ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 21-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2015 |
21-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
128-315 |
128-180 |
-0-135 |
-0.3% |
128-180 |
| High |
129-020 |
129-000 |
-0-020 |
0.0% |
129-200 |
| Low |
128-155 |
128-170 |
0-015 |
0.0% |
128-140 |
| Close |
128-180 |
128-280 |
0-100 |
0.2% |
129-010 |
| Range |
0-185 |
0-150 |
-0-035 |
-18.9% |
1-060 |
| ATR |
0-189 |
0-186 |
-0-003 |
-1.5% |
0-000 |
| Volume |
1,041,644 |
846,532 |
-195,112 |
-18.7% |
4,049,629 |
|
| Daily Pivots for day following 21-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-067 |
130-003 |
129-042 |
|
| R3 |
129-237 |
129-173 |
129-001 |
|
| R2 |
129-087 |
129-087 |
128-308 |
|
| R1 |
129-023 |
129-023 |
128-294 |
129-055 |
| PP |
128-257 |
128-257 |
128-257 |
128-272 |
| S1 |
128-193 |
128-193 |
128-266 |
128-225 |
| S2 |
128-107 |
128-107 |
128-252 |
|
| S3 |
127-277 |
128-043 |
128-239 |
|
| S4 |
127-127 |
127-213 |
128-198 |
|
|
| 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% |
0-151 |
0.4% |
34% |
False |
False |
925,963 |
| 10 |
129-200 |
128-055 |
1-145 |
1.1% |
0-162 |
0.4% |
48% |
False |
False |
896,036 |
| 20 |
130-005 |
127-140 |
2-185 |
2.0% |
0-185 |
0.4% |
56% |
False |
False |
1,060,567 |
| 40 |
130-005 |
126-165 |
3-160 |
2.7% |
0-196 |
0.5% |
67% |
False |
False |
1,056,949 |
| 60 |
130-005 |
125-200 |
4-125 |
3.4% |
0-207 |
0.5% |
74% |
False |
False |
721,095 |
| 80 |
130-005 |
124-160 |
5-165 |
4.3% |
0-192 |
0.5% |
79% |
False |
False |
541,064 |
| 100 |
130-005 |
123-310 |
6-015 |
4.7% |
0-158 |
0.4% |
81% |
False |
False |
432,852 |
| 120 |
130-005 |
123-310 |
6-015 |
4.7% |
0-133 |
0.3% |
81% |
False |
False |
360,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-318 |
|
2.618 |
130-073 |
|
1.618 |
129-243 |
|
1.000 |
129-150 |
|
0.618 |
129-093 |
|
HIGH |
129-000 |
|
0.618 |
128-263 |
|
0.500 |
128-245 |
|
0.382 |
128-227 |
|
LOW |
128-170 |
|
0.618 |
128-077 |
|
1.000 |
128-020 |
|
1.618 |
127-247 |
|
2.618 |
127-097 |
|
4.250 |
126-172 |
|
|
| Fisher Pivots for day following 21-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-268 |
128-272 |
| PP |
128-257 |
128-265 |
| S1 |
128-245 |
128-258 |
|