ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 11-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2015 |
11-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
126-260 |
126-120 |
-0-140 |
-0.3% |
126-250 |
| High |
126-270 |
127-130 |
0-180 |
0.4% |
127-080 |
| Low |
126-080 |
126-110 |
0-030 |
0.1% |
125-270 |
| Close |
126-100 |
127-060 |
0-280 |
0.7% |
126-250 |
| Range |
0-190 |
1-020 |
0-150 |
78.9% |
1-130 |
| ATR |
0-180 |
0-192 |
0-012 |
6.7% |
0-000 |
| Volume |
5,290 |
7,156 |
1,866 |
35.3% |
18,595 |
|
| Daily Pivots for day following 11-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-053 |
129-237 |
127-247 |
|
| R3 |
129-033 |
128-217 |
127-154 |
|
| R2 |
128-013 |
128-013 |
127-122 |
|
| R1 |
127-197 |
127-197 |
127-091 |
127-265 |
| PP |
126-313 |
126-313 |
126-313 |
127-028 |
| S1 |
126-177 |
126-177 |
127-029 |
126-245 |
| S2 |
125-293 |
125-293 |
126-318 |
|
| S3 |
124-273 |
125-157 |
126-286 |
|
| S4 |
123-253 |
124-137 |
126-193 |
|
|
| 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 |
127-130 |
125-270 |
1-180 |
1.2% |
0-228 |
0.6% |
86% |
True |
False |
4,700 |
| 10 |
127-130 |
125-200 |
1-250 |
1.4% |
0-216 |
0.5% |
88% |
True |
False |
4,413 |
| 20 |
127-130 |
124-280 |
2-170 |
2.0% |
0-162 |
0.4% |
91% |
True |
False |
2,905 |
| 40 |
127-130 |
124-000 |
3-130 |
2.7% |
0-128 |
0.3% |
94% |
True |
False |
1,592 |
| 60 |
127-130 |
123-310 |
3-140 |
2.7% |
0-094 |
0.2% |
94% |
True |
False |
1,061 |
| 80 |
128-200 |
123-310 |
4-210 |
3.7% |
0-071 |
0.2% |
69% |
False |
False |
796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-295 |
|
2.618 |
130-060 |
|
1.618 |
129-040 |
|
1.000 |
128-150 |
|
0.618 |
128-020 |
|
HIGH |
127-130 |
|
0.618 |
127-000 |
|
0.500 |
126-280 |
|
0.382 |
126-240 |
|
LOW |
126-110 |
|
0.618 |
125-220 |
|
1.000 |
125-090 |
|
1.618 |
124-200 |
|
2.618 |
123-180 |
|
4.250 |
121-265 |
|
|
| Fisher Pivots for day following 11-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-027 |
127-013 |
| PP |
126-313 |
126-287 |
| S1 |
126-280 |
126-240 |
|