ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 10-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2015 |
10-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
126-110 |
126-260 |
0-150 |
0.4% |
126-250 |
| High |
126-270 |
126-270 |
0-000 |
0.0% |
127-080 |
| Low |
126-030 |
126-080 |
0-050 |
0.1% |
125-270 |
| Close |
126-250 |
126-100 |
-0-150 |
-0.4% |
126-250 |
| Range |
0-240 |
0-190 |
-0-050 |
-20.8% |
1-130 |
| ATR |
0-180 |
0-180 |
0-001 |
0.4% |
0-000 |
| Volume |
3,593 |
5,290 |
1,697 |
47.2% |
18,595 |
|
| Daily Pivots for day following 10-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-080 |
127-280 |
126-204 |
|
| R3 |
127-210 |
127-090 |
126-152 |
|
| R2 |
127-020 |
127-020 |
126-135 |
|
| R1 |
126-220 |
126-220 |
126-117 |
126-185 |
| PP |
126-150 |
126-150 |
126-150 |
126-132 |
| S1 |
126-030 |
126-030 |
126-083 |
125-315 |
| S2 |
125-280 |
125-280 |
126-065 |
|
| S3 |
125-090 |
125-160 |
126-048 |
|
| S4 |
124-220 |
124-290 |
125-316 |
|
|
| Weekly Pivots for week ending 07-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-270 |
130-070 |
127-178 |
|
| R3 |
129-140 |
128-260 |
127-054 |
|
| R2 |
128-010 |
128-010 |
127-012 |
|
| R1 |
127-130 |
127-130 |
126-291 |
127-155 |
| PP |
126-200 |
126-200 |
126-200 |
126-212 |
| S1 |
126-000 |
126-000 |
126-209 |
126-025 |
| S2 |
125-070 |
125-070 |
126-168 |
|
| S3 |
123-260 |
124-190 |
126-126 |
|
| S4 |
122-130 |
123-060 |
126-002 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-050 |
125-270 |
1-100 |
1.0% |
0-210 |
0.5% |
36% |
False |
False |
3,678 |
| 10 |
127-080 |
125-200 |
1-200 |
1.3% |
0-193 |
0.5% |
42% |
False |
False |
4,065 |
| 20 |
127-080 |
124-250 |
2-150 |
2.0% |
0-150 |
0.4% |
62% |
False |
False |
2,558 |
| 40 |
127-080 |
124-000 |
3-080 |
2.6% |
0-119 |
0.3% |
71% |
False |
False |
1,413 |
| 60 |
127-080 |
123-310 |
3-090 |
2.6% |
0-089 |
0.2% |
71% |
False |
False |
942 |
| 80 |
128-290 |
123-310 |
4-300 |
3.9% |
0-067 |
0.2% |
47% |
False |
False |
707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-118 |
|
2.618 |
128-127 |
|
1.618 |
127-257 |
|
1.000 |
127-140 |
|
0.618 |
127-067 |
|
HIGH |
126-270 |
|
0.618 |
126-197 |
|
0.500 |
126-175 |
|
0.382 |
126-153 |
|
LOW |
126-080 |
|
0.618 |
125-283 |
|
1.000 |
125-210 |
|
1.618 |
125-093 |
|
2.618 |
124-223 |
|
4.250 |
123-232 |
|
|
| Fisher Pivots for day following 10-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-175 |
126-130 |
| PP |
126-150 |
126-120 |
| S1 |
126-125 |
126-110 |
|