ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 30-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2015 |
30-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
128-045 |
127-200 |
-0-165 |
-0.4% |
128-130 |
| High |
128-085 |
127-265 |
-0-140 |
-0.3% |
129-025 |
| Low |
127-175 |
127-145 |
-0-030 |
-0.1% |
127-145 |
| Close |
127-195 |
127-220 |
0-025 |
0.1% |
127-220 |
| Range |
0-230 |
0-120 |
-0-110 |
-47.8% |
1-200 |
| ATR |
0-187 |
0-182 |
-0-005 |
-2.6% |
0-000 |
| Volume |
1,568,986 |
1,471,261 |
-97,725 |
-6.2% |
6,013,660 |
|
| Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-250 |
128-195 |
127-286 |
|
| R3 |
128-130 |
128-075 |
127-253 |
|
| R2 |
128-010 |
128-010 |
127-242 |
|
| R1 |
127-275 |
127-275 |
127-231 |
127-302 |
| PP |
127-210 |
127-210 |
127-210 |
127-224 |
| S1 |
127-155 |
127-155 |
127-209 |
127-182 |
| S2 |
127-090 |
127-090 |
127-198 |
|
| S3 |
126-290 |
127-035 |
127-187 |
|
| S4 |
126-170 |
126-235 |
127-154 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-303 |
131-302 |
128-186 |
|
| R3 |
131-103 |
130-102 |
128-043 |
|
| R2 |
129-223 |
129-223 |
127-315 |
|
| R1 |
128-222 |
128-222 |
127-268 |
128-122 |
| PP |
128-023 |
128-023 |
128-023 |
127-294 |
| S1 |
127-022 |
127-022 |
127-172 |
126-242 |
| S2 |
126-143 |
126-143 |
127-125 |
|
| S3 |
124-263 |
125-142 |
127-077 |
|
| S4 |
123-063 |
123-262 |
126-254 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-025 |
127-145 |
1-200 |
1.3% |
0-176 |
0.4% |
14% |
False |
True |
1,202,732 |
| 10 |
129-040 |
127-145 |
1-215 |
1.3% |
0-168 |
0.4% |
14% |
False |
True |
1,114,957 |
| 20 |
129-200 |
127-145 |
2-055 |
1.7% |
0-168 |
0.4% |
11% |
False |
True |
1,014,013 |
| 40 |
130-005 |
126-165 |
3-160 |
2.7% |
0-190 |
0.5% |
33% |
False |
False |
1,054,469 |
| 60 |
130-005 |
126-030 |
3-295 |
3.1% |
0-204 |
0.5% |
41% |
False |
False |
860,232 |
| 80 |
130-005 |
124-160 |
5-165 |
4.3% |
0-191 |
0.5% |
58% |
False |
False |
645,749 |
| 100 |
130-005 |
124-000 |
6-005 |
4.7% |
0-166 |
0.4% |
61% |
False |
False |
516,616 |
| 120 |
130-005 |
123-310 |
6-015 |
4.7% |
0-143 |
0.3% |
61% |
False |
False |
430,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-135 |
|
2.618 |
128-259 |
|
1.618 |
128-139 |
|
1.000 |
128-065 |
|
0.618 |
128-019 |
|
HIGH |
127-265 |
|
0.618 |
127-219 |
|
0.500 |
127-205 |
|
0.382 |
127-191 |
|
LOW |
127-145 |
|
0.618 |
127-071 |
|
1.000 |
127-025 |
|
1.618 |
126-271 |
|
2.618 |
126-151 |
|
4.250 |
125-275 |
|
|
| Fisher Pivots for day following 30-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-215 |
128-058 |
| PP |
127-210 |
128-005 |
| S1 |
127-205 |
127-272 |
|