ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 16-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2015 |
16-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
125-010 |
125-110 |
0-100 |
0.2% |
126-120 |
| High |
125-170 |
125-130 |
-0-040 |
-0.1% |
126-220 |
| Low |
125-000 |
125-030 |
0-030 |
0.1% |
124-290 |
| Close |
125-170 |
125-110 |
-0-060 |
-0.1% |
124-290 |
| Range |
0-170 |
0-100 |
-0-070 |
-41.2% |
1-250 |
| ATR |
0-194 |
0-190 |
-0-004 |
-2.0% |
0-000 |
| Volume |
106 |
176 |
70 |
66.0% |
2,715 |
|
| Daily Pivots for day following 16-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-070 |
126-030 |
125-165 |
|
| R3 |
125-290 |
125-250 |
125-138 |
|
| R2 |
125-190 |
125-190 |
125-128 |
|
| R1 |
125-150 |
125-150 |
125-119 |
125-160 |
| PP |
125-090 |
125-090 |
125-090 |
125-095 |
| S1 |
125-050 |
125-050 |
125-101 |
125-060 |
| S2 |
124-310 |
124-310 |
125-092 |
|
| S3 |
124-210 |
124-270 |
125-082 |
|
| S4 |
124-110 |
124-170 |
125-055 |
|
|
| 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 |
125-180 |
124-160 |
1-020 |
0.8% |
0-160 |
0.4% |
79% |
False |
False |
841 |
| 10 |
126-220 |
124-160 |
2-060 |
1.7% |
0-177 |
0.4% |
39% |
False |
False |
571 |
| 20 |
126-220 |
124-000 |
2-220 |
2.1% |
0-107 |
0.3% |
50% |
False |
False |
292 |
| 40 |
127-050 |
123-310 |
3-060 |
2.5% |
0-068 |
0.2% |
43% |
False |
False |
147 |
| 60 |
128-150 |
123-310 |
4-160 |
3.6% |
0-045 |
0.1% |
31% |
False |
False |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-235 |
|
2.618 |
126-072 |
|
1.618 |
125-292 |
|
1.000 |
125-230 |
|
0.618 |
125-192 |
|
HIGH |
125-130 |
|
0.618 |
125-092 |
|
0.500 |
125-080 |
|
0.382 |
125-068 |
|
LOW |
125-030 |
|
0.618 |
124-288 |
|
1.000 |
124-250 |
|
1.618 |
124-188 |
|
2.618 |
124-088 |
|
4.250 |
123-245 |
|
|
| Fisher Pivots for day following 16-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
125-100 |
125-090 |
| PP |
125-090 |
125-070 |
| S1 |
125-080 |
125-050 |
|