ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 08-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2015 |
08-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
127-140 |
127-240 |
0-100 |
0.2% |
126-240 |
| High |
128-040 |
127-245 |
-0-115 |
-0.3% |
128-040 |
| Low |
127-120 |
127-075 |
-0-045 |
-0.1% |
126-240 |
| Close |
127-240 |
127-090 |
-0-150 |
-0.4% |
127-240 |
| Range |
0-240 |
0-170 |
-0-070 |
-29.2% |
1-120 |
| ATR |
0-217 |
0-214 |
-0-003 |
-1.6% |
0-000 |
| Volume |
1,259,889 |
795,626 |
-464,263 |
-36.8% |
5,684,680 |
|
| Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-007 |
128-218 |
127-184 |
|
| R3 |
128-157 |
128-048 |
127-137 |
|
| R2 |
127-307 |
127-307 |
127-121 |
|
| R1 |
127-198 |
127-198 |
127-106 |
127-168 |
| PP |
127-137 |
127-137 |
127-137 |
127-121 |
| S1 |
127-028 |
127-028 |
127-074 |
126-318 |
| S2 |
126-287 |
126-287 |
127-059 |
|
| S3 |
126-117 |
126-178 |
127-043 |
|
| S4 |
125-267 |
126-008 |
126-316 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-213 |
131-027 |
128-162 |
|
| R3 |
130-093 |
129-227 |
128-041 |
|
| R2 |
128-293 |
128-293 |
128-001 |
|
| R1 |
128-107 |
128-107 |
127-280 |
128-200 |
| PP |
127-173 |
127-173 |
127-173 |
127-220 |
| S1 |
126-307 |
126-307 |
127-200 |
127-080 |
| S2 |
126-053 |
126-053 |
127-159 |
|
| S3 |
124-253 |
125-187 |
127-119 |
|
| S4 |
123-133 |
124-067 |
126-318 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-040 |
126-285 |
1-075 |
1.0% |
0-176 |
0.4% |
32% |
False |
False |
1,073,420 |
| 10 |
128-180 |
126-240 |
1-260 |
1.4% |
0-222 |
0.5% |
29% |
False |
False |
1,108,338 |
| 20 |
129-110 |
126-110 |
3-000 |
2.4% |
0-232 |
0.6% |
31% |
False |
False |
574,091 |
| 40 |
129-110 |
124-250 |
4-180 |
3.6% |
0-191 |
0.5% |
55% |
False |
False |
288,324 |
| 60 |
129-110 |
124-000 |
5-110 |
4.2% |
0-157 |
0.4% |
61% |
False |
False |
192,305 |
| 80 |
129-110 |
123-310 |
5-120 |
4.2% |
0-125 |
0.3% |
62% |
False |
False |
144,229 |
| 100 |
129-110 |
123-310 |
5-120 |
4.2% |
0-100 |
0.2% |
62% |
False |
False |
115,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-008 |
|
2.618 |
129-050 |
|
1.618 |
128-200 |
|
1.000 |
128-095 |
|
0.618 |
128-030 |
|
HIGH |
127-245 |
|
0.618 |
127-180 |
|
0.500 |
127-160 |
|
0.382 |
127-140 |
|
LOW |
127-075 |
|
0.618 |
126-290 |
|
1.000 |
126-225 |
|
1.618 |
126-120 |
|
2.618 |
125-270 |
|
4.250 |
124-312 |
|
|
| Fisher Pivots for day following 08-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-160 |
127-205 |
| PP |
127-137 |
127-167 |
| S1 |
127-113 |
127-128 |
|