ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 20-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2015 |
20-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
128-305 |
128-315 |
0-010 |
0.0% |
128-180 |
| High |
129-040 |
129-020 |
-0-020 |
0.0% |
129-200 |
| Low |
128-230 |
128-155 |
-0-075 |
-0.2% |
128-140 |
| Close |
128-310 |
128-180 |
-0-130 |
-0.3% |
129-010 |
| Range |
0-130 |
0-185 |
0-055 |
42.3% |
1-060 |
| ATR |
0-189 |
0-189 |
0-000 |
-0.2% |
0-000 |
| Volume |
885,046 |
1,041,644 |
156,598 |
17.7% |
4,049,629 |
|
| Daily Pivots for day following 20-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-140 |
130-025 |
128-282 |
|
| R3 |
129-275 |
129-160 |
128-231 |
|
| R2 |
129-090 |
129-090 |
128-214 |
|
| R1 |
128-295 |
128-295 |
128-197 |
128-260 |
| PP |
128-225 |
128-225 |
128-225 |
128-208 |
| S1 |
128-110 |
128-110 |
128-163 |
128-075 |
| S2 |
128-040 |
128-040 |
128-146 |
|
| S3 |
127-175 |
127-245 |
128-129 |
|
| S4 |
126-310 |
127-060 |
128-078 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-190 |
132-000 |
129-219 |
|
| R3 |
131-130 |
130-260 |
129-114 |
|
| R2 |
130-070 |
130-070 |
129-080 |
|
| R1 |
129-200 |
129-200 |
129-045 |
129-295 |
| PP |
129-010 |
129-010 |
129-010 |
129-058 |
| S1 |
128-140 |
128-140 |
128-295 |
128-235 |
| S2 |
127-270 |
127-270 |
128-260 |
|
| S3 |
126-210 |
127-080 |
128-226 |
|
| S4 |
125-150 |
126-020 |
128-121 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-200 |
128-155 |
1-045 |
0.9% |
0-167 |
0.4% |
7% |
False |
True |
999,661 |
| 10 |
129-200 |
128-055 |
1-145 |
1.1% |
0-164 |
0.4% |
27% |
False |
False |
910,112 |
| 20 |
130-005 |
127-140 |
2-185 |
2.0% |
0-187 |
0.5% |
44% |
False |
False |
1,063,971 |
| 40 |
130-005 |
126-165 |
3-160 |
2.7% |
0-201 |
0.5% |
58% |
False |
False |
1,049,594 |
| 60 |
130-005 |
125-200 |
4-125 |
3.4% |
0-206 |
0.5% |
67% |
False |
False |
707,047 |
| 80 |
130-005 |
124-160 |
5-165 |
4.3% |
0-190 |
0.5% |
74% |
False |
False |
530,483 |
| 100 |
130-005 |
123-310 |
6-015 |
4.7% |
0-157 |
0.4% |
76% |
False |
False |
424,387 |
| 120 |
130-005 |
123-310 |
6-015 |
4.7% |
0-132 |
0.3% |
76% |
False |
False |
353,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-166 |
|
2.618 |
130-184 |
|
1.618 |
129-319 |
|
1.000 |
129-205 |
|
0.618 |
129-134 |
|
HIGH |
129-020 |
|
0.618 |
128-269 |
|
0.500 |
128-248 |
|
0.382 |
128-226 |
|
LOW |
128-155 |
|
0.618 |
128-041 |
|
1.000 |
127-290 |
|
1.618 |
127-176 |
|
2.618 |
126-311 |
|
4.250 |
126-009 |
|
|
| Fisher Pivots for day following 20-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-248 |
128-285 |
| PP |
128-225 |
128-250 |
| S1 |
128-202 |
128-215 |
|