ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 31-Jul-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2015 |
31-Jul-2015 |
Change |
Change % |
Previous Week |
| Open |
125-240 |
126-030 |
0-110 |
0.3% |
126-010 |
| High |
126-050 |
126-270 |
0-220 |
0.5% |
126-270 |
| Low |
125-200 |
125-290 |
0-090 |
0.2% |
125-200 |
| Close |
126-030 |
126-230 |
0-200 |
0.5% |
126-230 |
| Range |
0-170 |
0-300 |
0-130 |
76.5% |
1-070 |
| ATR |
0-155 |
0-165 |
0-010 |
6.7% |
0-000 |
| Volume |
5,134 |
4,722 |
-412 |
-8.0% |
18,223 |
|
| Daily Pivots for day following 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-097 |
128-303 |
127-075 |
|
| R3 |
128-117 |
128-003 |
126-312 |
|
| R2 |
127-137 |
127-137 |
126-285 |
|
| R1 |
127-023 |
127-023 |
126-258 |
127-080 |
| PP |
126-157 |
126-157 |
126-157 |
126-185 |
| S1 |
126-043 |
126-043 |
126-202 |
126-100 |
| S2 |
125-177 |
125-177 |
126-175 |
|
| S3 |
124-197 |
125-063 |
126-148 |
|
| S4 |
123-217 |
124-083 |
126-065 |
|
|
| Weekly Pivots for week ending 31-Jul-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-017 |
129-193 |
127-124 |
|
| R3 |
128-267 |
128-123 |
127-017 |
|
| R2 |
127-197 |
127-197 |
126-302 |
|
| R1 |
127-053 |
127-053 |
126-266 |
127-125 |
| PP |
126-127 |
126-127 |
126-127 |
126-162 |
| S1 |
125-303 |
125-303 |
126-194 |
126-055 |
| S2 |
125-057 |
125-057 |
126-158 |
|
| S3 |
123-307 |
124-233 |
126-123 |
|
| S4 |
122-237 |
123-163 |
126-016 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-270 |
125-200 |
1-070 |
1.0% |
0-172 |
0.4% |
90% |
True |
False |
3,644 |
| 10 |
126-270 |
124-280 |
1-310 |
1.6% |
0-137 |
0.3% |
94% |
True |
False |
2,577 |
| 20 |
126-270 |
124-160 |
2-110 |
1.8% |
0-154 |
0.4% |
95% |
True |
False |
1,623 |
| 40 |
126-270 |
123-310 |
2-280 |
2.3% |
0-099 |
0.2% |
96% |
True |
False |
816 |
| 60 |
127-050 |
123-310 |
3-060 |
2.5% |
0-068 |
0.2% |
86% |
False |
False |
544 |
| 80 |
128-290 |
123-310 |
4-300 |
3.9% |
0-051 |
0.1% |
56% |
False |
False |
408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-265 |
|
2.618 |
129-095 |
|
1.618 |
128-115 |
|
1.000 |
127-250 |
|
0.618 |
127-135 |
|
HIGH |
126-270 |
|
0.618 |
126-155 |
|
0.500 |
126-120 |
|
0.382 |
126-085 |
|
LOW |
125-290 |
|
0.618 |
125-105 |
|
1.000 |
124-310 |
|
1.618 |
124-125 |
|
2.618 |
123-145 |
|
4.250 |
121-295 |
|
|
| Fisher Pivots for day following 31-Jul-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-193 |
126-178 |
| PP |
126-157 |
126-127 |
| S1 |
126-120 |
126-075 |
|