ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 11-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2015 |
11-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
127-160 |
127-030 |
-0-130 |
-0.3% |
127-185 |
| High |
127-165 |
128-025 |
0-180 |
0.4% |
127-295 |
| Low |
126-305 |
127-010 |
0-025 |
0.1% |
126-175 |
| Close |
127-005 |
127-275 |
0-270 |
0.7% |
127-145 |
| Range |
0-180 |
1-015 |
0-155 |
86.1% |
1-120 |
| ATR |
0-210 |
0-219 |
0-009 |
4.4% |
0-000 |
| Volume |
673,537 |
1,253,972 |
580,435 |
86.2% |
5,283,312 |
|
| Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-255 |
130-120 |
128-139 |
|
| R3 |
129-240 |
129-105 |
128-047 |
|
| R2 |
128-225 |
128-225 |
128-016 |
|
| R1 |
128-090 |
128-090 |
127-306 |
128-158 |
| PP |
127-210 |
127-210 |
127-210 |
127-244 |
| S1 |
127-075 |
127-075 |
127-244 |
127-142 |
| S2 |
126-195 |
126-195 |
127-214 |
|
| S3 |
125-180 |
126-060 |
127-183 |
|
| S4 |
124-165 |
125-045 |
127-091 |
|
|
| 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 |
128-025 |
126-175 |
1-170 |
1.2% |
0-226 |
0.6% |
86% |
True |
False |
1,043,297 |
| 10 |
128-025 |
126-110 |
1-235 |
1.4% |
0-218 |
0.5% |
87% |
True |
False |
1,069,113 |
| 20 |
128-025 |
125-195 |
2-150 |
1.9% |
0-187 |
0.5% |
91% |
True |
False |
965,330 |
| 40 |
128-025 |
124-290 |
3-055 |
2.5% |
0-225 |
0.6% |
93% |
True |
False |
1,115,348 |
| 60 |
128-025 |
124-145 |
3-200 |
2.8% |
0-228 |
0.6% |
94% |
True |
False |
1,115,937 |
| 80 |
129-100 |
124-145 |
4-275 |
3.8% |
0-222 |
0.5% |
70% |
False |
False |
839,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-169 |
|
2.618 |
130-262 |
|
1.618 |
129-247 |
|
1.000 |
129-040 |
|
0.618 |
128-232 |
|
HIGH |
128-025 |
|
0.618 |
127-217 |
|
0.500 |
127-178 |
|
0.382 |
127-138 |
|
LOW |
127-010 |
|
0.618 |
126-123 |
|
1.000 |
125-315 |
|
1.618 |
125-108 |
|
2.618 |
124-093 |
|
4.250 |
122-186 |
|
|
| Fisher Pivots for day following 11-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-242 |
127-231 |
| PP |
127-210 |
127-187 |
| S1 |
127-178 |
127-142 |
|