ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 14-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2015 |
14-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
127-275 |
127-150 |
-0-125 |
-0.3% |
127-160 |
| High |
128-070 |
127-220 |
-0-170 |
-0.4% |
128-220 |
| Low |
127-130 |
127-060 |
-0-070 |
-0.2% |
126-305 |
| Close |
127-155 |
127-115 |
-0-040 |
-0.1% |
127-115 |
| Range |
0-260 |
0-160 |
-0-100 |
-38.5% |
1-235 |
| ATR |
0-229 |
0-224 |
-0-005 |
-2.1% |
0-000 |
| Volume |
1,288,228 |
743,346 |
-544,882 |
-42.3% |
5,538,257 |
|
| Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-292 |
128-203 |
127-203 |
|
| R3 |
128-132 |
128-043 |
127-159 |
|
| R2 |
127-292 |
127-292 |
127-144 |
|
| R1 |
127-203 |
127-203 |
127-130 |
127-168 |
| PP |
127-132 |
127-132 |
127-132 |
127-114 |
| S1 |
127-043 |
127-043 |
127-100 |
127-008 |
| S2 |
126-292 |
126-292 |
127-086 |
|
| S3 |
126-132 |
126-203 |
127-071 |
|
| S4 |
125-292 |
126-043 |
127-027 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-278 |
131-272 |
128-100 |
|
| R3 |
131-043 |
130-037 |
127-268 |
|
| R2 |
129-128 |
129-128 |
127-217 |
|
| R1 |
128-122 |
128-122 |
127-166 |
128-008 |
| PP |
127-213 |
127-213 |
127-213 |
127-156 |
| S1 |
126-207 |
126-207 |
127-064 |
126-092 |
| S2 |
125-298 |
125-298 |
127-013 |
|
| S3 |
124-063 |
124-292 |
126-282 |
|
| S4 |
122-148 |
123-057 |
126-130 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-220 |
126-305 |
1-235 |
1.4% |
0-250 |
0.6% |
23% |
False |
False |
1,107,651 |
| 10 |
128-220 |
126-175 |
2-045 |
1.7% |
0-230 |
0.6% |
38% |
False |
False |
1,082,156 |
| 20 |
128-220 |
125-220 |
3-000 |
2.4% |
0-197 |
0.5% |
56% |
False |
False |
1,011,110 |
| 40 |
128-220 |
124-290 |
3-250 |
3.0% |
0-224 |
0.5% |
65% |
False |
False |
1,112,104 |
| 60 |
128-220 |
124-145 |
4-075 |
3.3% |
0-227 |
0.6% |
69% |
False |
False |
1,173,660 |
| 80 |
129-050 |
124-145 |
4-225 |
3.7% |
0-227 |
0.6% |
62% |
False |
False |
884,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-260 |
|
2.618 |
128-319 |
|
1.618 |
128-159 |
|
1.000 |
128-060 |
|
0.618 |
127-319 |
|
HIGH |
127-220 |
|
0.618 |
127-159 |
|
0.500 |
127-140 |
|
0.382 |
127-121 |
|
LOW |
127-060 |
|
0.618 |
126-281 |
|
1.000 |
126-220 |
|
1.618 |
126-121 |
|
2.618 |
125-281 |
|
4.250 |
125-020 |
|
|
| Fisher Pivots for day following 14-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-140 |
127-300 |
| PP |
127-132 |
127-238 |
| S1 |
127-123 |
127-177 |
|