ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 18-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2015 |
18-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
127-125 |
127-195 |
0-070 |
0.2% |
127-160 |
| High |
127-265 |
127-290 |
0-025 |
0.1% |
128-220 |
| Low |
127-105 |
127-120 |
0-015 |
0.0% |
126-305 |
| Close |
127-245 |
127-145 |
-0-100 |
-0.2% |
127-115 |
| Range |
0-160 |
0-170 |
0-010 |
6.3% |
1-235 |
| ATR |
0-219 |
0-216 |
-0-004 |
-1.6% |
0-000 |
| Volume |
667,866 |
744,608 |
76,742 |
11.5% |
5,538,257 |
|
| Daily Pivots for day following 18-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-055 |
128-270 |
127-238 |
|
| R3 |
128-205 |
128-100 |
127-192 |
|
| R2 |
128-035 |
128-035 |
127-176 |
|
| R1 |
127-250 |
127-250 |
127-161 |
127-218 |
| PP |
127-185 |
127-185 |
127-185 |
127-169 |
| S1 |
127-080 |
127-080 |
127-129 |
127-048 |
| S2 |
127-015 |
127-015 |
127-114 |
|
| S3 |
126-165 |
126-230 |
127-098 |
|
| S4 |
125-315 |
126-060 |
127-052 |
|
|
| 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 |
127-060 |
1-160 |
1.2% |
0-213 |
0.5% |
18% |
False |
False |
1,004,644 |
| 10 |
128-220 |
126-175 |
2-045 |
1.7% |
0-220 |
0.5% |
42% |
False |
False |
1,023,970 |
| 20 |
128-220 |
126-040 |
2-180 |
2.0% |
0-196 |
0.5% |
52% |
False |
False |
1,001,900 |
| 40 |
128-220 |
124-290 |
3-250 |
3.0% |
0-220 |
0.5% |
67% |
False |
False |
1,096,813 |
| 60 |
128-220 |
124-145 |
4-075 |
3.3% |
0-225 |
0.6% |
71% |
False |
False |
1,190,155 |
| 80 |
129-050 |
124-145 |
4-225 |
3.7% |
0-229 |
0.6% |
64% |
False |
False |
902,307 |
| 100 |
129-190 |
124-145 |
5-045 |
4.0% |
0-203 |
0.5% |
58% |
False |
False |
722,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-052 |
|
2.618 |
129-095 |
|
1.618 |
128-245 |
|
1.000 |
128-140 |
|
0.618 |
128-075 |
|
HIGH |
127-290 |
|
0.618 |
127-225 |
|
0.500 |
127-205 |
|
0.382 |
127-185 |
|
LOW |
127-120 |
|
0.618 |
127-015 |
|
1.000 |
126-270 |
|
1.618 |
126-165 |
|
2.618 |
125-315 |
|
4.250 |
125-038 |
|
|
| Fisher Pivots for day following 18-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-205 |
127-175 |
| PP |
127-185 |
127-165 |
| S1 |
127-165 |
127-155 |
|