ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 23-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2015 |
23-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
127-215 |
127-170 |
-0-045 |
-0.1% |
127-015 |
High |
127-215 |
127-170 |
-0-045 |
-0.1% |
127-150 |
Low |
127-215 |
127-170 |
-0-045 |
-0.1% |
126-005 |
Close |
127-215 |
127-170 |
-0-045 |
-0.1% |
127-150 |
Range |
|
|
|
|
|
ATR |
0-137 |
0-130 |
-0-007 |
-4.8% |
0-000 |
Volume |
1 |
0 |
-1 |
-100.0% |
0 |
|
Daily Pivots for day following 23-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-170 |
127-170 |
127-170 |
|
R3 |
127-170 |
127-170 |
127-170 |
|
R2 |
127-170 |
127-170 |
127-170 |
|
R1 |
127-170 |
127-170 |
127-170 |
127-170 |
PP |
127-170 |
127-170 |
127-170 |
127-170 |
S1 |
127-170 |
127-170 |
127-170 |
127-170 |
S2 |
127-170 |
127-170 |
127-170 |
|
S3 |
127-170 |
127-170 |
127-170 |
|
S4 |
127-170 |
127-170 |
127-170 |
|
|
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 |
127-215 |
126-255 |
0-280 |
0.7% |
0-000 |
0.0% |
84% |
False |
False |
|
10 |
127-215 |
126-005 |
1-210 |
1.3% |
0-000 |
0.0% |
92% |
False |
False |
|
20 |
127-215 |
126-005 |
1-210 |
1.3% |
0-000 |
0.0% |
92% |
False |
False |
|
40 |
128-040 |
125-165 |
2-195 |
2.0% |
0-000 |
0.0% |
77% |
False |
False |
|
60 |
128-040 |
124-030 |
4-010 |
3.2% |
0-000 |
0.0% |
85% |
False |
False |
|
80 |
128-040 |
123-160 |
4-200 |
3.6% |
0-000 |
0.0% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-170 |
2.618 |
127-170 |
1.618 |
127-170 |
1.000 |
127-170 |
0.618 |
127-170 |
HIGH |
127-170 |
0.618 |
127-170 |
0.500 |
127-170 |
0.382 |
127-170 |
LOW |
127-170 |
0.618 |
127-170 |
1.000 |
127-170 |
1.618 |
127-170 |
2.618 |
127-170 |
4.250 |
127-170 |
|
|
Fisher Pivots for day following 23-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
127-170 |
127-144 |
PP |
127-170 |
127-118 |
S1 |
127-170 |
127-093 |
|