ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 25-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2015 |
25-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
127-290 |
127-280 |
-0-010 |
0.0% |
127-290 |
| High |
128-150 |
127-315 |
-0-155 |
-0.4% |
128-150 |
| Low |
127-260 |
127-140 |
-0-120 |
-0.3% |
127-105 |
| Close |
128-040 |
127-270 |
-0-090 |
-0.2% |
127-270 |
| Range |
0-210 |
0-175 |
-0-035 |
-16.7% |
1-045 |
| ATR |
0-214 |
0-215 |
0-000 |
0.2% |
0-000 |
| Volume |
1,269,777 |
1,202,302 |
-67,475 |
-5.3% |
5,096,577 |
|
| Daily Pivots for day following 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-127 |
129-053 |
128-046 |
|
| R3 |
128-272 |
128-198 |
127-318 |
|
| R2 |
128-097 |
128-097 |
127-302 |
|
| R1 |
128-023 |
128-023 |
127-286 |
127-292 |
| PP |
127-242 |
127-242 |
127-242 |
127-216 |
| S1 |
127-168 |
127-168 |
127-254 |
127-118 |
| S2 |
127-067 |
127-067 |
127-238 |
|
| S3 |
126-212 |
126-313 |
127-222 |
|
| S4 |
126-037 |
126-138 |
127-174 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-097 |
130-228 |
128-151 |
|
| R3 |
130-052 |
129-183 |
128-050 |
|
| R2 |
129-007 |
129-007 |
128-017 |
|
| R1 |
128-138 |
128-138 |
127-303 |
128-050 |
| PP |
127-282 |
127-282 |
127-282 |
127-238 |
| S1 |
127-093 |
127-093 |
127-237 |
127-005 |
| S2 |
126-237 |
126-237 |
127-203 |
|
| S3 |
125-192 |
126-048 |
127-170 |
|
| S4 |
124-147 |
125-003 |
127-069 |
|
|
| 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% |
0-201 |
0.5% |
45% |
False |
False |
1,019,315 |
| 10 |
128-150 |
126-165 |
1-305 |
1.5% |
0-210 |
0.5% |
68% |
False |
False |
997,453 |
| 20 |
128-150 |
126-165 |
1-305 |
1.5% |
0-200 |
0.5% |
68% |
False |
False |
1,022,612 |
| 40 |
129-110 |
125-270 |
3-160 |
2.7% |
0-221 |
0.5% |
57% |
False |
False |
612,952 |
| 60 |
129-110 |
124-160 |
4-270 |
3.8% |
0-195 |
0.5% |
69% |
False |
False |
409,097 |
| 80 |
129-110 |
123-310 |
5-120 |
4.2% |
0-156 |
0.4% |
72% |
False |
False |
306,825 |
| 100 |
129-110 |
123-310 |
5-120 |
4.2% |
0-126 |
0.3% |
72% |
False |
False |
245,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-099 |
|
2.618 |
129-133 |
|
1.618 |
128-278 |
|
1.000 |
128-170 |
|
0.618 |
128-103 |
|
HIGH |
127-315 |
|
0.618 |
127-248 |
|
0.500 |
127-228 |
|
0.382 |
127-207 |
|
LOW |
127-140 |
|
0.618 |
127-032 |
|
1.000 |
126-285 |
|
1.618 |
126-177 |
|
2.618 |
126-002 |
|
4.250 |
125-036 |
|
|
| Fisher Pivots for day following 25-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-256 |
127-305 |
| PP |
127-242 |
127-293 |
| S1 |
127-228 |
127-282 |
|