ECBOT 10 Year T-Note Future December 2015
Trading Metrics calculated at close of trading on 12-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
128-165 |
128-180 |
0-015 |
0.0% |
129-095 |
High |
128-230 |
128-260 |
0-030 |
0.1% |
129-150 |
Low |
128-055 |
128-140 |
0-085 |
0.2% |
128-055 |
Close |
128-155 |
128-245 |
0-090 |
0.2% |
128-155 |
Range |
0-175 |
0-120 |
-0-055 |
-31.4% |
1-095 |
ATR |
0-211 |
0-205 |
-0-007 |
-3.1% |
0-000 |
Volume |
955,703 |
154,259 |
-801,444 |
-83.9% |
5,081,074 |
|
Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-255 |
129-210 |
128-311 |
|
R3 |
129-135 |
129-090 |
128-278 |
|
R2 |
129-015 |
129-015 |
128-267 |
|
R1 |
128-290 |
128-290 |
128-256 |
128-312 |
PP |
128-215 |
128-215 |
128-215 |
128-226 |
S1 |
128-170 |
128-170 |
128-234 |
128-192 |
S2 |
128-095 |
128-095 |
128-223 |
|
S3 |
127-295 |
128-050 |
128-212 |
|
S4 |
127-175 |
127-250 |
128-179 |
|
|
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 |
129-040 |
128-055 |
0-305 |
0.7% |
0-163 |
0.4% |
62% |
False |
False |
867,435 |
10 |
130-005 |
128-055 |
1-270 |
1.4% |
0-202 |
0.5% |
32% |
False |
False |
1,105,221 |
20 |
130-005 |
126-165 |
3-160 |
2.7% |
0-210 |
0.5% |
64% |
False |
False |
1,074,737 |
40 |
130-005 |
126-160 |
3-165 |
2.7% |
0-211 |
0.5% |
64% |
False |
False |
912,316 |
60 |
130-005 |
124-280 |
5-045 |
4.0% |
0-202 |
0.5% |
76% |
False |
False |
610,163 |
80 |
130-005 |
124-000 |
6-005 |
4.7% |
0-178 |
0.4% |
79% |
False |
False |
457,708 |
100 |
130-005 |
123-310 |
6-015 |
4.7% |
0-148 |
0.4% |
79% |
False |
False |
366,167 |
120 |
130-005 |
123-310 |
6-015 |
4.7% |
0-124 |
0.3% |
79% |
False |
False |
305,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-130 |
2.618 |
129-254 |
1.618 |
129-134 |
1.000 |
129-060 |
0.618 |
129-014 |
HIGH |
128-260 |
0.618 |
128-214 |
0.500 |
128-200 |
0.382 |
128-186 |
LOW |
128-140 |
0.618 |
128-066 |
1.000 |
128-020 |
1.618 |
127-266 |
2.618 |
127-146 |
4.250 |
126-270 |
|
|
Fisher Pivots for day following 12-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
128-230 |
128-229 |
PP |
128-215 |
128-213 |
S1 |
128-200 |
128-198 |
|