ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 08-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2015 |
08-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
128-000 |
128-075 |
0-075 |
0.2% |
127-165 |
| High |
128-190 |
128-095 |
-0-095 |
-0.2% |
128-190 |
| Low |
127-305 |
127-255 |
-0-050 |
-0.1% |
127-130 |
| Close |
128-095 |
127-265 |
-0-150 |
-0.4% |
128-095 |
| Range |
0-205 |
0-160 |
-0-045 |
-22.0% |
1-060 |
| ATR |
0-226 |
0-222 |
-0-005 |
-2.1% |
0-000 |
| Volume |
54,582 |
46,623 |
-7,959 |
-14.6% |
624,481 |
|
| Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-152 |
129-048 |
128-033 |
|
| R3 |
128-312 |
128-208 |
127-309 |
|
| R2 |
128-152 |
128-152 |
127-294 |
|
| R1 |
128-048 |
128-048 |
127-280 |
128-020 |
| PP |
127-312 |
127-312 |
127-312 |
127-298 |
| S1 |
127-208 |
127-208 |
127-250 |
127-180 |
| S2 |
127-152 |
127-152 |
127-236 |
|
| S3 |
126-312 |
127-048 |
127-221 |
|
| S4 |
126-152 |
126-208 |
127-177 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-212 |
131-053 |
128-304 |
|
| R3 |
130-152 |
129-313 |
128-200 |
|
| R2 |
129-092 |
129-092 |
128-165 |
|
| R1 |
128-253 |
128-253 |
128-130 |
129-012 |
| PP |
128-032 |
128-032 |
128-032 |
128-071 |
| S1 |
127-193 |
127-193 |
128-060 |
127-272 |
| S2 |
126-292 |
126-292 |
128-025 |
|
| S3 |
125-232 |
126-133 |
127-310 |
|
| S4 |
124-172 |
125-073 |
127-206 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-190 |
127-150 |
1-040 |
0.9% |
0-181 |
0.4% |
32% |
False |
False |
81,808 |
| 10 |
129-040 |
127-130 |
1-230 |
1.3% |
0-224 |
0.5% |
25% |
False |
False |
938,653 |
| 20 |
129-285 |
127-010 |
2-275 |
2.2% |
0-234 |
0.6% |
28% |
False |
False |
1,090,923 |
| 40 |
129-285 |
125-135 |
4-150 |
3.5% |
0-207 |
0.5% |
54% |
False |
False |
1,019,993 |
| 60 |
129-285 |
124-290 |
4-315 |
3.9% |
0-226 |
0.6% |
59% |
False |
False |
1,104,200 |
| 80 |
129-285 |
124-145 |
5-140 |
4.3% |
0-228 |
0.6% |
62% |
False |
False |
1,094,213 |
| 100 |
129-285 |
124-145 |
5-140 |
4.3% |
0-223 |
0.5% |
62% |
False |
False |
877,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-135 |
|
2.618 |
129-194 |
|
1.618 |
129-034 |
|
1.000 |
128-255 |
|
0.618 |
128-194 |
|
HIGH |
128-095 |
|
0.618 |
128-034 |
|
0.500 |
128-015 |
|
0.382 |
127-316 |
|
LOW |
127-255 |
|
0.618 |
127-156 |
|
1.000 |
127-095 |
|
1.618 |
126-316 |
|
2.618 |
126-156 |
|
4.250 |
125-215 |
|
|
| Fisher Pivots for day following 08-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-015 |
128-052 |
| PP |
127-312 |
128-017 |
| S1 |
127-288 |
127-301 |
|