ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 14-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2015 |
14-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
127-070 |
126-260 |
-0-130 |
-0.3% |
126-260 |
| High |
127-170 |
127-010 |
-0-160 |
-0.4% |
128-010 |
| Low |
126-250 |
126-170 |
-0-080 |
-0.2% |
126-080 |
| Close |
126-270 |
126-230 |
-0-040 |
-0.1% |
126-230 |
| Range |
0-240 |
0-160 |
-0-080 |
-33.3% |
1-250 |
| ATR |
0-204 |
0-201 |
-0-003 |
-1.5% |
0-000 |
| Volume |
22,077 |
11,819 |
-10,258 |
-46.5% |
72,776 |
|
| Daily Pivots for day following 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-083 |
127-317 |
126-318 |
|
| R3 |
127-243 |
127-157 |
126-274 |
|
| R2 |
127-083 |
127-083 |
126-259 |
|
| R1 |
126-317 |
126-317 |
126-245 |
126-280 |
| PP |
126-243 |
126-243 |
126-243 |
126-225 |
| S1 |
126-157 |
126-157 |
126-215 |
126-120 |
| S2 |
126-083 |
126-083 |
126-201 |
|
| S3 |
125-243 |
125-317 |
126-186 |
|
| S4 |
125-083 |
125-157 |
126-142 |
|
|
| Weekly Pivots for week ending 14-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-110 |
131-100 |
127-224 |
|
| R3 |
130-180 |
129-170 |
127-067 |
|
| R2 |
128-250 |
128-250 |
127-014 |
|
| R1 |
127-240 |
127-240 |
126-282 |
127-120 |
| PP |
127-000 |
127-000 |
127-000 |
126-260 |
| S1 |
125-310 |
125-310 |
126-178 |
125-190 |
| S2 |
125-070 |
125-070 |
126-126 |
|
| S3 |
123-140 |
124-060 |
126-073 |
|
| S4 |
121-210 |
122-130 |
125-236 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-010 |
126-080 |
1-250 |
1.4% |
0-250 |
0.6% |
26% |
False |
False |
14,555 |
| 10 |
128-010 |
125-270 |
2-060 |
1.7% |
0-230 |
0.6% |
40% |
False |
False |
9,137 |
| 20 |
128-010 |
124-280 |
3-050 |
2.5% |
0-184 |
0.5% |
58% |
False |
False |
5,857 |
| 40 |
128-010 |
124-000 |
4-010 |
3.2% |
0-146 |
0.4% |
67% |
False |
False |
3,100 |
| 60 |
128-010 |
123-310 |
4-020 |
3.2% |
0-106 |
0.3% |
68% |
False |
False |
2,067 |
| 80 |
128-150 |
123-310 |
4-160 |
3.6% |
0-080 |
0.2% |
61% |
False |
False |
1,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-050 |
|
2.618 |
128-109 |
|
1.618 |
127-269 |
|
1.000 |
127-170 |
|
0.618 |
127-109 |
|
HIGH |
127-010 |
|
0.618 |
126-269 |
|
0.500 |
126-250 |
|
0.382 |
126-231 |
|
LOW |
126-170 |
|
0.618 |
126-071 |
|
1.000 |
126-010 |
|
1.618 |
125-231 |
|
2.618 |
125-071 |
|
4.250 |
124-130 |
|
|
| Fisher Pivots for day following 14-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-250 |
127-090 |
| PP |
126-243 |
127-030 |
| S1 |
126-237 |
126-290 |
|