ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 05-Aug-2015

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.13)
Moving Averages

Sell

-0.33

Oscillators

Neutral

0.00

Price Levels

Sell

-0.50

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: 0.3%
20-Day Historical Volatility: 0.1%

Day Change Summary (OHLC)

PreviousCurrent
Metric04-Aug-201505-Aug-2015ChangeChange %Previous Week
Open126-020125-165-0-175-0.4%125-290
High126-020125-165-0-175-0.4%126-065
Low126-020125-165-0-175-0.4%125-175
Close126-020125-165-0-175-0.4%126-065
Range0-0000-0000-000NaN%0-210
ATR(14)0-1150-1200-0043.7%0-109
Volume

Multi-Period Performance

1-Month (21d)

-0.2%

3-Month (63d)

—

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

-0.7%

52-Week Range

52W Low: 123-160 (1.6%)

Position (64%)

52W High: 126-210 (0.9%)

Daily Pivots for day following 05-Aug-2015

LevelClassicWoodieCamarillaDeMark
R4125-165125-165125-165
R3125-165125-165125-165
R2125-165125-165125-165
R1125-165125-165125-165125-165
PP125-165125-165125-165125-165
S1125-165125-165125-165125-165
S2125-165125-165125-165
S3125-165125-165125-165
S4125-165125-165125-165

Weekly Pivots for week ending 31-Jul-2015

LevelClassicWoodieCamarillaDeMark
R4127-305127-235126-180
R3127-095127-025126-123
R2126-205126-205126-103
R1126-135126-135126-084126-170
PP125-315125-315125-315126-012
S1125-245125-245126-046125-280
S2125-105125-105126-027
S3124-215125-035126-007
S4124-005124-145125-269

Fisher Pivots for day following 05-Aug-2015

Pivot1 Day3 Day
R1125-165126-022
PP125-165125-283
S1125-165125-224

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.250125-165
2.618125-165
1.618125-165
1.000125-165
0.618125-165
HIGH125-165
0.618125-165
0.500125-165
0.382125-165
LOW125-165
0.618125-165
1.000125-165
1.618125-165
2.618125-165
4.250125-165

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%125-292
38.2%125-144
50.0%125-025
61.8%124-226
78.6%124-056

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA125-319-0-154-0.4%Below
10-Day SMA125-254-0-089-0.2%Below
20-Day SMA125-0890-0760.2%Above
50-Day SMAInsufficient data
100-Day SMAInsufficient data
200-Day SMAInsufficient data

Bollinger Bands (20, 2):

Upper: 126-169

Middle: 125-089

Lower: 124-010

Bandwidth: 2.0%

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral
50.57
Neutral 30–70

MACD (12, 26, 9)

Bullish Cross
0.31
Signal: 0.24 · Hist: 0.07

Stochastic (14, 3)

Neutral
%K: 46.61
%D: 73.18

StochRSI (14)

Neutral
%K: 63.61
%D: 80.81

ADX (14) & Trend

Neutral
11.32
+DI: 50.57 · -DI: 49.43

CCI (20)

Neutral
30.18
Range -100 to +100

Williams %R (14)

Neutral
-53.39
Range -100 to 0

Ultimate Oscillator

Neutral
48.74
Periods: 7, 14, 28

ROC (12)

Bearish
0.78%
12-period Rate of Change

Elder Bull/Bear (13)

Neutral
-0.13
Bull: -0.13 · Bear: -0.13

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch0-000

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
5126-200125-1651-0350.9%0-0000.0%0%FalseTrue0
10126-200125-1001-1001.0%0-0000.0%15%FalseFalse0
20126-200124-0752-1251.9%0-0000.0%54%FalseFalse0
40126-200123-1603-0402.5%0-0000.0%64%FalseFalse0