ECBOT 10 Year T-Note Future December 2015
Trading Metrics calculated at close of trading on 16-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2015 |
16-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
127-175 |
126-225 |
-0-270 |
-0.7% |
127-240 |
High |
127-225 |
126-280 |
-0-265 |
-0.6% |
127-245 |
Low |
126-185 |
126-165 |
-0-020 |
0.0% |
126-255 |
Close |
126-225 |
126-165 |
-0-060 |
-0.1% |
127-170 |
Range |
1-040 |
0-115 |
-0-245 |
-68.1% |
0-310 |
ATR |
0-212 |
0-205 |
-0-007 |
-3.3% |
0-000 |
Volume |
1,005,405 |
1,032,271 |
26,866 |
2.7% |
3,828,746 |
|
Daily Pivots for day following 16-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-228 |
127-152 |
126-228 |
|
R3 |
127-113 |
127-037 |
126-197 |
|
R2 |
126-318 |
126-318 |
126-186 |
|
R1 |
126-242 |
126-242 |
126-176 |
126-222 |
PP |
126-203 |
126-203 |
126-203 |
126-194 |
S1 |
126-127 |
126-127 |
126-154 |
126-108 |
S2 |
126-088 |
126-088 |
126-144 |
|
S3 |
125-293 |
126-012 |
126-133 |
|
S4 |
125-178 |
125-217 |
126-102 |
|
|
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 |
126-165 |
1-060 |
0.9% |
0-183 |
0.5% |
0% |
False |
True |
873,893 |
10 |
128-040 |
126-165 |
1-195 |
1.3% |
0-182 |
0.4% |
0% |
False |
True |
968,503 |
20 |
129-110 |
126-160 |
2-270 |
2.2% |
0-220 |
0.5% |
1% |
False |
False |
850,646 |
40 |
129-110 |
125-130 |
3-300 |
3.1% |
0-204 |
0.5% |
28% |
False |
False |
428,729 |
60 |
129-110 |
124-000 |
5-110 |
4.2% |
0-176 |
0.4% |
47% |
False |
False |
285,993 |
80 |
129-110 |
123-310 |
5-120 |
4.2% |
0-139 |
0.3% |
47% |
False |
False |
214,495 |
100 |
129-110 |
123-310 |
5-120 |
4.2% |
0-111 |
0.3% |
47% |
False |
False |
171,596 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-129 |
2.618 |
127-261 |
1.618 |
127-146 |
1.000 |
127-075 |
0.618 |
127-031 |
HIGH |
126-280 |
0.618 |
126-236 |
0.500 |
126-222 |
0.382 |
126-209 |
LOW |
126-165 |
0.618 |
126-094 |
1.000 |
126-050 |
1.618 |
125-299 |
2.618 |
125-184 |
4.250 |
124-316 |
|
|
Fisher Pivots for day following 16-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
126-222 |
127-035 |
PP |
126-203 |
126-292 |
S1 |
126-184 |
126-228 |
|