ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 24-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2015 |
24-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
127-280 |
128-080 |
0-120 |
0.3% |
126-250 |
| High |
128-100 |
129-110 |
1-010 |
0.8% |
128-100 |
| Low |
127-240 |
128-050 |
0-130 |
0.3% |
126-160 |
| Close |
128-030 |
128-200 |
0-170 |
0.4% |
128-030 |
| Range |
0-180 |
1-060 |
0-200 |
111.1% |
1-260 |
| ATR |
0-200 |
0-214 |
0-014 |
7.2% |
0-000 |
| Volume |
85,082 |
133,504 |
48,422 |
56.9% |
197,442 |
|
| Daily Pivots for day following 24-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-087 |
131-203 |
129-089 |
|
| R3 |
131-027 |
130-143 |
128-304 |
|
| R2 |
129-287 |
129-287 |
128-270 |
|
| R1 |
129-083 |
129-083 |
128-235 |
129-185 |
| PP |
128-227 |
128-227 |
128-227 |
128-278 |
| S1 |
128-023 |
128-023 |
128-165 |
128-125 |
| S2 |
127-167 |
127-167 |
128-130 |
|
| S3 |
126-107 |
126-283 |
128-096 |
|
| S4 |
125-047 |
125-223 |
127-311 |
|
|
| 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 |
129-110 |
126-160 |
2-270 |
2.2% |
0-240 |
0.6% |
75% |
True |
False |
63,624 |
| 10 |
129-110 |
126-110 |
3-000 |
2.3% |
0-242 |
0.6% |
76% |
True |
False |
39,843 |
| 20 |
129-110 |
125-200 |
3-230 |
2.9% |
0-218 |
0.5% |
81% |
True |
False |
21,954 |
| 40 |
129-110 |
124-160 |
4-270 |
3.8% |
0-179 |
0.4% |
85% |
True |
False |
11,371 |
| 60 |
129-110 |
123-310 |
5-120 |
4.2% |
0-127 |
0.3% |
87% |
True |
False |
7,582 |
| 80 |
129-110 |
123-310 |
5-120 |
4.2% |
0-097 |
0.2% |
87% |
True |
False |
5,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-125 |
|
2.618 |
132-145 |
|
1.618 |
131-085 |
|
1.000 |
130-170 |
|
0.618 |
130-025 |
|
HIGH |
129-110 |
|
0.618 |
128-285 |
|
0.500 |
128-240 |
|
0.382 |
128-195 |
|
LOW |
128-050 |
|
0.618 |
127-135 |
|
1.000 |
126-310 |
|
1.618 |
126-075 |
|
2.618 |
125-015 |
|
4.250 |
123-035 |
|
|
| Fisher Pivots for day following 24-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-240 |
128-177 |
| PP |
128-227 |
128-153 |
| S1 |
128-213 |
128-130 |
|