ECBOT 10 Year T-Note Future December 2015
Trading Metrics calculated at close of trading on 28-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2015 |
28-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
128-195 |
128-275 |
0-080 |
0.2% |
128-305 |
High |
129-025 |
128-290 |
-0-055 |
-0.1% |
129-040 |
Low |
128-180 |
128-035 |
-0-145 |
-0.4% |
128-090 |
Close |
128-295 |
128-065 |
-0-230 |
-0.6% |
128-135 |
Range |
0-165 |
0-255 |
0-090 |
54.5% |
0-270 |
ATR |
0-178 |
0-184 |
0-006 |
3.3% |
0-000 |
Volume |
943,946 |
1,285,733 |
341,787 |
36.2% |
5,135,915 |
|
Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-255 |
130-095 |
128-205 |
|
R3 |
130-000 |
129-160 |
128-135 |
|
R2 |
129-065 |
129-065 |
128-112 |
|
R1 |
128-225 |
128-225 |
128-088 |
128-178 |
PP |
128-130 |
128-130 |
128-130 |
128-106 |
S1 |
127-290 |
127-290 |
128-042 |
127-242 |
S2 |
127-195 |
127-195 |
128-018 |
|
S3 |
126-260 |
127-035 |
127-315 |
|
S4 |
126-005 |
126-100 |
127-245 |
|
|
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 |
128-035 |
0-315 |
0.8% |
0-174 |
0.4% |
10% |
False |
True |
1,067,221 |
10 |
129-200 |
128-035 |
1-165 |
1.2% |
0-162 |
0.4% |
6% |
False |
True |
996,592 |
20 |
130-005 |
128-035 |
1-290 |
1.5% |
0-180 |
0.4% |
5% |
False |
True |
1,021,153 |
40 |
130-005 |
126-165 |
3-160 |
2.7% |
0-188 |
0.5% |
48% |
False |
False |
1,028,670 |
60 |
130-005 |
125-270 |
4-055 |
3.3% |
0-205 |
0.5% |
57% |
False |
False |
809,686 |
80 |
130-005 |
124-160 |
5-165 |
4.3% |
0-191 |
0.5% |
67% |
False |
False |
607,763 |
100 |
130-005 |
123-310 |
6-015 |
4.7% |
0-165 |
0.4% |
70% |
False |
False |
486,213 |
120 |
130-005 |
123-310 |
6-015 |
4.7% |
0-140 |
0.3% |
70% |
False |
False |
405,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-094 |
2.618 |
130-318 |
1.618 |
130-063 |
1.000 |
129-225 |
0.618 |
129-128 |
HIGH |
128-290 |
0.618 |
128-193 |
0.500 |
128-162 |
0.382 |
128-132 |
LOW |
128-035 |
0.618 |
127-197 |
1.000 |
127-100 |
1.618 |
126-262 |
2.618 |
126-007 |
4.250 |
124-231 |
|
|
Fisher Pivots for day following 28-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
128-162 |
128-190 |
PP |
128-130 |
128-148 |
S1 |
128-098 |
128-107 |
|