ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 13-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2015 |
13-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
127-265 |
127-275 |
0-010 |
0.0% |
127-185 |
| High |
128-220 |
128-070 |
-0-150 |
-0.4% |
127-295 |
| Low |
127-225 |
127-130 |
-0-095 |
-0.2% |
126-175 |
| Close |
127-310 |
127-155 |
-0-155 |
-0.4% |
127-145 |
| Range |
0-315 |
0-260 |
-0-055 |
-17.5% |
1-120 |
| ATR |
0-226 |
0-229 |
0-002 |
1.1% |
0-000 |
| Volume |
1,579,174 |
1,288,228 |
-290,946 |
-18.4% |
5,283,312 |
|
| Daily Pivots for day following 13-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-045 |
129-200 |
127-298 |
|
| R3 |
129-105 |
128-260 |
127-226 |
|
| R2 |
128-165 |
128-165 |
127-203 |
|
| R1 |
128-000 |
128-000 |
127-179 |
127-272 |
| PP |
127-225 |
127-225 |
127-225 |
127-201 |
| S1 |
127-060 |
127-060 |
127-131 |
127-012 |
| S2 |
126-285 |
126-285 |
127-107 |
|
| S3 |
126-025 |
126-120 |
127-084 |
|
| S4 |
125-085 |
125-180 |
127-012 |
|
|
| 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 |
128-220 |
126-260 |
1-280 |
1.5% |
0-266 |
0.7% |
36% |
False |
False |
1,192,128 |
| 10 |
128-220 |
126-175 |
2-045 |
1.7% |
0-246 |
0.6% |
44% |
False |
False |
1,149,797 |
| 20 |
128-220 |
125-220 |
3-000 |
2.4% |
0-196 |
0.5% |
60% |
False |
False |
1,011,861 |
| 40 |
128-220 |
124-290 |
3-250 |
3.0% |
0-228 |
0.6% |
68% |
False |
False |
1,133,502 |
| 60 |
128-220 |
124-145 |
4-075 |
3.3% |
0-227 |
0.6% |
72% |
False |
False |
1,162,634 |
| 80 |
129-050 |
124-145 |
4-225 |
3.7% |
0-228 |
0.6% |
64% |
False |
False |
875,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-215 |
|
2.618 |
130-111 |
|
1.618 |
129-171 |
|
1.000 |
129-010 |
|
0.618 |
128-231 |
|
HIGH |
128-070 |
|
0.618 |
127-291 |
|
0.500 |
127-260 |
|
0.382 |
127-229 |
|
LOW |
127-130 |
|
0.618 |
126-289 |
|
1.000 |
126-190 |
|
1.618 |
126-029 |
|
2.618 |
125-089 |
|
4.250 |
123-305 |
|
|
| Fisher Pivots for day following 13-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-260 |
127-275 |
| PP |
127-225 |
127-235 |
| S1 |
127-190 |
127-195 |
|