ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 19-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2015 |
19-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
127-000 |
126-260 |
-0-060 |
-0.1% |
126-260 |
| High |
127-080 |
127-190 |
0-110 |
0.3% |
128-010 |
| Low |
126-240 |
126-160 |
-0-080 |
-0.2% |
126-080 |
| Close |
126-260 |
127-150 |
0-210 |
0.5% |
126-230 |
| Range |
0-160 |
1-030 |
0-190 |
118.8% |
1-250 |
| ATR |
0-195 |
0-207 |
0-011 |
5.6% |
0-000 |
| Volume |
9,826 |
31,579 |
21,753 |
221.4% |
72,776 |
|
| Daily Pivots for day following 19-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-150 |
130-020 |
128-022 |
|
| R3 |
129-120 |
128-310 |
127-246 |
|
| R2 |
128-090 |
128-090 |
127-214 |
|
| R1 |
127-280 |
127-280 |
127-182 |
128-025 |
| PP |
127-060 |
127-060 |
127-060 |
127-092 |
| S1 |
126-250 |
126-250 |
127-118 |
126-315 |
| S2 |
126-030 |
126-030 |
127-086 |
|
| S3 |
125-000 |
125-220 |
127-054 |
|
| S4 |
123-290 |
124-190 |
126-278 |
|
|
| 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 |
127-190 |
126-160 |
1-030 |
0.9% |
0-214 |
0.5% |
89% |
True |
True |
17,625 |
| 10 |
128-010 |
125-310 |
2-020 |
1.6% |
0-231 |
0.6% |
73% |
False |
False |
13,419 |
| 20 |
128-010 |
125-140 |
2-190 |
2.0% |
0-202 |
0.5% |
78% |
False |
False |
8,343 |
| 40 |
128-010 |
124-000 |
4-010 |
3.2% |
0-162 |
0.4% |
86% |
False |
False |
4,455 |
| 60 |
128-010 |
123-310 |
4-020 |
3.2% |
0-118 |
0.3% |
86% |
False |
False |
2,971 |
| 80 |
128-010 |
123-310 |
4-020 |
3.2% |
0-088 |
0.2% |
86% |
False |
False |
2,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-078 |
|
2.618 |
130-146 |
|
1.618 |
129-116 |
|
1.000 |
128-220 |
|
0.618 |
128-086 |
|
HIGH |
127-190 |
|
0.618 |
127-056 |
|
0.500 |
127-015 |
|
0.382 |
126-294 |
|
LOW |
126-160 |
|
0.618 |
125-264 |
|
1.000 |
125-130 |
|
1.618 |
124-234 |
|
2.618 |
123-204 |
|
4.250 |
121-272 |
|
|
| Fisher Pivots for day following 19-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-105 |
127-105 |
| PP |
127-060 |
127-060 |
| S1 |
127-015 |
127-015 |
|