ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 21-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2015 |
21-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
127-150 |
126-290 |
-0-180 |
-0.4% |
127-015 |
High |
127-150 |
126-290 |
-0-180 |
-0.4% |
127-150 |
Low |
127-150 |
126-290 |
-0-180 |
-0.4% |
126-005 |
Close |
127-150 |
126-290 |
-0-180 |
-0.4% |
127-150 |
Range |
|
|
|
|
|
ATR |
0-125 |
0-129 |
0-004 |
3.2% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-290 |
126-290 |
126-290 |
|
R3 |
126-290 |
126-290 |
126-290 |
|
R2 |
126-290 |
126-290 |
126-290 |
|
R1 |
126-290 |
126-290 |
126-290 |
126-290 |
PP |
126-290 |
126-290 |
126-290 |
126-290 |
S1 |
126-290 |
126-290 |
126-290 |
126-290 |
S2 |
126-290 |
126-290 |
126-290 |
|
S3 |
126-290 |
126-290 |
126-290 |
|
S4 |
126-290 |
126-290 |
126-290 |
|
|
Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-110 |
130-275 |
128-086 |
|
R3 |
129-285 |
129-130 |
127-278 |
|
R2 |
128-140 |
128-140 |
127-235 |
|
R1 |
127-305 |
127-305 |
127-193 |
128-063 |
PP |
126-315 |
126-315 |
126-315 |
127-034 |
S1 |
126-160 |
126-160 |
127-107 |
126-238 |
S2 |
125-170 |
125-170 |
127-065 |
|
S3 |
124-025 |
125-015 |
127-022 |
|
S4 |
122-200 |
123-190 |
126-214 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-150 |
126-005 |
1-145 |
1.1% |
0-000 |
0.0% |
61% |
False |
False |
|
10 |
127-150 |
126-005 |
1-145 |
1.1% |
0-000 |
0.0% |
61% |
False |
False |
|
20 |
128-040 |
126-005 |
2-035 |
1.7% |
0-000 |
0.0% |
42% |
False |
False |
|
40 |
128-040 |
125-165 |
2-195 |
2.1% |
0-000 |
0.0% |
53% |
False |
False |
|
60 |
128-040 |
123-180 |
4-180 |
3.6% |
0-000 |
0.0% |
73% |
False |
False |
|
80 |
128-040 |
123-160 |
4-200 |
3.6% |
0-000 |
0.0% |
74% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-290 |
2.618 |
126-290 |
1.618 |
126-290 |
1.000 |
126-290 |
0.618 |
126-290 |
HIGH |
126-290 |
0.618 |
126-290 |
0.500 |
126-290 |
0.382 |
126-290 |
LOW |
126-290 |
0.618 |
126-290 |
1.000 |
126-290 |
1.618 |
126-290 |
2.618 |
126-290 |
4.250 |
126-290 |
|
|
Fisher Pivots for day following 21-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
126-290 |
127-043 |
PP |
126-290 |
127-018 |
S1 |
126-290 |
126-314 |
|