ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 28-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2015 |
28-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
127-120 |
127-080 |
-0-040 |
-0.1% |
128-080 |
| High |
127-195 |
127-245 |
0-050 |
0.1% |
129-110 |
| Low |
127-000 |
127-030 |
0-030 |
0.1% |
127-000 |
| Close |
127-115 |
127-065 |
-0-050 |
-0.1% |
127-065 |
| Range |
0-195 |
0-215 |
0-020 |
10.3% |
2-110 |
| ATR |
0-229 |
0-228 |
-0-001 |
-0.4% |
0-000 |
| Volume |
1,696,323 |
964,286 |
-732,037 |
-43.2% |
4,736,586 |
|
| Daily Pivots for day following 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-118 |
128-307 |
127-183 |
|
| R3 |
128-223 |
128-092 |
127-124 |
|
| R2 |
128-008 |
128-008 |
127-104 |
|
| R1 |
127-197 |
127-197 |
127-085 |
127-155 |
| PP |
127-113 |
127-113 |
127-113 |
127-092 |
| S1 |
126-302 |
126-302 |
127-045 |
126-260 |
| S2 |
126-218 |
126-218 |
127-026 |
|
| S3 |
126-003 |
126-087 |
127-006 |
|
| S4 |
125-108 |
125-192 |
126-267 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-282 |
133-123 |
128-158 |
|
| R3 |
132-172 |
131-013 |
127-271 |
|
| R2 |
130-062 |
130-062 |
127-202 |
|
| R1 |
128-223 |
128-223 |
127-134 |
128-088 |
| PP |
127-272 |
127-272 |
127-272 |
127-204 |
| S1 |
126-113 |
126-113 |
126-316 |
125-298 |
| S2 |
125-162 |
125-162 |
126-248 |
|
| S3 |
123-052 |
124-003 |
126-179 |
|
| S4 |
120-262 |
121-213 |
125-292 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-110 |
127-000 |
2-110 |
1.8% |
0-291 |
0.7% |
9% |
False |
False |
947,317 |
| 10 |
129-110 |
126-160 |
2-270 |
2.2% |
0-244 |
0.6% |
25% |
False |
False |
493,402 |
| 20 |
129-110 |
125-270 |
3-160 |
2.8% |
0-237 |
0.6% |
39% |
False |
False |
251,269 |
| 40 |
129-110 |
124-160 |
4-270 |
3.8% |
0-195 |
0.5% |
56% |
False |
False |
126,446 |
| 60 |
129-110 |
123-310 |
5-120 |
4.2% |
0-145 |
0.4% |
60% |
False |
False |
84,300 |
| 80 |
129-110 |
123-310 |
5-120 |
4.2% |
0-110 |
0.3% |
60% |
False |
False |
63,226 |
| 100 |
129-110 |
123-310 |
5-120 |
4.2% |
0-088 |
0.2% |
60% |
False |
False |
50,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-199 |
|
2.618 |
129-168 |
|
1.618 |
128-273 |
|
1.000 |
128-140 |
|
0.618 |
128-058 |
|
HIGH |
127-245 |
|
0.618 |
127-163 |
|
0.500 |
127-138 |
|
0.382 |
127-112 |
|
LOW |
127-030 |
|
0.618 |
126-217 |
|
1.000 |
126-135 |
|
1.618 |
126-002 |
|
2.618 |
125-107 |
|
4.250 |
124-076 |
|
|
| Fisher Pivots for day following 28-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-138 |
127-200 |
| PP |
127-113 |
127-155 |
| S1 |
127-089 |
127-110 |
|