ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 11-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2015 |
11-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
127-090 |
127-035 |
-0-055 |
-0.1% |
127-240 |
| High |
127-155 |
127-190 |
0-035 |
0.1% |
127-245 |
| Low |
127-000 |
127-015 |
0-015 |
0.0% |
126-255 |
| Close |
127-050 |
127-170 |
0-120 |
0.3% |
127-170 |
| Range |
0-155 |
0-175 |
0-020 |
12.9% |
0-310 |
| ATR |
0-210 |
0-208 |
-0-003 |
-1.2% |
0-000 |
| Volume |
1,039,052 |
742,290 |
-296,762 |
-28.6% |
3,828,746 |
|
| Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-010 |
128-265 |
127-266 |
|
| R3 |
128-155 |
128-090 |
127-218 |
|
| R2 |
127-300 |
127-300 |
127-202 |
|
| R1 |
127-235 |
127-235 |
127-186 |
127-268 |
| PP |
127-125 |
127-125 |
127-125 |
127-141 |
| S1 |
127-060 |
127-060 |
127-154 |
127-092 |
| S2 |
126-270 |
126-270 |
127-138 |
|
| S3 |
126-095 |
126-205 |
127-122 |
|
| S4 |
125-240 |
126-030 |
127-074 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-087 |
129-278 |
128-020 |
|
| R3 |
129-097 |
128-288 |
127-255 |
|
| R2 |
128-107 |
128-107 |
127-227 |
|
| R1 |
127-298 |
127-298 |
127-198 |
127-208 |
| PP |
127-117 |
127-117 |
127-117 |
127-071 |
| S1 |
126-308 |
126-308 |
127-142 |
126-218 |
| S2 |
126-127 |
126-127 |
127-113 |
|
| S3 |
125-137 |
125-318 |
127-085 |
|
| S4 |
124-147 |
125-008 |
127-000 |
|
|
| 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% |
0-192 |
0.5% |
55% |
False |
False |
1,017,727 |
| 10 |
128-040 |
126-240 |
1-120 |
1.1% |
0-192 |
0.5% |
57% |
False |
False |
1,047,771 |
| 20 |
129-110 |
126-160 |
2-270 |
2.2% |
0-215 |
0.5% |
36% |
False |
False |
722,963 |
| 40 |
129-110 |
124-280 |
4-150 |
3.5% |
0-196 |
0.5% |
59% |
False |
False |
364,140 |
| 60 |
129-110 |
124-000 |
5-110 |
4.2% |
0-166 |
0.4% |
66% |
False |
False |
242,857 |
| 80 |
129-110 |
123-310 |
5-120 |
4.2% |
0-132 |
0.3% |
66% |
False |
False |
182,143 |
| 100 |
129-110 |
123-310 |
5-120 |
4.2% |
0-105 |
0.3% |
66% |
False |
False |
145,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-294 |
|
2.618 |
129-008 |
|
1.618 |
128-153 |
|
1.000 |
128-045 |
|
0.618 |
127-298 |
|
HIGH |
127-190 |
|
0.618 |
127-123 |
|
0.500 |
127-102 |
|
0.382 |
127-082 |
|
LOW |
127-015 |
|
0.618 |
126-227 |
|
1.000 |
126-160 |
|
1.618 |
126-052 |
|
2.618 |
125-197 |
|
4.250 |
124-231 |
|
|
| Fisher Pivots for day following 11-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-148 |
127-134 |
| PP |
127-125 |
127-098 |
| S1 |
127-102 |
127-062 |
|