ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 27-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2015 |
27-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
125-270 |
126-010 |
0-060 |
0.1% |
125-000 |
| High |
126-010 |
126-160 |
0-150 |
0.4% |
126-010 |
| Low |
125-260 |
125-310 |
0-050 |
0.1% |
124-280 |
| Close |
125-300 |
126-130 |
0-150 |
0.4% |
125-300 |
| Range |
0-070 |
0-170 |
0-100 |
142.9% |
1-050 |
| ATR |
0-158 |
0-160 |
0-002 |
1.0% |
0-000 |
| Volume |
1,799 |
1,457 |
-342 |
-19.0% |
7,552 |
|
| Daily Pivots for day following 27-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-283 |
127-217 |
126-224 |
|
| R3 |
127-113 |
127-047 |
126-177 |
|
| R2 |
126-263 |
126-263 |
126-161 |
|
| R1 |
126-197 |
126-197 |
126-146 |
126-230 |
| PP |
126-093 |
126-093 |
126-093 |
126-110 |
| S1 |
126-027 |
126-027 |
126-114 |
126-060 |
| S2 |
125-243 |
125-243 |
126-099 |
|
| S3 |
125-073 |
125-177 |
126-083 |
|
| S4 |
124-223 |
125-007 |
126-036 |
|
|
| Weekly Pivots for week ending 24-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-027 |
128-213 |
126-184 |
|
| R3 |
127-297 |
127-163 |
126-082 |
|
| R2 |
126-247 |
126-247 |
126-048 |
|
| R1 |
126-113 |
126-113 |
126-014 |
126-180 |
| PP |
125-197 |
125-197 |
125-197 |
125-230 |
| S1 |
125-063 |
125-063 |
125-266 |
125-130 |
| S2 |
124-147 |
124-147 |
125-232 |
|
| S3 |
123-097 |
124-013 |
125-198 |
|
| S4 |
122-047 |
122-283 |
125-096 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-160 |
124-280 |
1-200 |
1.3% |
0-128 |
0.3% |
94% |
True |
False |
1,770 |
| 10 |
126-160 |
124-250 |
1-230 |
1.4% |
0-107 |
0.3% |
95% |
True |
False |
1,052 |
| 20 |
126-220 |
124-160 |
2-060 |
1.7% |
0-140 |
0.3% |
87% |
False |
False |
789 |
| 40 |
126-220 |
123-310 |
2-230 |
2.2% |
0-082 |
0.2% |
90% |
False |
False |
397 |
| 60 |
127-050 |
123-310 |
3-060 |
2.5% |
0-057 |
0.1% |
76% |
False |
False |
265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-242 |
|
2.618 |
127-285 |
|
1.618 |
127-115 |
|
1.000 |
127-010 |
|
0.618 |
126-265 |
|
HIGH |
126-160 |
|
0.618 |
126-095 |
|
0.500 |
126-075 |
|
0.382 |
126-055 |
|
LOW |
125-310 |
|
0.618 |
125-205 |
|
1.000 |
125-140 |
|
1.618 |
125-035 |
|
2.618 |
124-185 |
|
4.250 |
123-228 |
|
|
| Fisher Pivots for day following 27-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-112 |
126-083 |
| PP |
126-093 |
126-037 |
| S1 |
126-075 |
125-310 |
|