ECBOT 10 Year T-Note Future December 2015
Trading Metrics calculated at close of trading on 22-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2015 |
22-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
128-180 |
128-295 |
0-115 |
0.3% |
128-180 |
High |
129-000 |
129-030 |
0-030 |
0.1% |
129-200 |
Low |
128-170 |
128-215 |
0-045 |
0.1% |
128-140 |
Close |
128-280 |
128-300 |
0-020 |
0.0% |
129-010 |
Range |
0-150 |
0-135 |
-0-015 |
-10.0% |
1-060 |
ATR |
0-186 |
0-182 |
-0-004 |
-2.0% |
0-000 |
Volume |
846,532 |
1,107,265 |
260,733 |
30.8% |
4,049,629 |
|
Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-053 |
129-312 |
129-054 |
|
R3 |
129-238 |
129-177 |
129-017 |
|
R2 |
129-103 |
129-103 |
129-005 |
|
R1 |
129-042 |
129-042 |
128-312 |
129-072 |
PP |
128-288 |
128-288 |
128-288 |
128-304 |
S1 |
128-227 |
128-227 |
128-288 |
128-258 |
S2 |
128-153 |
128-153 |
128-275 |
|
S3 |
128-018 |
128-092 |
128-263 |
|
S4 |
127-203 |
127-277 |
128-226 |
|
|
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 |
129-095 |
128-155 |
0-260 |
0.6% |
0-143 |
0.3% |
56% |
False |
False |
931,435 |
10 |
129-200 |
128-055 |
1-145 |
1.1% |
0-153 |
0.4% |
53% |
False |
False |
888,581 |
20 |
130-005 |
127-140 |
2-185 |
2.0% |
0-182 |
0.4% |
58% |
False |
False |
1,052,441 |
40 |
130-005 |
126-165 |
3-160 |
2.7% |
0-192 |
0.5% |
69% |
False |
False |
1,049,877 |
60 |
130-005 |
125-200 |
4-125 |
3.4% |
0-208 |
0.5% |
75% |
False |
False |
739,495 |
80 |
130-005 |
124-160 |
5-165 |
4.3% |
0-192 |
0.5% |
80% |
False |
False |
554,905 |
100 |
130-005 |
123-310 |
6-015 |
4.7% |
0-159 |
0.4% |
82% |
False |
False |
443,925 |
120 |
130-005 |
123-310 |
6-015 |
4.7% |
0-134 |
0.3% |
82% |
False |
False |
369,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-284 |
2.618 |
130-063 |
1.618 |
129-248 |
1.000 |
129-165 |
0.618 |
129-113 |
HIGH |
129-030 |
0.618 |
128-298 |
0.500 |
128-282 |
0.382 |
128-267 |
LOW |
128-215 |
0.618 |
128-132 |
1.000 |
128-080 |
1.618 |
127-317 |
2.618 |
127-182 |
4.250 |
126-281 |
|
|
Fisher Pivots for day following 22-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
128-294 |
128-284 |
PP |
128-288 |
128-268 |
S1 |
128-282 |
128-252 |
|