ECBOT 10 Year T-Note Future September 2015
| Trading Metrics calculated at close of trading on 09-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
128-075 |
127-255 |
-0-140 |
-0.3% |
127-165 |
| High |
128-095 |
128-015 |
-0-080 |
-0.2% |
128-190 |
| Low |
127-255 |
127-115 |
-0-140 |
-0.3% |
127-130 |
| Close |
127-265 |
128-000 |
0-055 |
0.1% |
128-095 |
| Range |
0-160 |
0-220 |
0-060 |
37.5% |
1-060 |
| ATR |
0-222 |
0-222 |
0-000 |
-0.1% |
0-000 |
| Volume |
46,623 |
36,330 |
-10,293 |
-22.1% |
624,481 |
|
| Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-277 |
129-198 |
128-121 |
|
| R3 |
129-057 |
128-298 |
128-060 |
|
| R2 |
128-157 |
128-157 |
128-040 |
|
| R1 |
128-078 |
128-078 |
128-020 |
128-118 |
| PP |
127-257 |
127-257 |
127-257 |
127-276 |
| S1 |
127-178 |
127-178 |
127-300 |
127-218 |
| S2 |
127-037 |
127-037 |
127-280 |
|
| S3 |
126-137 |
126-278 |
127-260 |
|
| S4 |
125-237 |
126-058 |
127-199 |
|
|
| 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 |
127-115 |
1-075 |
1.0% |
0-171 |
0.4% |
52% |
False |
True |
57,733 |
| 10 |
128-260 |
127-115 |
1-145 |
1.1% |
0-211 |
0.5% |
44% |
False |
True |
702,242 |
| 20 |
129-285 |
127-040 |
2-245 |
2.2% |
0-228 |
0.6% |
32% |
False |
False |
1,030,041 |
| 40 |
129-285 |
125-195 |
4-090 |
3.3% |
0-208 |
0.5% |
56% |
False |
False |
997,685 |
| 60 |
129-285 |
124-290 |
4-315 |
3.9% |
0-226 |
0.6% |
62% |
False |
False |
1,086,912 |
| 80 |
129-285 |
124-145 |
5-140 |
4.2% |
0-228 |
0.6% |
65% |
False |
False |
1,094,463 |
| 100 |
129-285 |
124-145 |
5-140 |
4.2% |
0-224 |
0.5% |
65% |
False |
False |
877,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-310 |
|
2.618 |
129-271 |
|
1.618 |
129-051 |
|
1.000 |
128-235 |
|
0.618 |
128-151 |
|
HIGH |
128-015 |
|
0.618 |
127-251 |
|
0.500 |
127-225 |
|
0.382 |
127-199 |
|
LOW |
127-115 |
|
0.618 |
126-299 |
|
1.000 |
126-215 |
|
1.618 |
126-079 |
|
2.618 |
125-179 |
|
4.250 |
124-140 |
|
|
| Fisher Pivots for day following 09-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-288 |
127-318 |
| PP |
127-257 |
127-315 |
| S1 |
127-225 |
127-312 |
|