ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 10-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2015 |
10-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
127-020 |
127-160 |
0-140 |
0.3% |
127-185 |
| High |
127-180 |
127-165 |
-0-015 |
0.0% |
127-295 |
| Low |
126-260 |
126-305 |
0-045 |
0.1% |
126-175 |
| Close |
127-145 |
127-005 |
-0-140 |
-0.3% |
127-145 |
| Range |
0-240 |
0-180 |
-0-060 |
-25.0% |
1-120 |
| ATR |
0-212 |
0-210 |
-0-002 |
-1.1% |
0-000 |
| Volume |
1,165,732 |
673,537 |
-492,195 |
-42.2% |
5,283,312 |
|
| Daily Pivots for day following 10-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-272 |
128-158 |
127-104 |
|
| R3 |
128-092 |
127-298 |
127-054 |
|
| R2 |
127-232 |
127-232 |
127-038 |
|
| R1 |
127-118 |
127-118 |
127-022 |
127-085 |
| PP |
127-052 |
127-052 |
127-052 |
127-035 |
| S1 |
126-258 |
126-258 |
126-308 |
126-225 |
| S2 |
126-192 |
126-192 |
126-292 |
|
| S3 |
126-012 |
126-078 |
126-276 |
|
| S4 |
125-152 |
125-218 |
126-226 |
|
|
| 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 |
127-280 |
126-175 |
1-105 |
1.0% |
0-210 |
0.5% |
35% |
False |
False |
996,514 |
| 10 |
127-295 |
126-110 |
1-185 |
1.2% |
0-198 |
0.5% |
43% |
False |
False |
1,028,896 |
| 20 |
127-295 |
125-135 |
2-160 |
2.0% |
0-180 |
0.4% |
64% |
False |
False |
949,063 |
| 40 |
127-295 |
124-290 |
3-005 |
2.4% |
0-222 |
0.5% |
70% |
False |
False |
1,110,839 |
| 60 |
127-295 |
124-145 |
3-150 |
2.7% |
0-226 |
0.6% |
74% |
False |
False |
1,095,310 |
| 80 |
129-170 |
124-145 |
5-025 |
4.0% |
0-220 |
0.5% |
50% |
False |
False |
824,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-290 |
|
2.618 |
128-316 |
|
1.618 |
128-136 |
|
1.000 |
128-025 |
|
0.618 |
127-276 |
|
HIGH |
127-165 |
|
0.618 |
127-096 |
|
0.500 |
127-075 |
|
0.382 |
127-054 |
|
LOW |
126-305 |
|
0.618 |
126-194 |
|
1.000 |
126-125 |
|
1.618 |
126-014 |
|
2.618 |
125-154 |
|
4.250 |
124-180 |
|
|
| Fisher Pivots for day following 10-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-075 |
127-035 |
| PP |
127-052 |
127-025 |
| S1 |
127-028 |
127-015 |
|