ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 26-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2015 |
26-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
128-170 |
128-010 |
-0-160 |
-0.4% |
126-250 |
| High |
128-180 |
128-080 |
-0-100 |
-0.2% |
128-100 |
| Low |
127-160 |
127-075 |
-0-085 |
-0.2% |
126-160 |
| Close |
127-170 |
127-125 |
-0-045 |
-0.1% |
128-030 |
| Range |
1-020 |
1-005 |
-0-015 |
-4.4% |
1-260 |
| ATR |
0-224 |
0-231 |
0-007 |
3.2% |
0-000 |
| Volume |
552,322 |
1,390,151 |
837,829 |
151.7% |
197,442 |
|
| Daily Pivots for day following 26-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-215 |
130-015 |
127-304 |
|
| R3 |
129-210 |
129-010 |
127-214 |
|
| R2 |
128-205 |
128-205 |
127-185 |
|
| R1 |
128-005 |
128-005 |
127-155 |
127-262 |
| PP |
127-200 |
127-200 |
127-200 |
127-169 |
| S1 |
127-000 |
127-000 |
127-095 |
126-258 |
| S2 |
126-195 |
126-195 |
127-065 |
|
| S3 |
125-190 |
125-315 |
127-036 |
|
| S4 |
124-185 |
124-310 |
126-266 |
|
|
| 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 |
127-075 |
2-035 |
1.7% |
0-271 |
0.7% |
7% |
False |
True |
443,837 |
| 10 |
129-110 |
126-160 |
2-270 |
2.2% |
0-242 |
0.6% |
31% |
False |
False |
230,731 |
| 20 |
129-110 |
125-200 |
3-230 |
2.9% |
0-240 |
0.6% |
47% |
False |
False |
118,732 |
| 40 |
129-110 |
124-160 |
4-270 |
3.8% |
0-193 |
0.5% |
60% |
False |
False |
59,933 |
| 60 |
129-110 |
123-310 |
5-120 |
4.2% |
0-138 |
0.3% |
64% |
False |
False |
39,957 |
| 80 |
129-110 |
123-310 |
5-120 |
4.2% |
0-105 |
0.3% |
64% |
False |
False |
29,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-181 |
|
2.618 |
130-291 |
|
1.618 |
129-286 |
|
1.000 |
129-085 |
|
0.618 |
128-281 |
|
HIGH |
128-080 |
|
0.618 |
127-276 |
|
0.500 |
127-238 |
|
0.382 |
127-199 |
|
LOW |
127-075 |
|
0.618 |
126-194 |
|
1.000 |
126-070 |
|
1.618 |
125-189 |
|
2.618 |
124-184 |
|
4.250 |
122-294 |
|
|
| Fisher Pivots for day following 26-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-238 |
128-092 |
| PP |
127-200 |
127-317 |
| S1 |
127-162 |
127-221 |
|