ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 04-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2015 |
04-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
126-250 |
127-050 |
0-120 |
0.3% |
126-010 |
| High |
127-080 |
127-050 |
-0-030 |
-0.1% |
126-270 |
| Low |
126-210 |
126-120 |
-0-090 |
-0.2% |
125-200 |
| Close |
127-040 |
126-180 |
-0-180 |
-0.4% |
126-230 |
| Range |
0-190 |
0-250 |
0-060 |
31.6% |
1-070 |
| ATR |
0-167 |
0-173 |
0-006 |
3.6% |
0-000 |
| Volume |
5,492 |
2,045 |
-3,447 |
-62.8% |
18,223 |
|
| Daily Pivots for day following 04-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-013 |
128-187 |
126-318 |
|
| R3 |
128-083 |
127-257 |
126-249 |
|
| R2 |
127-153 |
127-153 |
126-226 |
|
| R1 |
127-007 |
127-007 |
126-203 |
126-275 |
| PP |
126-223 |
126-223 |
126-223 |
126-198 |
| S1 |
126-077 |
126-077 |
126-157 |
126-025 |
| S2 |
125-293 |
125-293 |
126-134 |
|
| S3 |
125-043 |
125-147 |
126-111 |
|
| S4 |
124-113 |
124-217 |
126-042 |
|
|
| 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% |
0-204 |
0.5% |
58% |
False |
False |
4,126 |
| 10 |
127-080 |
125-130 |
1-270 |
1.5% |
0-159 |
0.4% |
63% |
False |
False |
2,975 |
| 20 |
127-080 |
124-160 |
2-240 |
2.2% |
0-150 |
0.4% |
75% |
False |
False |
1,996 |
| 40 |
127-080 |
123-310 |
3-090 |
2.6% |
0-104 |
0.3% |
79% |
False |
False |
1,004 |
| 60 |
127-080 |
123-310 |
3-090 |
2.6% |
0-076 |
0.2% |
79% |
False |
False |
670 |
| 80 |
128-290 |
123-310 |
4-300 |
3.9% |
0-057 |
0.1% |
53% |
False |
False |
502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-152 |
|
2.618 |
129-064 |
|
1.618 |
128-134 |
|
1.000 |
127-300 |
|
0.618 |
127-204 |
|
HIGH |
127-050 |
|
0.618 |
126-274 |
|
0.500 |
126-245 |
|
0.382 |
126-216 |
|
LOW |
126-120 |
|
0.618 |
125-286 |
|
1.000 |
125-190 |
|
1.618 |
125-036 |
|
2.618 |
124-106 |
|
4.250 |
123-018 |
|
|
| Fisher Pivots for day following 04-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-245 |
126-185 |
| PP |
126-223 |
126-183 |
| S1 |
126-202 |
126-182 |
|