ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 07-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2015 |
07-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
126-240 |
127-020 |
0-100 |
0.2% |
127-185 |
| High |
127-045 |
127-180 |
0-135 |
0.3% |
127-295 |
| Low |
126-210 |
126-260 |
0-050 |
0.1% |
126-175 |
| Close |
127-005 |
127-145 |
0-140 |
0.3% |
127-145 |
| Range |
0-155 |
0-240 |
0-085 |
54.8% |
1-120 |
| ATR |
0-210 |
0-212 |
0-002 |
1.0% |
0-000 |
| Volume |
834,807 |
1,165,732 |
330,925 |
39.6% |
5,283,312 |
|
| Daily Pivots for day following 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-168 |
129-077 |
127-277 |
|
| R3 |
128-248 |
128-157 |
127-211 |
|
| R2 |
128-008 |
128-008 |
127-189 |
|
| R1 |
127-237 |
127-237 |
127-167 |
127-282 |
| PP |
127-088 |
127-088 |
127-088 |
127-111 |
| S1 |
126-317 |
126-317 |
127-123 |
127-042 |
| S2 |
126-168 |
126-168 |
127-101 |
|
| S3 |
125-248 |
126-077 |
127-079 |
|
| S4 |
125-008 |
125-157 |
127-013 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-138 |
130-262 |
128-067 |
|
| R3 |
130-018 |
129-142 |
127-266 |
|
| R2 |
128-218 |
128-218 |
127-226 |
|
| R1 |
128-022 |
128-022 |
127-185 |
127-220 |
| PP |
127-098 |
127-098 |
127-098 |
127-038 |
| S1 |
126-222 |
126-222 |
127-105 |
126-100 |
| S2 |
125-298 |
125-298 |
127-064 |
|
| S3 |
124-178 |
125-102 |
127-024 |
|
| S4 |
123-058 |
123-302 |
126-223 |
|
|
| 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% |
0-210 |
0.5% |
66% |
False |
False |
1,056,662 |
| 10 |
127-295 |
126-110 |
1-185 |
1.2% |
0-196 |
0.5% |
70% |
False |
False |
1,041,040 |
| 20 |
127-295 |
125-100 |
2-195 |
2.0% |
0-188 |
0.5% |
82% |
False |
False |
973,307 |
| 40 |
127-295 |
124-290 |
3-005 |
2.4% |
0-222 |
0.5% |
84% |
False |
False |
1,126,723 |
| 60 |
127-295 |
124-145 |
3-150 |
2.7% |
0-227 |
0.6% |
86% |
False |
False |
1,084,456 |
| 80 |
129-170 |
124-145 |
5-025 |
4.0% |
0-219 |
0.5% |
59% |
False |
False |
815,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-240 |
|
2.618 |
129-168 |
|
1.618 |
128-248 |
|
1.000 |
128-100 |
|
0.618 |
128-008 |
|
HIGH |
127-180 |
|
0.618 |
127-088 |
|
0.500 |
127-060 |
|
0.382 |
127-032 |
|
LOW |
126-260 |
|
0.618 |
126-112 |
|
1.000 |
126-020 |
|
1.618 |
125-192 |
|
2.618 |
124-272 |
|
4.250 |
123-200 |
|
|
| Fisher Pivots for day following 07-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-117 |
127-102 |
| PP |
127-088 |
127-060 |
| S1 |
127-060 |
127-018 |
|