ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 30-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2015 |
30-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
128-130 |
128-250 |
0-120 |
0.3% |
127-290 |
| High |
128-285 |
128-295 |
0-010 |
0.0% |
128-150 |
| Low |
128-085 |
128-110 |
0-025 |
0.1% |
127-105 |
| Close |
128-260 |
128-235 |
-0-025 |
-0.1% |
127-270 |
| Range |
0-200 |
0-185 |
-0-015 |
-7.5% |
1-045 |
| ATR |
0-213 |
0-211 |
-0-002 |
-0.9% |
0-000 |
| Volume |
1,357,240 |
1,276,596 |
-80,644 |
-5.9% |
5,096,577 |
|
| Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-128 |
130-047 |
129-017 |
|
| R3 |
129-263 |
129-182 |
128-286 |
|
| R2 |
129-078 |
129-078 |
128-269 |
|
| R1 |
128-317 |
128-317 |
128-252 |
128-265 |
| PP |
128-213 |
128-213 |
128-213 |
128-188 |
| S1 |
128-132 |
128-132 |
128-218 |
128-080 |
| S2 |
128-028 |
128-028 |
128-201 |
|
| S3 |
127-163 |
127-267 |
128-184 |
|
| S4 |
126-298 |
127-082 |
128-133 |
|
|
| 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 |
128-295 |
127-140 |
1-155 |
1.2% |
0-194 |
0.5% |
87% |
True |
False |
1,224,873 |
| 10 |
128-295 |
126-170 |
2-125 |
1.9% |
0-210 |
0.5% |
92% |
True |
False |
1,103,869 |
| 20 |
128-295 |
126-165 |
2-130 |
1.9% |
0-196 |
0.5% |
92% |
True |
False |
1,036,186 |
| 40 |
129-110 |
125-270 |
3-160 |
2.7% |
0-217 |
0.5% |
83% |
False |
False |
703,952 |
| 60 |
129-110 |
124-160 |
4-270 |
3.8% |
0-195 |
0.5% |
87% |
False |
False |
469,967 |
| 80 |
129-110 |
123-310 |
5-120 |
4.2% |
0-161 |
0.4% |
89% |
False |
False |
352,478 |
| 100 |
129-110 |
123-310 |
5-120 |
4.2% |
0-132 |
0.3% |
89% |
False |
False |
281,983 |
| 120 |
129-110 |
123-310 |
5-120 |
4.2% |
0-110 |
0.3% |
89% |
False |
False |
234,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-121 |
|
2.618 |
130-139 |
|
1.618 |
129-274 |
|
1.000 |
129-160 |
|
0.618 |
129-089 |
|
HIGH |
128-295 |
|
0.618 |
128-224 |
|
0.500 |
128-202 |
|
0.382 |
128-181 |
|
LOW |
128-110 |
|
0.618 |
127-316 |
|
1.000 |
127-245 |
|
1.618 |
127-131 |
|
2.618 |
126-266 |
|
4.250 |
125-284 |
|
|
| Fisher Pivots for day following 30-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-224 |
128-197 |
| PP |
128-213 |
128-158 |
| S1 |
128-202 |
128-120 |
|