ECBOT 10 Year T-Note Future December 2015
Trading Metrics calculated at close of trading on 07-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2015 |
07-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
128-265 |
129-020 |
0-075 |
0.2% |
127-285 |
High |
129-030 |
129-040 |
0-010 |
0.0% |
130-005 |
Low |
128-220 |
128-195 |
-0-025 |
-0.1% |
127-265 |
Close |
129-010 |
128-260 |
-0-070 |
-0.2% |
129-110 |
Range |
0-130 |
0-165 |
0-035 |
26.9% |
2-060 |
ATR |
0-217 |
0-213 |
-0-004 |
-1.7% |
0-000 |
Volume |
1,058,115 |
987,294 |
-70,821 |
-6.7% |
6,835,338 |
|
Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-127 |
130-038 |
129-031 |
|
R3 |
129-282 |
129-193 |
128-305 |
|
R2 |
129-117 |
129-117 |
128-290 |
|
R1 |
129-028 |
129-028 |
128-275 |
128-310 |
PP |
128-272 |
128-272 |
128-272 |
128-252 |
S1 |
128-183 |
128-183 |
128-245 |
128-145 |
S2 |
128-107 |
128-107 |
128-230 |
|
S3 |
127-262 |
128-018 |
128-215 |
|
S4 |
127-097 |
127-173 |
128-169 |
|
|
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 |
128-185 |
1-140 |
1.1% |
0-223 |
0.5% |
16% |
False |
False |
1,225,322 |
10 |
130-005 |
127-140 |
2-185 |
2.0% |
0-208 |
0.5% |
53% |
False |
False |
1,225,098 |
20 |
130-005 |
126-165 |
3-160 |
2.7% |
0-206 |
0.5% |
66% |
False |
False |
1,076,738 |
40 |
130-005 |
126-160 |
3-165 |
2.7% |
0-216 |
0.5% |
66% |
False |
False |
856,530 |
60 |
130-005 |
124-280 |
5-045 |
4.0% |
0-198 |
0.5% |
77% |
False |
False |
571,988 |
80 |
130-005 |
124-000 |
6-005 |
4.7% |
0-172 |
0.4% |
80% |
False |
False |
429,061 |
100 |
130-005 |
123-310 |
6-015 |
4.7% |
0-143 |
0.3% |
80% |
False |
False |
343,249 |
120 |
130-005 |
123-310 |
6-015 |
4.7% |
0-119 |
0.3% |
80% |
False |
False |
286,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-101 |
2.618 |
130-152 |
1.618 |
129-307 |
1.000 |
129-205 |
0.618 |
129-142 |
HIGH |
129-040 |
0.618 |
128-297 |
0.500 |
128-278 |
0.382 |
128-258 |
LOW |
128-195 |
0.618 |
128-093 |
1.000 |
128-030 |
1.618 |
127-248 |
2.618 |
127-083 |
4.250 |
126-134 |
|
|
Fisher Pivots for day following 07-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
128-278 |
129-012 |
PP |
128-272 |
128-308 |
S1 |
128-266 |
128-284 |
|