ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 06-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2015 |
06-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
129-095 |
128-265 |
-0-150 |
-0.4% |
127-285 |
| High |
129-150 |
129-030 |
-0-120 |
-0.3% |
130-005 |
| Low |
128-250 |
128-220 |
-0-030 |
-0.1% |
127-265 |
| Close |
128-265 |
129-010 |
0-065 |
0.2% |
129-110 |
| Range |
0-220 |
0-130 |
-0-090 |
-40.9% |
2-060 |
| ATR |
0-224 |
0-217 |
-0-007 |
-3.0% |
0-000 |
| Volume |
898,156 |
1,058,115 |
159,959 |
17.8% |
6,835,338 |
|
| Daily Pivots for day following 06-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-050 |
130-000 |
129-082 |
|
| R3 |
129-240 |
129-190 |
129-046 |
|
| R2 |
129-110 |
129-110 |
129-034 |
|
| R1 |
129-060 |
129-060 |
129-022 |
129-085 |
| PP |
128-300 |
128-300 |
128-300 |
128-312 |
| S1 |
128-250 |
128-250 |
128-318 |
128-275 |
| S2 |
128-170 |
128-170 |
128-306 |
|
| S3 |
128-040 |
128-120 |
128-294 |
|
| S4 |
127-230 |
127-310 |
128-258 |
|
|
| 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 |
128-110 |
1-215 |
1.3% |
0-227 |
0.5% |
41% |
False |
False |
1,283,183 |
| 10 |
130-005 |
127-140 |
2-185 |
2.0% |
0-210 |
0.5% |
62% |
False |
False |
1,217,831 |
| 20 |
130-005 |
126-165 |
3-160 |
2.7% |
0-209 |
0.5% |
72% |
False |
False |
1,089,963 |
| 40 |
130-005 |
126-110 |
3-215 |
2.8% |
0-221 |
0.5% |
73% |
False |
False |
832,027 |
| 60 |
130-005 |
124-250 |
5-075 |
4.1% |
0-197 |
0.5% |
81% |
False |
False |
555,537 |
| 80 |
130-005 |
124-000 |
6-005 |
4.7% |
0-170 |
0.4% |
84% |
False |
False |
416,720 |
| 100 |
130-005 |
123-310 |
6-015 |
4.7% |
0-142 |
0.3% |
84% |
False |
False |
333,376 |
| 120 |
130-005 |
123-310 |
6-015 |
4.7% |
0-118 |
0.3% |
84% |
False |
False |
277,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-262 |
|
2.618 |
130-050 |
|
1.618 |
129-240 |
|
1.000 |
129-160 |
|
0.618 |
129-110 |
|
HIGH |
129-030 |
|
0.618 |
128-300 |
|
0.500 |
128-285 |
|
0.382 |
128-270 |
|
LOW |
128-220 |
|
0.618 |
128-140 |
|
1.000 |
128-090 |
|
1.618 |
128-010 |
|
2.618 |
127-200 |
|
4.250 |
126-308 |
|
|
| Fisher Pivots for day following 06-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-315 |
129-098 |
| PP |
128-300 |
129-068 |
| S1 |
128-285 |
129-039 |
|