ECBOT 10 Year T-Note Future December 2015
Trading Metrics calculated at close of trading on 26-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2015 |
26-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
128-285 |
128-130 |
-0-155 |
-0.4% |
128-305 |
High |
128-295 |
128-215 |
-0-080 |
-0.2% |
129-040 |
Low |
128-090 |
128-105 |
0-015 |
0.0% |
128-090 |
Close |
128-135 |
128-190 |
0-055 |
0.1% |
128-135 |
Range |
0-205 |
0-110 |
-0-095 |
-46.3% |
0-270 |
ATR |
0-184 |
0-179 |
-0-005 |
-2.9% |
0-000 |
Volume |
1,255,428 |
743,734 |
-511,694 |
-40.8% |
5,135,915 |
|
Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-180 |
129-135 |
128-250 |
|
R3 |
129-070 |
129-025 |
128-220 |
|
R2 |
128-280 |
128-280 |
128-210 |
|
R1 |
128-235 |
128-235 |
128-200 |
128-258 |
PP |
128-170 |
128-170 |
128-170 |
128-181 |
S1 |
128-125 |
128-125 |
128-180 |
128-148 |
S2 |
128-060 |
128-060 |
128-170 |
|
S3 |
127-270 |
128-015 |
128-160 |
|
S4 |
127-160 |
127-225 |
128-130 |
|
|
Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-045 |
130-200 |
128-284 |
|
R3 |
130-095 |
129-250 |
128-209 |
|
R2 |
129-145 |
129-145 |
128-184 |
|
R1 |
128-300 |
128-300 |
128-160 |
128-248 |
PP |
128-195 |
128-195 |
128-195 |
128-169 |
S1 |
128-030 |
128-030 |
128-110 |
127-298 |
S2 |
127-245 |
127-245 |
128-086 |
|
S3 |
126-295 |
127-080 |
128-061 |
|
S4 |
126-025 |
126-130 |
127-306 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
129-030 |
128-090 |
0-260 |
0.6% |
0-157 |
0.4% |
38% |
False |
False |
998,920 |
10 |
129-200 |
128-090 |
1-110 |
1.0% |
0-155 |
0.4% |
23% |
False |
False |
977,501 |
20 |
130-005 |
128-055 |
1-270 |
1.4% |
0-178 |
0.4% |
23% |
False |
False |
1,041,361 |
40 |
130-005 |
126-165 |
3-160 |
2.7% |
0-189 |
0.5% |
59% |
False |
False |
1,033,341 |
60 |
130-005 |
125-270 |
4-055 |
3.2% |
0-205 |
0.5% |
66% |
False |
False |
772,650 |
80 |
130-005 |
124-160 |
5-165 |
4.3% |
0-192 |
0.5% |
74% |
False |
False |
579,893 |
100 |
130-005 |
123-310 |
6-015 |
4.7% |
0-163 |
0.4% |
76% |
False |
False |
463,917 |
120 |
130-005 |
123-310 |
6-015 |
4.7% |
0-137 |
0.3% |
76% |
False |
False |
386,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-042 |
2.618 |
129-183 |
1.618 |
129-073 |
1.000 |
129-005 |
0.618 |
128-283 |
HIGH |
128-215 |
0.618 |
128-173 |
0.500 |
128-160 |
0.382 |
128-147 |
LOW |
128-105 |
0.618 |
128-037 |
1.000 |
127-315 |
1.618 |
127-247 |
2.618 |
127-137 |
4.250 |
126-278 |
|
|
Fisher Pivots for day following 26-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
128-180 |
128-220 |
PP |
128-170 |
128-210 |
S1 |
128-160 |
128-200 |
|