ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 24-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2015 |
24-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
128-015 |
127-290 |
-0-045 |
-0.1% |
127-145 |
| High |
128-110 |
128-150 |
0-040 |
0.1% |
128-005 |
| Low |
127-250 |
127-260 |
0-010 |
0.0% |
126-165 |
| Close |
127-310 |
128-040 |
0-050 |
0.1% |
127-310 |
| Range |
0-180 |
0-210 |
0-030 |
16.7% |
1-160 |
| ATR |
0-215 |
0-214 |
0-000 |
-0.2% |
0-000 |
| Volume |
914,624 |
1,269,777 |
355,153 |
38.8% |
4,877,956 |
|
| Daily Pivots for day following 24-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-033 |
129-247 |
128-156 |
|
| R3 |
129-143 |
129-037 |
128-098 |
|
| R2 |
128-253 |
128-253 |
128-078 |
|
| R1 |
128-147 |
128-147 |
128-059 |
128-200 |
| PP |
128-043 |
128-043 |
128-043 |
128-070 |
| S1 |
127-257 |
127-257 |
128-021 |
127-310 |
| S2 |
127-153 |
127-153 |
128-002 |
|
| S3 |
126-263 |
127-047 |
127-302 |
|
| S4 |
126-053 |
126-157 |
127-244 |
|
|
| 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 |
128-150 |
127-105 |
1-045 |
0.9% |
0-203 |
0.5% |
70% |
True |
False |
999,522 |
| 10 |
128-150 |
126-165 |
1-305 |
1.5% |
0-210 |
0.5% |
82% |
True |
False |
951,452 |
| 20 |
128-150 |
126-165 |
1-305 |
1.5% |
0-202 |
0.5% |
82% |
True |
False |
1,047,313 |
| 40 |
129-110 |
125-200 |
3-230 |
2.9% |
0-221 |
0.5% |
67% |
False |
False |
583,022 |
| 60 |
129-110 |
124-160 |
4-270 |
3.8% |
0-196 |
0.5% |
75% |
False |
False |
389,059 |
| 80 |
129-110 |
123-310 |
5-120 |
4.2% |
0-154 |
0.4% |
77% |
False |
False |
291,796 |
| 100 |
129-110 |
123-310 |
5-120 |
4.2% |
0-124 |
0.3% |
77% |
False |
False |
233,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-082 |
|
2.618 |
130-060 |
|
1.618 |
129-170 |
|
1.000 |
129-040 |
|
0.618 |
128-280 |
|
HIGH |
128-150 |
|
0.618 |
128-070 |
|
0.500 |
128-045 |
|
0.382 |
128-020 |
|
LOW |
127-260 |
|
0.618 |
127-130 |
|
1.000 |
127-050 |
|
1.618 |
126-240 |
|
2.618 |
126-030 |
|
4.250 |
125-008 |
|
|
| Fisher Pivots for day following 24-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-045 |
128-019 |
| PP |
128-043 |
127-318 |
| S1 |
128-042 |
127-298 |
|