ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 28-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2015 |
28-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
126-010 |
126-130 |
0-120 |
0.3% |
125-000 |
| High |
126-160 |
126-130 |
-0-030 |
-0.1% |
126-010 |
| Low |
125-310 |
126-020 |
0-030 |
0.1% |
124-280 |
| Close |
126-130 |
126-080 |
-0-050 |
-0.1% |
125-300 |
| Range |
0-170 |
0-110 |
-0-060 |
-35.3% |
1-050 |
| ATR |
0-160 |
0-156 |
-0-004 |
-2.2% |
0-000 |
| Volume |
1,457 |
3,671 |
2,214 |
152.0% |
7,552 |
|
| Daily Pivots for day following 28-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-087 |
127-033 |
126-140 |
|
| R3 |
126-297 |
126-243 |
126-110 |
|
| R2 |
126-187 |
126-187 |
126-100 |
|
| R1 |
126-133 |
126-133 |
126-090 |
126-105 |
| PP |
126-077 |
126-077 |
126-077 |
126-062 |
| S1 |
126-023 |
126-023 |
126-070 |
125-315 |
| S2 |
125-287 |
125-287 |
126-060 |
|
| S3 |
125-177 |
125-233 |
126-050 |
|
| S4 |
125-067 |
125-123 |
126-020 |
|
|
| 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 |
125-130 |
1-030 |
0.9% |
0-114 |
0.3% |
77% |
False |
False |
1,824 |
| 10 |
126-160 |
124-280 |
1-200 |
1.3% |
0-108 |
0.3% |
85% |
False |
False |
1,397 |
| 20 |
126-220 |
124-160 |
2-060 |
1.7% |
0-146 |
0.4% |
80% |
False |
False |
972 |
| 40 |
126-220 |
123-310 |
2-230 |
2.2% |
0-084 |
0.2% |
84% |
False |
False |
489 |
| 60 |
127-050 |
123-310 |
3-060 |
2.5% |
0-058 |
0.1% |
72% |
False |
False |
326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-278 |
|
2.618 |
127-098 |
|
1.618 |
126-308 |
|
1.000 |
126-240 |
|
0.618 |
126-198 |
|
HIGH |
126-130 |
|
0.618 |
126-088 |
|
0.500 |
126-075 |
|
0.382 |
126-062 |
|
LOW |
126-020 |
|
0.618 |
125-272 |
|
1.000 |
125-230 |
|
1.618 |
125-162 |
|
2.618 |
125-052 |
|
4.250 |
124-192 |
|
|
| Fisher Pivots for day following 28-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-078 |
126-070 |
| PP |
126-077 |
126-060 |
| S1 |
126-075 |
126-050 |
|