ECBOT 10 Year T-Note Future December 2015
Trading Metrics calculated at close of trading on 13-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
128-180 |
128-250 |
0-070 |
0.2% |
129-095 |
High |
128-260 |
128-315 |
0-055 |
0.1% |
129-150 |
Low |
128-140 |
128-200 |
0-060 |
0.1% |
128-055 |
Close |
128-245 |
128-275 |
0-030 |
0.1% |
128-155 |
Range |
0-120 |
0-115 |
-0-005 |
-4.2% |
1-095 |
ATR |
0-205 |
0-198 |
-0-006 |
-3.1% |
0-000 |
Volume |
154,259 |
823,755 |
669,496 |
434.0% |
5,081,074 |
|
Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-288 |
129-237 |
129-018 |
|
R3 |
129-173 |
129-122 |
128-307 |
|
R2 |
129-058 |
129-058 |
128-296 |
|
R1 |
129-007 |
129-007 |
128-286 |
129-032 |
PP |
128-263 |
128-263 |
128-263 |
128-276 |
S1 |
128-212 |
128-212 |
128-264 |
128-238 |
S2 |
128-148 |
128-148 |
128-254 |
|
S3 |
128-033 |
128-097 |
128-243 |
|
S4 |
127-238 |
127-302 |
128-212 |
|
|
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% |
0-160 |
0.4% |
72% |
False |
False |
820,563 |
10 |
130-005 |
128-055 |
1-270 |
1.4% |
0-194 |
0.5% |
37% |
False |
False |
1,051,873 |
20 |
130-005 |
126-165 |
3-160 |
2.7% |
0-198 |
0.5% |
67% |
False |
False |
1,065,655 |
40 |
130-005 |
126-160 |
3-165 |
2.7% |
0-210 |
0.5% |
67% |
False |
False |
932,589 |
60 |
130-005 |
124-280 |
5-045 |
4.0% |
0-203 |
0.5% |
78% |
False |
False |
623,890 |
80 |
130-005 |
124-000 |
6-005 |
4.7% |
0-180 |
0.4% |
81% |
False |
False |
468,005 |
100 |
130-005 |
123-310 |
6-015 |
4.7% |
0-150 |
0.4% |
81% |
False |
False |
374,404 |
120 |
130-005 |
123-310 |
6-015 |
4.7% |
0-125 |
0.3% |
81% |
False |
False |
312,003 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-164 |
2.618 |
129-296 |
1.618 |
129-181 |
1.000 |
129-110 |
0.618 |
129-066 |
HIGH |
128-315 |
0.618 |
128-271 |
0.500 |
128-258 |
0.382 |
128-244 |
LOW |
128-200 |
0.618 |
128-129 |
1.000 |
128-085 |
1.618 |
128-014 |
2.618 |
127-219 |
4.250 |
127-031 |
|
|
Fisher Pivots for day following 13-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
128-269 |
128-245 |
PP |
128-263 |
128-215 |
S1 |
128-258 |
128-185 |
|