ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 20-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2015 |
20-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
126-260 |
127-160 |
0-220 |
0.5% |
126-260 |
| High |
127-190 |
127-280 |
0-090 |
0.2% |
128-010 |
| Low |
126-160 |
127-150 |
0-310 |
0.8% |
126-080 |
| Close |
127-150 |
127-240 |
0-090 |
0.2% |
126-230 |
| Range |
1-030 |
0-130 |
-0-220 |
-62.9% |
1-250 |
| ATR |
0-207 |
0-201 |
-0-005 |
-2.6% |
0-000 |
| Volume |
31,579 |
58,130 |
26,551 |
84.1% |
72,776 |
|
| Daily Pivots for day following 20-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-293 |
128-237 |
127-312 |
|
| R3 |
128-163 |
128-107 |
127-276 |
|
| R2 |
128-033 |
128-033 |
127-264 |
|
| R1 |
127-297 |
127-297 |
127-252 |
128-005 |
| PP |
127-223 |
127-223 |
127-223 |
127-238 |
| S1 |
127-167 |
127-167 |
127-228 |
127-195 |
| S2 |
127-093 |
127-093 |
127-216 |
|
| S3 |
126-283 |
127-037 |
127-204 |
|
| S4 |
126-153 |
126-227 |
127-168 |
|
|
| 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 |
127-280 |
126-160 |
1-120 |
1.1% |
0-192 |
0.5% |
91% |
True |
False |
24,835 |
| 10 |
128-010 |
126-030 |
1-300 |
1.5% |
0-229 |
0.6% |
85% |
False |
False |
18,872 |
| 20 |
128-010 |
125-200 |
2-130 |
1.9% |
0-202 |
0.5% |
88% |
False |
False |
11,187 |
| 40 |
128-010 |
124-000 |
4-010 |
3.2% |
0-166 |
0.4% |
93% |
False |
False |
5,908 |
| 60 |
128-010 |
123-310 |
4-020 |
3.2% |
0-118 |
0.3% |
93% |
False |
False |
3,939 |
| 80 |
128-010 |
123-310 |
4-020 |
3.2% |
0-090 |
0.2% |
93% |
False |
False |
2,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-192 |
|
2.618 |
128-300 |
|
1.618 |
128-170 |
|
1.000 |
128-090 |
|
0.618 |
128-040 |
|
HIGH |
127-280 |
|
0.618 |
127-230 |
|
0.500 |
127-215 |
|
0.382 |
127-200 |
|
LOW |
127-150 |
|
0.618 |
127-070 |
|
1.000 |
127-020 |
|
1.618 |
126-260 |
|
2.618 |
126-130 |
|
4.250 |
125-238 |
|
|
| Fisher Pivots for day following 20-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-232 |
127-180 |
| PP |
127-223 |
127-120 |
| S1 |
127-215 |
127-060 |
|