ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 29-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2015 |
29-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
127-285 |
128-130 |
0-165 |
0.4% |
127-290 |
| High |
128-145 |
128-285 |
0-140 |
0.3% |
128-150 |
| Low |
127-265 |
128-085 |
0-140 |
0.3% |
127-105 |
| Close |
128-140 |
128-260 |
0-120 |
0.3% |
127-270 |
| Range |
0-200 |
0-200 |
0-000 |
0.0% |
1-045 |
| ATR |
0-214 |
0-213 |
-0-001 |
-0.5% |
0-000 |
| Volume |
1,018,454 |
1,357,240 |
338,786 |
33.3% |
5,096,577 |
|
| Daily Pivots for day following 29-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-170 |
130-095 |
129-050 |
|
| R3 |
129-290 |
129-215 |
128-315 |
|
| R2 |
129-090 |
129-090 |
128-297 |
|
| R1 |
129-015 |
129-015 |
128-278 |
129-052 |
| PP |
128-210 |
128-210 |
128-210 |
128-229 |
| S1 |
128-135 |
128-135 |
128-242 |
128-172 |
| S2 |
128-010 |
128-010 |
128-223 |
|
| S3 |
127-130 |
127-255 |
128-205 |
|
| S4 |
126-250 |
127-055 |
128-150 |
|
|
| 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 |
128-285 |
127-140 |
1-145 |
1.1% |
0-193 |
0.5% |
95% |
True |
False |
1,152,479 |
| 10 |
128-285 |
126-165 |
2-120 |
1.8% |
0-202 |
0.5% |
97% |
True |
False |
1,079,437 |
| 20 |
128-285 |
126-165 |
2-120 |
1.8% |
0-196 |
0.5% |
97% |
True |
False |
1,037,522 |
| 40 |
129-110 |
125-270 |
3-160 |
2.7% |
0-218 |
0.5% |
85% |
False |
False |
672,089 |
| 60 |
129-110 |
124-160 |
4-270 |
3.8% |
0-196 |
0.5% |
89% |
False |
False |
448,691 |
| 80 |
129-110 |
123-310 |
5-120 |
4.2% |
0-161 |
0.4% |
90% |
False |
False |
336,521 |
| 100 |
129-110 |
123-310 |
5-120 |
4.2% |
0-130 |
0.3% |
90% |
False |
False |
269,217 |
| 120 |
129-110 |
123-310 |
5-120 |
4.2% |
0-108 |
0.3% |
90% |
False |
False |
224,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-175 |
|
2.618 |
130-169 |
|
1.618 |
129-289 |
|
1.000 |
129-165 |
|
0.618 |
129-089 |
|
HIGH |
128-285 |
|
0.618 |
128-209 |
|
0.500 |
128-185 |
|
0.382 |
128-161 |
|
LOW |
128-085 |
|
0.618 |
127-281 |
|
1.000 |
127-205 |
|
1.618 |
127-081 |
|
2.618 |
126-201 |
|
4.250 |
125-195 |
|
|
| Fisher Pivots for day following 29-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-235 |
128-191 |
| PP |
128-210 |
128-122 |
| S1 |
128-185 |
128-052 |
|