.7% |
0-227 |
0.6% |
74% |
False |
False |
1,065,596 |
| 80 |
129-170 |
124-145 |
5-025 |
4.0% |
0-217 |
0.5% |
50% |
False |
False |
801,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-064 |
|
2.618 |
128-131 |
|
1.618 |
127-296 |
|
1.000 |
127-200 |
|
0.618 |
127-141 |
|
HIGH |
127-045 |
|
0.618 |
126-306 |
|
0.500 |
126-288 |
|
0.382 |
126-269 |
|
LOW |
126-210 |
|
0.618 |
126-114 |
|
1.000 |
126-055 |
|
1.618 |
125-279 |
|
2.618 |
125-124 |
|
4.250 |
124-191 |
|
|
| Fisher Pivots for day following 06-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-312 |
127-068 |
| PP |
126-300 |
127-047 |
| S1 |
126-288 |
127-026 |
|