ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 10-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2015 |
10-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
127-110 |
127-090 |
-0-020 |
0.0% |
126-240 |
| High |
127-155 |
127-155 |
0-000 |
0.0% |
128-040 |
| Low |
126-255 |
127-000 |
0-065 |
0.2% |
126-240 |
| Close |
127-140 |
127-050 |
-0-090 |
-0.2% |
127-240 |
| Range |
0-220 |
0-155 |
-0-065 |
-29.5% |
1-120 |
| ATR |
0-215 |
0-210 |
-0-004 |
-2.0% |
0-000 |
| Volume |
1,251,778 |
1,039,052 |
-212,726 |
-17.0% |
5,684,680 |
|
| Daily Pivots for day following 10-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-213 |
128-127 |
127-135 |
|
| R3 |
128-058 |
127-292 |
127-093 |
|
| R2 |
127-223 |
127-223 |
127-078 |
|
| R1 |
127-137 |
127-137 |
127-064 |
127-102 |
| PP |
127-068 |
127-068 |
127-068 |
127-051 |
| S1 |
126-302 |
126-302 |
127-036 |
126-268 |
| S2 |
126-233 |
126-233 |
127-022 |
|
| S3 |
126-078 |
126-147 |
127-007 |
|
| S4 |
125-243 |
125-312 |
126-285 |
|
|
| 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 |
126-255 |
1-105 |
1.0% |
0-182 |
0.4% |
27% |
False |
False |
1,060,407 |
| 10 |
128-040 |
126-240 |
1-120 |
1.1% |
0-194 |
0.5% |
30% |
False |
False |
1,143,174 |
| 20 |
129-110 |
126-160 |
2-270 |
2.2% |
0-218 |
0.5% |
23% |
False |
False |
686,953 |
| 40 |
129-110 |
124-280 |
4-150 |
3.5% |
0-194 |
0.5% |
51% |
False |
False |
345,587 |
| 60 |
129-110 |
124-000 |
5-110 |
4.2% |
0-163 |
0.4% |
59% |
False |
False |
230,486 |
| 80 |
129-110 |
123-310 |
5-120 |
4.2% |
0-129 |
0.3% |
59% |
False |
False |
172,865 |
| 100 |
129-110 |
123-310 |
5-120 |
4.2% |
0-104 |
0.3% |
59% |
False |
False |
138,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-174 |
|
2.618 |
128-241 |
|
1.618 |
128-086 |
|
1.000 |
127-310 |
|
0.618 |
127-251 |
|
HIGH |
127-155 |
|
0.618 |
127-096 |
|
0.500 |
127-078 |
|
0.382 |
127-059 |
|
LOW |
127-000 |
|
0.618 |
126-224 |
|
1.000 |
126-165 |
|
1.618 |
126-069 |
|
2.618 |
125-234 |
|
4.250 |
124-301 |
|
|
| Fisher Pivots for day following 10-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-078 |
127-090 |
| PP |
127-068 |
127-077 |
| S1 |
127-059 |
127-063 |
|