ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 14-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2015 |
14-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
127-035 |
127-145 |
0-110 |
0.3% |
127-240 |
| High |
127-190 |
127-220 |
0-030 |
0.1% |
127-245 |
| Low |
127-015 |
127-110 |
0-095 |
0.2% |
126-255 |
| Close |
127-170 |
127-175 |
0-005 |
0.0% |
127-170 |
| Range |
0-175 |
0-110 |
-0-065 |
-37.1% |
0-310 |
| ATR |
0-208 |
0-201 |
-0-007 |
-3.4% |
0-000 |
| Volume |
742,290 |
550,448 |
-191,842 |
-25.8% |
3,828,746 |
|
| Daily Pivots for day following 14-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-178 |
128-127 |
127-236 |
|
| R3 |
128-068 |
128-017 |
127-205 |
|
| R2 |
127-278 |
127-278 |
127-195 |
|
| R1 |
127-227 |
127-227 |
127-185 |
127-252 |
| PP |
127-168 |
127-168 |
127-168 |
127-181 |
| S1 |
127-117 |
127-117 |
127-165 |
127-142 |
| S2 |
127-058 |
127-058 |
127-155 |
|
| S3 |
126-268 |
127-007 |
127-145 |
|
| S4 |
126-158 |
126-217 |
127-114 |
|
|
| 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 |
127-245 |
126-255 |
0-310 |
0.8% |
0-166 |
0.4% |
77% |
False |
False |
875,838 |
| 10 |
128-040 |
126-240 |
1-120 |
1.1% |
0-181 |
0.4% |
58% |
False |
False |
1,006,387 |
| 20 |
129-110 |
126-160 |
2-270 |
2.2% |
0-212 |
0.5% |
37% |
False |
False |
749,895 |
| 40 |
129-110 |
124-280 |
4-150 |
3.5% |
0-198 |
0.5% |
60% |
False |
False |
377,876 |
| 60 |
129-110 |
124-000 |
5-110 |
4.2% |
0-168 |
0.4% |
66% |
False |
False |
252,031 |
| 80 |
129-110 |
123-310 |
5-120 |
4.2% |
0-133 |
0.3% |
67% |
False |
False |
189,024 |
| 100 |
129-110 |
123-310 |
5-120 |
4.2% |
0-106 |
0.3% |
67% |
False |
False |
151,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-048 |
|
2.618 |
128-188 |
|
1.618 |
128-078 |
|
1.000 |
128-010 |
|
0.618 |
127-288 |
|
HIGH |
127-220 |
|
0.618 |
127-178 |
|
0.500 |
127-165 |
|
0.382 |
127-152 |
|
LOW |
127-110 |
|
0.618 |
127-042 |
|
1.000 |
127-000 |
|
1.618 |
126-252 |
|
2.618 |
126-142 |
|
4.250 |
125-282 |
|
|
| Fisher Pivots for day following 14-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-172 |
127-153 |
| PP |
127-168 |
127-132 |
| S1 |
127-165 |
127-110 |
|