ECBOT 10 Year T-Note Future December 2015
Trading Metrics calculated at close of trading on 15-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
128-300 |
129-190 |
0-210 |
0.5% |
129-095 |
High |
129-200 |
129-200 |
0-000 |
0.0% |
129-150 |
Low |
128-290 |
129-025 |
0-055 |
0.1% |
128-055 |
Close |
129-175 |
129-040 |
-0-135 |
-0.3% |
128-155 |
Range |
0-230 |
0-175 |
-0-055 |
-23.9% |
1-095 |
ATR |
0-202 |
0-200 |
-0-002 |
-0.9% |
0-000 |
Volume |
1,215,022 |
1,079,901 |
-135,121 |
-11.1% |
5,081,074 |
|
Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-293 |
130-182 |
129-136 |
|
R3 |
130-118 |
130-007 |
129-088 |
|
R2 |
129-263 |
129-263 |
129-072 |
|
R1 |
129-152 |
129-152 |
129-056 |
129-120 |
PP |
129-088 |
129-088 |
129-088 |
129-072 |
S1 |
128-297 |
128-297 |
129-024 |
128-265 |
S2 |
128-233 |
128-233 |
129-008 |
|
S3 |
128-058 |
128-122 |
128-312 |
|
S4 |
127-203 |
127-267 |
128-264 |
|
|
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 |
129-200 |
128-055 |
1-145 |
1.1% |
0-163 |
0.4% |
66% |
True |
False |
845,728 |
10 |
130-005 |
128-055 |
1-270 |
1.4% |
0-201 |
0.5% |
52% |
False |
False |
1,027,449 |
20 |
130-005 |
127-105 |
2-220 |
2.1% |
0-196 |
0.5% |
67% |
False |
False |
1,069,463 |
40 |
130-005 |
126-165 |
3-160 |
2.7% |
0-208 |
0.5% |
75% |
False |
False |
988,927 |
60 |
130-005 |
125-140 |
4-185 |
3.5% |
0-206 |
0.5% |
81% |
False |
False |
662,066 |
80 |
130-005 |
124-000 |
6-005 |
4.7% |
0-185 |
0.4% |
85% |
False |
False |
496,691 |
100 |
130-005 |
123-310 |
6-015 |
4.7% |
0-154 |
0.4% |
85% |
False |
False |
397,353 |
120 |
130-005 |
123-310 |
6-015 |
4.7% |
0-128 |
0.3% |
85% |
False |
False |
331,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-304 |
2.618 |
131-018 |
1.618 |
130-163 |
1.000 |
130-055 |
0.618 |
129-308 |
HIGH |
129-200 |
0.618 |
129-133 |
0.500 |
129-112 |
0.382 |
129-092 |
LOW |
129-025 |
0.618 |
128-237 |
1.000 |
128-170 |
1.618 |
128-062 |
2.618 |
127-207 |
4.250 |
126-241 |
|
|
Fisher Pivots for day following 15-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
129-112 |
129-040 |
PP |
129-088 |
129-040 |
S1 |
129-064 |
129-040 |
|