ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 14-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2015 |
14-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
125-040 |
124-250 |
-0-110 |
-0.3% |
126-120 |
| High |
125-060 |
125-030 |
-0-030 |
-0.1% |
126-220 |
| Low |
124-160 |
124-250 |
0-090 |
0.2% |
124-290 |
| Close |
124-240 |
125-030 |
0-110 |
0.3% |
124-290 |
| Range |
0-220 |
0-100 |
-0-120 |
-54.5% |
1-250 |
| ATR |
0-203 |
0-196 |
-0-007 |
-3.3% |
0-000 |
| Volume |
2,455 |
219 |
-2,236 |
-91.1% |
2,715 |
|
| Daily Pivots for day following 14-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-297 |
125-263 |
125-085 |
|
| R3 |
125-197 |
125-163 |
125-058 |
|
| R2 |
125-097 |
125-097 |
125-048 |
|
| R1 |
125-063 |
125-063 |
125-039 |
125-080 |
| PP |
124-317 |
124-317 |
124-317 |
125-005 |
| S1 |
124-283 |
124-283 |
125-021 |
124-300 |
| S2 |
124-217 |
124-217 |
125-012 |
|
| S3 |
124-117 |
124-183 |
125-002 |
|
| S4 |
124-017 |
124-083 |
124-295 |
|
|
| Weekly Pivots for week ending 10-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-270 |
129-210 |
125-284 |
|
| R3 |
129-020 |
127-280 |
125-127 |
|
| R2 |
127-090 |
127-090 |
125-074 |
|
| R1 |
126-030 |
126-030 |
125-022 |
125-255 |
| PP |
125-160 |
125-160 |
125-160 |
125-112 |
| S1 |
124-100 |
124-100 |
124-238 |
124-005 |
| S2 |
123-230 |
123-230 |
124-186 |
|
| S3 |
121-300 |
122-170 |
124-133 |
|
| S4 |
120-050 |
120-240 |
123-296 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-220 |
124-160 |
2-060 |
1.7% |
0-182 |
0.5% |
27% |
False |
False |
1,063 |
| 10 |
126-220 |
124-160 |
2-060 |
1.7% |
0-183 |
0.5% |
27% |
False |
False |
547 |
| 20 |
126-220 |
124-000 |
2-220 |
2.1% |
0-094 |
0.2% |
41% |
False |
False |
278 |
| 40 |
127-050 |
123-310 |
3-060 |
2.5% |
0-061 |
0.2% |
35% |
False |
False |
140 |
| 60 |
128-200 |
123-310 |
4-210 |
3.7% |
0-040 |
0.1% |
24% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-135 |
|
2.618 |
125-292 |
|
1.618 |
125-192 |
|
1.000 |
125-130 |
|
0.618 |
125-092 |
|
HIGH |
125-030 |
|
0.618 |
124-312 |
|
0.500 |
124-300 |
|
0.382 |
124-288 |
|
LOW |
124-250 |
|
0.618 |
124-188 |
|
1.000 |
124-150 |
|
1.618 |
124-088 |
|
2.618 |
123-308 |
|
4.250 |
123-145 |
|
|
| Fisher Pivots for day following 14-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
125-013 |
125-023 |
| PP |
124-317 |
125-017 |
| S1 |
124-300 |
125-010 |
|