ECBOT 10 Year T-Note Future December 2015
Trading Metrics calculated at close of trading on 02-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2015 |
02-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
128-280 |
128-255 |
-0-025 |
-0.1% |
127-285 |
High |
129-010 |
130-005 |
0-315 |
0.8% |
130-005 |
Low |
128-185 |
128-190 |
0-005 |
0.0% |
127-265 |
Close |
128-240 |
129-110 |
0-190 |
0.5% |
129-110 |
Range |
0-145 |
1-135 |
0-310 |
213.8% |
2-060 |
ATR |
0-206 |
0-224 |
0-018 |
8.6% |
0-000 |
Volume |
1,262,564 |
1,920,484 |
657,920 |
52.1% |
6,835,338 |
|
Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-187 |
132-283 |
130-040 |
|
R3 |
132-052 |
131-148 |
129-235 |
|
R2 |
130-237 |
130-237 |
129-193 |
|
R1 |
130-013 |
130-013 |
129-152 |
130-125 |
PP |
129-102 |
129-102 |
129-102 |
129-158 |
S1 |
128-198 |
128-198 |
129-068 |
128-310 |
S2 |
127-287 |
127-287 |
129-027 |
|
S3 |
126-152 |
127-063 |
128-305 |
|
S4 |
125-017 |
125-248 |
128-180 |
|
|
Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-200 |
134-215 |
130-175 |
|
R3 |
133-140 |
132-155 |
129-302 |
|
R2 |
131-080 |
131-080 |
129-238 |
|
R1 |
130-095 |
130-095 |
129-174 |
130-248 |
PP |
129-020 |
129-020 |
129-020 |
129-096 |
S1 |
128-035 |
128-035 |
129-046 |
128-188 |
S2 |
126-280 |
126-280 |
128-302 |
|
S3 |
124-220 |
125-295 |
128-238 |
|
S4 |
122-160 |
123-235 |
128-045 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
130-005 |
127-265 |
2-060 |
1.7% |
0-237 |
0.6% |
69% |
True |
False |
1,367,067 |
10 |
130-005 |
127-105 |
2-220 |
2.1% |
0-219 |
0.5% |
75% |
True |
False |
1,193,191 |
20 |
130-005 |
126-165 |
3-160 |
2.7% |
0-212 |
0.5% |
81% |
True |
False |
1,094,925 |
40 |
130-005 |
126-030 |
3-295 |
3.0% |
0-223 |
0.5% |
83% |
True |
False |
783,342 |
60 |
130-005 |
124-160 |
5-165 |
4.3% |
0-198 |
0.5% |
88% |
True |
False |
522,994 |
80 |
130-005 |
124-000 |
6-005 |
4.7% |
0-166 |
0.4% |
89% |
True |
False |
392,266 |
100 |
130-005 |
123-310 |
6-015 |
4.7% |
0-138 |
0.3% |
89% |
True |
False |
313,813 |
120 |
130-005 |
123-310 |
6-015 |
4.7% |
0-115 |
0.3% |
89% |
True |
False |
261,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-019 |
2.618 |
133-236 |
1.618 |
132-101 |
1.000 |
131-140 |
0.618 |
130-286 |
HIGH |
130-005 |
0.618 |
129-151 |
0.500 |
129-098 |
0.382 |
129-044 |
LOW |
128-190 |
0.618 |
127-229 |
1.000 |
127-055 |
1.618 |
126-094 |
2.618 |
124-279 |
4.250 |
122-176 |
|
|
Fisher Pivots for day following 02-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
129-106 |
129-092 |
PP |
129-102 |
129-075 |
S1 |
129-098 |
129-058 |
|