ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 27-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2015 |
27-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
128-130 |
128-195 |
0-065 |
0.2% |
128-305 |
| High |
128-215 |
129-025 |
0-130 |
0.3% |
129-040 |
| Low |
128-105 |
128-180 |
0-075 |
0.2% |
128-090 |
| Close |
128-190 |
128-295 |
0-105 |
0.3% |
128-135 |
| Range |
0-110 |
0-165 |
0-055 |
50.0% |
0-270 |
| ATR |
0-179 |
0-178 |
-0-001 |
-0.6% |
0-000 |
| Volume |
743,734 |
943,946 |
200,212 |
26.9% |
5,135,915 |
|
| Daily Pivots for day following 27-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-128 |
130-057 |
129-066 |
|
| R3 |
129-283 |
129-212 |
129-020 |
|
| R2 |
129-118 |
129-118 |
129-005 |
|
| R1 |
129-047 |
129-047 |
128-310 |
129-082 |
| PP |
128-273 |
128-273 |
128-273 |
128-291 |
| S1 |
128-202 |
128-202 |
128-280 |
128-238 |
| S2 |
128-108 |
128-108 |
128-265 |
|
| S3 |
127-263 |
128-037 |
128-250 |
|
| S4 |
127-098 |
127-192 |
128-204 |
|
|
| 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% |
0-153 |
0.4% |
79% |
False |
False |
979,381 |
| 10 |
129-200 |
128-090 |
1-110 |
1.0% |
0-160 |
0.4% |
48% |
False |
False |
989,521 |
| 20 |
130-005 |
128-055 |
1-270 |
1.4% |
0-177 |
0.4% |
41% |
False |
False |
1,020,697 |
| 40 |
130-005 |
126-165 |
3-160 |
2.7% |
0-186 |
0.5% |
69% |
False |
False |
1,029,109 |
| 60 |
130-005 |
125-270 |
4-055 |
3.2% |
0-205 |
0.5% |
74% |
False |
False |
788,291 |
| 80 |
130-005 |
124-160 |
5-165 |
4.3% |
0-191 |
0.5% |
80% |
False |
False |
591,692 |
| 100 |
130-005 |
123-310 |
6-015 |
4.7% |
0-164 |
0.4% |
82% |
False |
False |
473,356 |
| 120 |
130-005 |
123-310 |
6-015 |
4.7% |
0-138 |
0.3% |
82% |
False |
False |
394,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-086 |
|
2.618 |
130-137 |
|
1.618 |
129-292 |
|
1.000 |
129-190 |
|
0.618 |
129-127 |
|
HIGH |
129-025 |
|
0.618 |
128-282 |
|
0.500 |
128-262 |
|
0.382 |
128-243 |
|
LOW |
128-180 |
|
0.618 |
128-078 |
|
1.000 |
128-015 |
|
1.618 |
127-233 |
|
2.618 |
127-068 |
|
4.250 |
126-119 |
|
|
| Fisher Pivots for day following 27-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-284 |
128-269 |
| PP |
128-273 |
128-243 |
| S1 |
128-262 |
128-218 |
|