ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 21-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2015 |
21-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
127-160 |
127-280 |
0-120 |
0.3% |
126-250 |
| High |
127-280 |
128-100 |
0-140 |
0.3% |
128-100 |
| Low |
127-150 |
127-240 |
0-090 |
0.2% |
126-160 |
| Close |
127-240 |
128-030 |
0-110 |
0.3% |
128-030 |
| Range |
0-130 |
0-180 |
0-050 |
38.5% |
1-260 |
| ATR |
0-201 |
0-200 |
-0-002 |
-0.7% |
0-000 |
| Volume |
58,130 |
85,082 |
26,952 |
46.4% |
197,442 |
|
| Daily Pivots for day following 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-237 |
129-153 |
128-129 |
|
| R3 |
129-057 |
128-293 |
128-080 |
|
| R2 |
128-197 |
128-197 |
128-063 |
|
| R1 |
128-113 |
128-113 |
128-046 |
128-155 |
| PP |
128-017 |
128-017 |
128-017 |
128-038 |
| S1 |
127-253 |
127-253 |
128-014 |
127-295 |
| S2 |
127-157 |
127-157 |
127-317 |
|
| S3 |
126-297 |
127-073 |
127-300 |
|
| S4 |
126-117 |
126-213 |
127-251 |
|
|
| Weekly Pivots for week ending 21-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-023 |
132-127 |
129-029 |
|
| R3 |
131-083 |
130-187 |
128-190 |
|
| R2 |
129-143 |
129-143 |
128-136 |
|
| R1 |
128-247 |
128-247 |
128-083 |
129-035 |
| PP |
127-203 |
127-203 |
127-203 |
127-258 |
| S1 |
126-307 |
126-307 |
127-297 |
127-095 |
| S2 |
125-263 |
125-263 |
127-244 |
|
| S3 |
124-003 |
125-047 |
127-190 |
|
| S4 |
122-063 |
123-107 |
127-031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-100 |
126-160 |
1-260 |
1.4% |
0-196 |
0.5% |
88% |
True |
False |
39,488 |
| 10 |
128-100 |
126-080 |
2-020 |
1.6% |
0-223 |
0.5% |
89% |
True |
False |
27,021 |
| 20 |
128-100 |
125-200 |
2-220 |
2.1% |
0-207 |
0.5% |
92% |
True |
False |
15,351 |
| 40 |
128-100 |
124-000 |
4-100 |
3.4% |
0-170 |
0.4% |
95% |
True |
False |
8,034 |
| 60 |
128-100 |
123-310 |
4-110 |
3.4% |
0-121 |
0.3% |
95% |
True |
False |
5,357 |
| 80 |
128-100 |
123-310 |
4-110 |
3.4% |
0-092 |
0.2% |
95% |
True |
False |
4,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-225 |
|
2.618 |
129-251 |
|
1.618 |
129-071 |
|
1.000 |
128-280 |
|
0.618 |
128-211 |
|
HIGH |
128-100 |
|
0.618 |
128-031 |
|
0.500 |
128-010 |
|
0.382 |
127-309 |
|
LOW |
127-240 |
|
0.618 |
127-129 |
|
1.000 |
127-060 |
|
1.618 |
126-269 |
|
2.618 |
126-089 |
|
4.250 |
125-115 |
|
|
| Fisher Pivots for day following 21-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-023 |
127-277 |
| PP |
128-017 |
127-203 |
| S1 |
128-010 |
127-130 |
|