ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 15-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2015 |
15-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
124-250 |
125-010 |
0-080 |
0.2% |
126-120 |
| High |
125-030 |
125-170 |
0-140 |
0.3% |
126-220 |
| Low |
124-250 |
125-000 |
0-070 |
0.2% |
124-290 |
| Close |
125-030 |
125-170 |
0-140 |
0.3% |
124-290 |
| Range |
0-100 |
0-170 |
0-070 |
70.0% |
1-250 |
| ATR |
0-196 |
0-194 |
-0-002 |
-1.0% |
0-000 |
| Volume |
219 |
106 |
-113 |
-51.6% |
2,715 |
|
| Daily Pivots for day following 15-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-303 |
126-247 |
125-264 |
|
| R3 |
126-133 |
126-077 |
125-217 |
|
| R2 |
125-283 |
125-283 |
125-201 |
|
| R1 |
125-227 |
125-227 |
125-186 |
125-255 |
| PP |
125-113 |
125-113 |
125-113 |
125-128 |
| S1 |
125-057 |
125-057 |
125-154 |
125-085 |
| S2 |
124-263 |
124-263 |
125-139 |
|
| S3 |
124-093 |
124-207 |
125-123 |
|
| S4 |
123-243 |
124-037 |
125-076 |
|
|
| 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% |
0-196 |
0.5% |
47% |
False |
False |
1,051 |
| 10 |
126-220 |
124-160 |
2-060 |
1.7% |
0-190 |
0.5% |
47% |
False |
False |
557 |
| 20 |
126-220 |
124-000 |
2-220 |
2.1% |
0-102 |
0.3% |
57% |
False |
False |
283 |
| 40 |
127-050 |
123-310 |
3-060 |
2.5% |
0-065 |
0.2% |
49% |
False |
False |
142 |
| 60 |
128-150 |
123-310 |
4-160 |
3.6% |
0-043 |
0.1% |
35% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-252 |
|
2.618 |
126-295 |
|
1.618 |
126-125 |
|
1.000 |
126-020 |
|
0.618 |
125-275 |
|
HIGH |
125-170 |
|
0.618 |
125-105 |
|
0.500 |
125-085 |
|
0.382 |
125-065 |
|
LOW |
125-000 |
|
0.618 |
124-215 |
|
1.000 |
124-150 |
|
1.618 |
124-045 |
|
2.618 |
123-195 |
|
4.250 |
122-238 |
|
|
| Fisher Pivots for day following 15-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
125-142 |
125-115 |
| PP |
125-113 |
125-060 |
| S1 |
125-085 |
125-005 |
|