ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 03-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2015 |
03-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
127-140 |
127-055 |
-0-085 |
-0.2% |
128-080 |
| High |
127-175 |
127-175 |
0-000 |
0.0% |
129-110 |
| Low |
127-025 |
127-050 |
0-025 |
0.1% |
127-000 |
| Close |
127-050 |
127-125 |
0-075 |
0.2% |
127-065 |
| Range |
0-150 |
0-125 |
-0-025 |
-16.7% |
2-110 |
| ATR |
0-223 |
0-216 |
-0-007 |
-3.1% |
0-000 |
| Volume |
1,052,581 |
955,694 |
-96,887 |
-9.2% |
4,736,586 |
|
| Daily Pivots for day following 03-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-172 |
128-113 |
127-194 |
|
| R3 |
128-047 |
127-308 |
127-159 |
|
| R2 |
127-242 |
127-242 |
127-148 |
|
| R1 |
127-183 |
127-183 |
127-136 |
127-212 |
| PP |
127-117 |
127-117 |
127-117 |
127-131 |
| S1 |
127-058 |
127-058 |
127-114 |
127-088 |
| S2 |
126-312 |
126-312 |
127-102 |
|
| S3 |
126-187 |
126-253 |
127-091 |
|
| S4 |
126-062 |
126-128 |
127-056 |
|
|
| 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 |
127-245 |
126-240 |
1-005 |
0.8% |
0-191 |
0.5% |
63% |
False |
False |
1,077,815 |
| 10 |
129-110 |
126-240 |
2-190 |
2.0% |
0-238 |
0.6% |
25% |
False |
False |
924,645 |
| 20 |
129-110 |
126-030 |
3-080 |
2.6% |
0-233 |
0.6% |
40% |
False |
False |
471,759 |
| 40 |
129-110 |
124-160 |
4-270 |
3.8% |
0-192 |
0.5% |
60% |
False |
False |
237,029 |
| 60 |
129-110 |
124-000 |
5-110 |
4.2% |
0-151 |
0.4% |
63% |
False |
False |
158,047 |
| 80 |
129-110 |
123-310 |
5-120 |
4.2% |
0-120 |
0.3% |
64% |
False |
False |
118,535 |
| 100 |
129-110 |
123-310 |
5-120 |
4.2% |
0-096 |
0.2% |
64% |
False |
False |
94,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-066 |
|
2.618 |
128-182 |
|
1.618 |
128-057 |
|
1.000 |
127-300 |
|
0.618 |
127-252 |
|
HIGH |
127-175 |
|
0.618 |
127-127 |
|
0.500 |
127-112 |
|
0.382 |
127-098 |
|
LOW |
127-050 |
|
0.618 |
126-293 |
|
1.000 |
126-245 |
|
1.618 |
126-168 |
|
2.618 |
126-043 |
|
4.250 |
125-159 |
|
|
| Fisher Pivots for day following 03-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-121 |
127-107 |
| PP |
127-117 |
127-088 |
| S1 |
127-112 |
127-070 |
|