ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 17-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2015 |
17-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
126-005 |
126-255 |
0-250 |
0.6% |
126-250 |
High |
126-005 |
126-255 |
0-250 |
0.6% |
127-010 |
Low |
126-005 |
126-255 |
0-250 |
0.6% |
126-210 |
Close |
126-005 |
126-255 |
0-250 |
0.6% |
127-010 |
Range |
|
|
|
|
|
ATR |
0-107 |
0-118 |
0-010 |
9.5% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-255 |
126-255 |
126-255 |
|
R3 |
126-255 |
126-255 |
126-255 |
|
R2 |
126-255 |
126-255 |
126-255 |
|
R1 |
126-255 |
126-255 |
126-255 |
126-255 |
PP |
126-255 |
126-255 |
126-255 |
126-255 |
S1 |
126-255 |
126-255 |
126-255 |
126-255 |
S2 |
126-255 |
126-255 |
126-255 |
|
S3 |
126-255 |
126-255 |
126-255 |
|
S4 |
126-255 |
126-255 |
126-255 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-015 |
126-005 |
1-010 |
0.8% |
0-000 |
0.0% |
76% |
False |
False |
|
10 |
127-080 |
126-005 |
1-075 |
1.0% |
0-000 |
0.0% |
63% |
False |
False |
|
20 |
128-040 |
126-005 |
2-035 |
1.7% |
0-000 |
0.0% |
37% |
False |
False |
|
40 |
128-040 |
125-100 |
2-260 |
2.2% |
0-000 |
0.0% |
53% |
False |
False |
|
60 |
128-040 |
123-180 |
4-180 |
3.6% |
0-000 |
0.0% |
71% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-255 |
2.618 |
126-255 |
1.618 |
126-255 |
1.000 |
126-255 |
0.618 |
126-255 |
HIGH |
126-255 |
0.618 |
126-255 |
0.500 |
126-255 |
0.382 |
126-255 |
LOW |
126-255 |
0.618 |
126-255 |
1.000 |
126-255 |
1.618 |
126-255 |
2.618 |
126-255 |
4.250 |
126-255 |
|
|
Fisher Pivots for day following 17-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
126-255 |
126-213 |
PP |
126-255 |
126-172 |
S1 |
126-255 |
126-130 |
|