ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 09-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2015 |
09-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
128-230 |
128-165 |
-0-065 |
-0.2% |
129-095 |
| High |
129-020 |
128-230 |
-0-110 |
-0.3% |
129-150 |
| Low |
128-115 |
128-055 |
-0-060 |
-0.1% |
128-055 |
| Close |
128-150 |
128-155 |
0-005 |
0.0% |
128-155 |
| Range |
0-225 |
0-175 |
-0-050 |
-22.2% |
1-095 |
| ATR |
0-214 |
0-211 |
-0-003 |
-1.3% |
0-000 |
| Volume |
1,181,806 |
955,703 |
-226,103 |
-19.1% |
5,081,074 |
|
| Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-032 |
129-268 |
128-251 |
|
| R3 |
129-177 |
129-093 |
128-203 |
|
| R2 |
129-002 |
129-002 |
128-187 |
|
| R1 |
128-238 |
128-238 |
128-171 |
128-192 |
| PP |
128-147 |
128-147 |
128-147 |
128-124 |
| S1 |
128-063 |
128-063 |
128-139 |
128-018 |
| S2 |
127-292 |
127-292 |
128-123 |
|
| S3 |
127-117 |
127-208 |
128-107 |
|
| S4 |
126-262 |
127-033 |
128-059 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-192 |
131-268 |
129-063 |
|
| R3 |
131-097 |
130-173 |
128-269 |
|
| R2 |
130-002 |
130-002 |
128-231 |
|
| R1 |
129-078 |
129-078 |
128-193 |
128-312 |
| PP |
128-227 |
128-227 |
128-227 |
128-184 |
| S1 |
127-303 |
127-303 |
128-117 |
127-218 |
| S2 |
127-132 |
127-132 |
128-079 |
|
| S3 |
126-037 |
126-208 |
128-041 |
|
| S4 |
124-262 |
125-113 |
127-247 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-150 |
128-055 |
1-095 |
1.0% |
0-183 |
0.4% |
24% |
False |
True |
1,016,214 |
| 10 |
130-005 |
127-265 |
2-060 |
1.7% |
0-210 |
0.5% |
30% |
False |
False |
1,191,641 |
| 20 |
130-005 |
126-165 |
3-160 |
2.7% |
0-210 |
0.5% |
56% |
False |
False |
1,094,547 |
| 40 |
130-005 |
126-160 |
3-165 |
2.7% |
0-212 |
0.5% |
56% |
False |
False |
908,755 |
| 60 |
130-005 |
124-280 |
5-045 |
4.0% |
0-200 |
0.5% |
70% |
False |
False |
607,609 |
| 80 |
130-005 |
124-000 |
6-005 |
4.7% |
0-177 |
0.4% |
75% |
False |
False |
455,780 |
| 100 |
130-005 |
123-310 |
6-015 |
4.7% |
0-147 |
0.4% |
75% |
False |
False |
364,624 |
| 120 |
130-005 |
123-310 |
6-015 |
4.7% |
0-123 |
0.3% |
75% |
False |
False |
303,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-014 |
|
2.618 |
130-048 |
|
1.618 |
129-193 |
|
1.000 |
129-085 |
|
0.618 |
129-018 |
|
HIGH |
128-230 |
|
0.618 |
128-163 |
|
0.500 |
128-142 |
|
0.382 |
128-122 |
|
LOW |
128-055 |
|
0.618 |
127-267 |
|
1.000 |
127-200 |
|
1.618 |
127-092 |
|
2.618 |
126-237 |
|
4.250 |
125-271 |
|
|
| Fisher Pivots for day following 09-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-151 |
128-208 |
| PP |
128-147 |
128-190 |
| S1 |
128-142 |
128-172 |
|