ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 15-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2015 |
15-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
127-015 |
126-065 |
-0-270 |
-0.7% |
126-250 |
High |
127-015 |
126-065 |
-0-270 |
-0.7% |
127-010 |
Low |
127-015 |
126-065 |
-0-270 |
-0.7% |
126-210 |
Close |
127-015 |
126-065 |
-0-270 |
-0.7% |
127-010 |
Range |
|
|
|
|
|
ATR |
0-099 |
0-111 |
0-012 |
12.4% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-065 |
126-065 |
126-065 |
|
R3 |
126-065 |
126-065 |
126-065 |
|
R2 |
126-065 |
126-065 |
126-065 |
|
R1 |
126-065 |
126-065 |
126-065 |
126-065 |
PP |
126-065 |
126-065 |
126-065 |
126-065 |
S1 |
126-065 |
126-065 |
126-065 |
126-065 |
S2 |
126-065 |
126-065 |
126-065 |
|
S3 |
126-065 |
126-065 |
126-065 |
|
S4 |
126-065 |
126-065 |
126-065 |
|
|
Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-010 |
127-290 |
127-076 |
|
R3 |
127-210 |
127-170 |
127-043 |
|
R2 |
127-090 |
127-090 |
127-032 |
|
R1 |
127-050 |
127-050 |
127-021 |
127-070 |
PP |
126-290 |
126-290 |
126-290 |
126-300 |
S1 |
126-250 |
126-250 |
126-319 |
126-270 |
S2 |
126-170 |
126-170 |
126-308 |
|
S3 |
126-050 |
126-130 |
126-297 |
|
S4 |
125-250 |
126-010 |
126-264 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-065 |
2.618 |
126-065 |
1.618 |
126-065 |
1.000 |
126-065 |
0.618 |
126-065 |
HIGH |
126-065 |
0.618 |
126-065 |
0.500 |
126-065 |
0.382 |
126-065 |
LOW |
126-065 |
0.618 |
126-065 |
1.000 |
126-065 |
1.618 |
126-065 |
2.618 |
126-065 |
4.250 |
126-065 |
|
|
Fisher Pivots for day following 15-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
126-065 |
126-200 |
PP |
126-065 |
126-155 |
S1 |
126-065 |
126-110 |
|