ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 28-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2015 |
28-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
127-280 |
127-285 |
0-005 |
0.0% |
127-290 |
| High |
127-315 |
128-145 |
0-150 |
0.4% |
128-150 |
| Low |
127-140 |
127-265 |
0-125 |
0.3% |
127-105 |
| Close |
127-270 |
128-140 |
0-190 |
0.5% |
127-270 |
| Range |
0-175 |
0-200 |
0-025 |
14.3% |
1-045 |
| ATR |
0-215 |
0-214 |
-0-001 |
-0.5% |
0-000 |
| Volume |
1,202,302 |
1,018,454 |
-183,848 |
-15.3% |
5,096,577 |
|
| Daily Pivots for day following 28-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-037 |
129-288 |
128-250 |
|
| R3 |
129-157 |
129-088 |
128-195 |
|
| R2 |
128-277 |
128-277 |
128-177 |
|
| R1 |
128-208 |
128-208 |
128-158 |
128-242 |
| PP |
128-077 |
128-077 |
128-077 |
128-094 |
| S1 |
128-008 |
128-008 |
128-122 |
128-042 |
| S2 |
127-197 |
127-197 |
128-103 |
|
| S3 |
126-317 |
127-128 |
128-085 |
|
| S4 |
126-117 |
126-248 |
128-030 |
|
|
| 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 |
127-125 |
1-025 |
0.8% |
0-204 |
0.5% |
97% |
False |
False |
1,070,444 |
| 10 |
128-150 |
126-165 |
1-305 |
1.5% |
0-218 |
0.5% |
98% |
False |
False |
1,044,253 |
| 20 |
128-150 |
126-165 |
1-305 |
1.5% |
0-200 |
0.5% |
98% |
False |
False |
1,025,320 |
| 40 |
129-110 |
125-270 |
3-160 |
2.7% |
0-218 |
0.5% |
74% |
False |
False |
638,295 |
| 60 |
129-110 |
124-160 |
4-270 |
3.8% |
0-197 |
0.5% |
81% |
False |
False |
426,071 |
| 80 |
129-110 |
123-310 |
5-120 |
4.2% |
0-159 |
0.4% |
83% |
False |
False |
319,555 |
| 100 |
129-110 |
123-310 |
5-120 |
4.2% |
0-128 |
0.3% |
83% |
False |
False |
255,644 |
| 120 |
129-110 |
123-310 |
5-120 |
4.2% |
0-107 |
0.3% |
83% |
False |
False |
213,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-035 |
|
2.618 |
130-029 |
|
1.618 |
129-149 |
|
1.000 |
129-025 |
|
0.618 |
128-269 |
|
HIGH |
128-145 |
|
0.618 |
128-069 |
|
0.500 |
128-045 |
|
0.382 |
128-021 |
|
LOW |
127-265 |
|
0.618 |
127-141 |
|
1.000 |
127-065 |
|
1.618 |
126-261 |
|
2.618 |
126-061 |
|
4.250 |
125-055 |
|
|
| Fisher Pivots for day following 28-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-108 |
128-088 |
| PP |
128-077 |
128-037 |
| S1 |
128-045 |
127-305 |
|