ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 15-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
127-145 |
127-175 |
0-030 |
0.1% |
127-240 |
| High |
127-220 |
127-225 |
0-005 |
0.0% |
127-245 |
| Low |
127-110 |
126-185 |
-0-245 |
-0.6% |
126-255 |
| Close |
127-175 |
126-225 |
-0-270 |
-0.7% |
127-170 |
| Range |
0-110 |
1-040 |
0-250 |
227.3% |
0-310 |
| ATR |
0-201 |
0-212 |
0-011 |
5.7% |
0-000 |
| Volume |
550,448 |
1,005,405 |
454,957 |
82.7% |
3,828,746 |
|
| Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-118 |
129-212 |
127-103 |
|
| R3 |
129-078 |
128-172 |
127-004 |
|
| R2 |
128-038 |
128-038 |
126-291 |
|
| R1 |
127-132 |
127-132 |
126-258 |
127-065 |
| PP |
126-318 |
126-318 |
126-318 |
126-285 |
| S1 |
126-092 |
126-092 |
126-192 |
126-025 |
| S2 |
125-278 |
125-278 |
126-159 |
|
| S3 |
124-238 |
125-052 |
126-126 |
|
| S4 |
123-198 |
124-012 |
126-027 |
|
|
| 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 |
127-225 |
126-185 |
1-040 |
0.9% |
0-204 |
0.5% |
11% |
True |
True |
917,794 |
| 10 |
128-040 |
126-185 |
1-175 |
1.2% |
0-190 |
0.5% |
8% |
False |
True |
995,607 |
| 20 |
129-110 |
126-160 |
2-270 |
2.2% |
0-222 |
0.5% |
7% |
False |
False |
799,524 |
| 40 |
129-110 |
124-280 |
4-150 |
3.5% |
0-206 |
0.5% |
41% |
False |
False |
403,007 |
| 60 |
129-110 |
124-000 |
5-110 |
4.2% |
0-174 |
0.4% |
51% |
False |
False |
268,788 |
| 80 |
129-110 |
123-310 |
5-120 |
4.2% |
0-137 |
0.3% |
51% |
False |
False |
201,591 |
| 100 |
129-110 |
123-310 |
5-120 |
4.2% |
0-110 |
0.3% |
51% |
False |
False |
161,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-155 |
|
2.618 |
130-207 |
|
1.618 |
129-167 |
|
1.000 |
128-265 |
|
0.618 |
128-127 |
|
HIGH |
127-225 |
|
0.618 |
127-087 |
|
0.500 |
127-045 |
|
0.382 |
127-003 |
|
LOW |
126-185 |
|
0.618 |
125-283 |
|
1.000 |
125-145 |
|
1.618 |
124-243 |
|
2.618 |
123-203 |
|
4.250 |
121-255 |
|
|
| Fisher Pivots for day following 15-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-045 |
127-045 |
| PP |
126-318 |
126-318 |
| S1 |
126-272 |
126-272 |
|