ECBOT 10 Year T-Note Future December 2015
Trading Metrics calculated at close of trading on 08-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
129-020 |
128-230 |
-0-110 |
-0.3% |
127-285 |
High |
129-040 |
129-020 |
-0-020 |
0.0% |
130-005 |
Low |
128-195 |
128-115 |
-0-080 |
-0.2% |
127-265 |
Close |
128-260 |
128-150 |
-0-110 |
-0.3% |
129-110 |
Range |
0-165 |
0-225 |
0-060 |
36.4% |
2-060 |
ATR |
0-213 |
0-214 |
0-001 |
0.4% |
0-000 |
Volume |
987,294 |
1,181,806 |
194,512 |
19.7% |
6,835,338 |
|
Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-237 |
130-098 |
128-274 |
|
R3 |
130-012 |
129-193 |
128-212 |
|
R2 |
129-107 |
129-107 |
128-191 |
|
R1 |
128-288 |
128-288 |
128-171 |
128-245 |
PP |
128-202 |
128-202 |
128-202 |
128-180 |
S1 |
128-063 |
128-063 |
128-129 |
128-020 |
S2 |
127-297 |
127-297 |
128-109 |
|
S3 |
127-072 |
127-158 |
128-088 |
|
S4 |
126-167 |
126-253 |
128-026 |
|
|
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 |
128-115 |
1-210 |
1.3% |
0-239 |
0.6% |
7% |
False |
True |
1,209,171 |
10 |
130-005 |
127-140 |
2-185 |
2.0% |
0-210 |
0.5% |
40% |
False |
False |
1,216,301 |
20 |
130-005 |
126-165 |
3-160 |
2.7% |
0-210 |
0.5% |
56% |
False |
False |
1,083,876 |
40 |
130-005 |
126-160 |
3-165 |
2.7% |
0-214 |
0.5% |
56% |
False |
False |
885,414 |
60 |
130-005 |
124-280 |
5-045 |
4.0% |
0-199 |
0.5% |
70% |
False |
False |
591,683 |
80 |
130-005 |
124-000 |
6-005 |
4.7% |
0-175 |
0.4% |
74% |
False |
False |
443,833 |
100 |
130-005 |
123-310 |
6-015 |
4.7% |
0-145 |
0.4% |
74% |
False |
False |
355,067 |
120 |
130-005 |
123-310 |
6-015 |
4.7% |
0-121 |
0.3% |
74% |
False |
False |
295,889 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-016 |
2.618 |
130-289 |
1.618 |
130-064 |
1.000 |
129-245 |
0.618 |
129-159 |
HIGH |
129-020 |
0.618 |
128-254 |
0.500 |
128-228 |
0.382 |
128-201 |
LOW |
128-115 |
0.618 |
127-296 |
1.000 |
127-210 |
1.618 |
127-071 |
2.618 |
126-166 |
4.250 |
125-119 |
|
|
Fisher Pivots for day following 08-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
128-228 |
128-238 |
PP |
128-202 |
128-208 |
S1 |
128-176 |
128-179 |
|