ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 17-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2015 |
17-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
126-225 |
126-185 |
-0-040 |
-0.1% |
127-240 |
| High |
126-280 |
127-170 |
0-210 |
0.5% |
127-245 |
| Low |
126-165 |
126-170 |
0-005 |
0.0% |
126-255 |
| Close |
126-165 |
127-095 |
0-250 |
0.6% |
127-170 |
| Range |
0-115 |
1-000 |
0-205 |
178.3% |
0-310 |
| ATR |
0-205 |
0-214 |
0-009 |
4.2% |
0-000 |
| Volume |
1,032,271 |
1,186,497 |
154,226 |
14.9% |
3,828,746 |
|
| Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-038 |
129-227 |
127-271 |
|
| R3 |
129-038 |
128-227 |
127-183 |
|
| R2 |
128-038 |
128-038 |
127-154 |
|
| R1 |
127-227 |
127-227 |
127-124 |
127-292 |
| PP |
127-038 |
127-038 |
127-038 |
127-071 |
| S1 |
126-227 |
126-227 |
127-066 |
126-292 |
| S2 |
126-038 |
126-038 |
127-036 |
|
| S3 |
125-038 |
125-227 |
127-007 |
|
| S4 |
124-038 |
124-227 |
126-239 |
|
|
| 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% |
0-216 |
0.5% |
66% |
False |
False |
903,382 |
| 10 |
128-040 |
126-165 |
1-195 |
1.3% |
0-199 |
0.5% |
49% |
False |
False |
981,895 |
| 20 |
129-110 |
126-165 |
2-265 |
2.2% |
0-218 |
0.5% |
28% |
False |
False |
908,392 |
| 40 |
129-110 |
125-140 |
3-290 |
3.1% |
0-210 |
0.5% |
48% |
False |
False |
458,367 |
| 60 |
129-110 |
124-000 |
5-110 |
4.2% |
0-181 |
0.4% |
62% |
False |
False |
305,767 |
| 80 |
129-110 |
123-310 |
5-120 |
4.2% |
0-143 |
0.4% |
62% |
False |
False |
229,326 |
| 100 |
129-110 |
123-310 |
5-120 |
4.2% |
0-114 |
0.3% |
62% |
False |
False |
183,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-250 |
|
2.618 |
130-048 |
|
1.618 |
129-048 |
|
1.000 |
128-170 |
|
0.618 |
128-048 |
|
HIGH |
127-170 |
|
0.618 |
127-048 |
|
0.500 |
127-010 |
|
0.382 |
126-292 |
|
LOW |
126-170 |
|
0.618 |
125-292 |
|
1.000 |
125-170 |
|
1.618 |
124-292 |
|
2.618 |
123-292 |
|
4.250 |
122-090 |
|
|
| Fisher Pivots for day following 17-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-067 |
127-075 |
| PP |
127-038 |
127-055 |
| S1 |
127-010 |
127-035 |
|