ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 22-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2015 |
22-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
127-290 |
127-130 |
-0-160 |
-0.4% |
127-145 |
| High |
127-290 |
128-060 |
0-090 |
0.2% |
128-005 |
| Low |
127-105 |
127-125 |
0-020 |
0.0% |
126-165 |
| Close |
127-120 |
128-035 |
0-235 |
0.6% |
127-310 |
| Range |
0-185 |
0-255 |
0-070 |
37.8% |
1-160 |
| ATR |
0-214 |
0-217 |
0-003 |
1.5% |
0-000 |
| Volume |
762,809 |
947,065 |
184,256 |
24.2% |
4,877,956 |
|
| Daily Pivots for day following 22-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-092 |
129-318 |
128-175 |
|
| R3 |
129-157 |
129-063 |
128-105 |
|
| R2 |
128-222 |
128-222 |
128-082 |
|
| R1 |
128-128 |
128-128 |
128-058 |
128-175 |
| PP |
127-287 |
127-287 |
127-287 |
127-310 |
| S1 |
127-193 |
127-193 |
128-012 |
127-240 |
| S2 |
127-032 |
127-032 |
127-308 |
|
| S3 |
126-097 |
126-258 |
127-285 |
|
| S4 |
125-162 |
126-003 |
127-215 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-000 |
131-155 |
128-254 |
|
| R3 |
130-160 |
129-315 |
128-122 |
|
| R2 |
129-000 |
129-000 |
128-078 |
|
| R1 |
128-155 |
128-155 |
128-034 |
128-238 |
| PP |
127-160 |
127-160 |
127-160 |
127-201 |
| S1 |
126-315 |
126-315 |
127-266 |
127-078 |
| S2 |
126-000 |
126-000 |
127-222 |
|
| S3 |
124-160 |
125-155 |
127-178 |
|
| S4 |
123-000 |
123-315 |
127-046 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-060 |
126-165 |
1-215 |
1.3% |
0-212 |
0.5% |
95% |
True |
False |
1,006,395 |
| 10 |
128-060 |
126-165 |
1-215 |
1.3% |
0-208 |
0.5% |
95% |
True |
False |
962,095 |
| 20 |
128-180 |
126-165 |
2-015 |
1.6% |
0-215 |
0.5% |
78% |
False |
False |
1,035,216 |
| 40 |
129-110 |
125-200 |
3-230 |
2.9% |
0-216 |
0.5% |
67% |
False |
False |
528,585 |
| 60 |
129-110 |
124-160 |
4-270 |
3.8% |
0-191 |
0.5% |
75% |
False |
False |
352,653 |
| 80 |
129-110 |
123-310 |
5-120 |
4.2% |
0-149 |
0.4% |
77% |
False |
False |
264,491 |
| 100 |
129-110 |
123-310 |
5-120 |
4.2% |
0-121 |
0.3% |
77% |
False |
False |
211,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-184 |
|
2.618 |
130-088 |
|
1.618 |
129-153 |
|
1.000 |
128-315 |
|
0.618 |
128-218 |
|
HIGH |
128-060 |
|
0.618 |
127-283 |
|
0.500 |
127-252 |
|
0.382 |
127-222 |
|
LOW |
127-125 |
|
0.618 |
126-287 |
|
1.000 |
126-190 |
|
1.618 |
126-032 |
|
2.618 |
125-097 |
|
4.250 |
124-001 |
|
|
| Fisher Pivots for day following 22-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-001 |
127-318 |
| PP |
127-287 |
127-280 |
| S1 |
127-252 |
127-242 |
|