ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 03-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2015 |
03-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
126-030 |
126-250 |
0-220 |
0.5% |
126-010 |
| High |
126-270 |
127-080 |
0-130 |
0.3% |
126-270 |
| Low |
125-290 |
126-210 |
0-240 |
0.6% |
125-200 |
| Close |
126-230 |
127-040 |
0-130 |
0.3% |
126-230 |
| Range |
0-300 |
0-190 |
-0-110 |
-36.7% |
1-070 |
| ATR |
0-165 |
0-167 |
0-002 |
1.1% |
0-000 |
| Volume |
4,722 |
5,492 |
770 |
16.3% |
18,223 |
|
| Daily Pivots for day following 03-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-253 |
128-177 |
127-144 |
|
| R3 |
128-063 |
127-307 |
127-092 |
|
| R2 |
127-193 |
127-193 |
127-075 |
|
| R1 |
127-117 |
127-117 |
127-057 |
127-155 |
| PP |
127-003 |
127-003 |
127-003 |
127-022 |
| S1 |
126-247 |
126-247 |
127-023 |
126-285 |
| S2 |
126-133 |
126-133 |
127-005 |
|
| S3 |
125-263 |
126-057 |
126-308 |
|
| S4 |
125-073 |
125-187 |
126-256 |
|
|
| 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 |
127-080 |
125-200 |
1-200 |
1.3% |
0-176 |
0.4% |
92% |
True |
False |
4,451 |
| 10 |
127-080 |
124-280 |
2-120 |
1.9% |
0-152 |
0.4% |
95% |
True |
False |
3,111 |
| 20 |
127-080 |
124-160 |
2-240 |
2.2% |
0-152 |
0.4% |
95% |
True |
False |
1,895 |
| 40 |
127-080 |
123-310 |
3-090 |
2.6% |
0-104 |
0.3% |
96% |
True |
False |
953 |
| 60 |
127-080 |
123-310 |
3-090 |
2.6% |
0-071 |
0.2% |
96% |
True |
False |
636 |
| 80 |
128-290 |
123-310 |
4-300 |
3.9% |
0-054 |
0.1% |
64% |
False |
False |
477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-248 |
|
2.618 |
128-257 |
|
1.618 |
128-067 |
|
1.000 |
127-270 |
|
0.618 |
127-197 |
|
HIGH |
127-080 |
|
0.618 |
127-007 |
|
0.500 |
126-305 |
|
0.382 |
126-283 |
|
LOW |
126-210 |
|
0.618 |
126-093 |
|
1.000 |
126-020 |
|
1.618 |
125-223 |
|
2.618 |
125-033 |
|
4.250 |
124-042 |
|
|
| Fisher Pivots for day following 03-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-022 |
126-287 |
| PP |
127-003 |
126-213 |
| S1 |
126-305 |
126-140 |
|