ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 17-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2015 |
17-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
126-260 |
126-250 |
-0-010 |
0.0% |
126-260 |
| High |
127-010 |
127-060 |
0-050 |
0.1% |
128-010 |
| Low |
126-170 |
126-220 |
0-050 |
0.1% |
126-080 |
| Close |
126-230 |
127-040 |
0-130 |
0.3% |
126-230 |
| Range |
0-160 |
0-160 |
0-000 |
0.0% |
1-250 |
| ATR |
0-201 |
0-198 |
-0-003 |
-1.5% |
0-000 |
| Volume |
11,819 |
12,825 |
1,006 |
8.5% |
72,776 |
|
| Daily Pivots for day following 17-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-160 |
128-100 |
127-128 |
|
| R3 |
128-000 |
127-260 |
127-084 |
|
| R2 |
127-160 |
127-160 |
127-069 |
|
| R1 |
127-100 |
127-100 |
127-055 |
127-130 |
| PP |
127-000 |
127-000 |
127-000 |
127-015 |
| S1 |
126-260 |
126-260 |
127-025 |
126-290 |
| S2 |
126-160 |
126-160 |
127-011 |
|
| S3 |
126-000 |
126-100 |
126-316 |
|
| S4 |
125-160 |
125-260 |
126-272 |
|
|
| 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 |
126-110 |
1-220 |
1.3% |
0-244 |
0.6% |
46% |
False |
False |
16,062 |
| 10 |
128-010 |
125-270 |
2-060 |
1.7% |
0-227 |
0.6% |
59% |
False |
False |
9,870 |
| 20 |
128-010 |
124-280 |
3-050 |
2.5% |
0-190 |
0.5% |
71% |
False |
False |
6,490 |
| 40 |
128-010 |
124-000 |
4-010 |
3.2% |
0-150 |
0.4% |
78% |
False |
False |
3,420 |
| 60 |
128-010 |
123-310 |
4-020 |
3.2% |
0-109 |
0.3% |
78% |
False |
False |
2,281 |
| 80 |
128-150 |
123-310 |
4-160 |
3.5% |
0-082 |
0.2% |
70% |
False |
False |
1,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-100 |
|
2.618 |
128-159 |
|
1.618 |
127-319 |
|
1.000 |
127-220 |
|
0.618 |
127-159 |
|
HIGH |
127-060 |
|
0.618 |
126-319 |
|
0.500 |
126-300 |
|
0.382 |
126-281 |
|
LOW |
126-220 |
|
0.618 |
126-121 |
|
1.000 |
126-060 |
|
1.618 |
125-281 |
|
2.618 |
125-121 |
|
4.250 |
124-180 |
|
|
| Fisher Pivots for day following 17-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-020 |
127-030 |
| PP |
127-000 |
127-020 |
| S1 |
126-300 |
127-010 |
|