ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 05-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
128-255 |
129-095 |
0-160 |
0.4% |
127-285 |
| High |
130-005 |
129-150 |
-0-175 |
-0.4% |
130-005 |
| Low |
128-190 |
128-250 |
0-060 |
0.1% |
127-265 |
| Close |
129-110 |
128-265 |
-0-165 |
-0.4% |
129-110 |
| Range |
1-135 |
0-220 |
-0-235 |
-51.6% |
2-060 |
| ATR |
0-224 |
0-224 |
0-000 |
-0.1% |
0-000 |
| Volume |
1,920,484 |
898,156 |
-1,022,328 |
-53.2% |
6,835,338 |
|
| Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-028 |
130-207 |
129-066 |
|
| R3 |
130-128 |
129-307 |
129-006 |
|
| R2 |
129-228 |
129-228 |
128-305 |
|
| R1 |
129-087 |
129-087 |
128-285 |
129-048 |
| PP |
129-008 |
129-008 |
129-008 |
128-309 |
| S1 |
128-187 |
128-187 |
128-245 |
128-148 |
| S2 |
128-108 |
128-108 |
128-225 |
|
| S3 |
127-208 |
127-287 |
128-204 |
|
| S4 |
126-308 |
127-067 |
128-144 |
|
|
| 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 |
128-085 |
1-240 |
1.4% |
0-241 |
0.6% |
32% |
False |
False |
1,343,008 |
| 10 |
130-005 |
127-125 |
2-200 |
2.0% |
0-222 |
0.5% |
55% |
False |
False |
1,206,726 |
| 20 |
130-005 |
126-165 |
3-160 |
2.7% |
0-211 |
0.5% |
66% |
False |
False |
1,076,838 |
| 40 |
130-005 |
126-080 |
3-245 |
2.9% |
0-222 |
0.5% |
68% |
False |
False |
805,706 |
| 60 |
130-005 |
124-160 |
5-165 |
4.3% |
0-199 |
0.5% |
78% |
False |
False |
537,943 |
| 80 |
130-005 |
124-000 |
6-005 |
4.7% |
0-168 |
0.4% |
80% |
False |
False |
403,493 |
| 100 |
130-005 |
123-310 |
6-015 |
4.7% |
0-140 |
0.3% |
80% |
False |
False |
322,795 |
| 120 |
130-005 |
123-310 |
6-015 |
4.7% |
0-117 |
0.3% |
80% |
False |
False |
268,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-125 |
|
2.618 |
131-086 |
|
1.618 |
130-186 |
|
1.000 |
130-050 |
|
0.618 |
129-286 |
|
HIGH |
129-150 |
|
0.618 |
129-066 |
|
0.500 |
129-040 |
|
0.382 |
129-014 |
|
LOW |
128-250 |
|
0.618 |
128-114 |
|
1.000 |
128-030 |
|
1.618 |
127-214 |
|
2.618 |
126-314 |
|
4.250 |
125-275 |
|
|
| Fisher Pivots for day following 05-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
129-040 |
129-095 |
| PP |
129-008 |
129-045 |
| S1 |
128-297 |
128-315 |
|