ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 24-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2015 |
24-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
127-170 |
127-220 |
0-050 |
0.1% |
127-015 |
| High |
127-170 |
127-260 |
0-090 |
0.2% |
127-150 |
| Low |
127-170 |
127-220 |
0-050 |
0.1% |
126-005 |
| Close |
127-170 |
127-220 |
0-050 |
0.1% |
127-150 |
| Range |
0-000 |
0-040 |
0-040 |
|
1-145 |
| ATR |
0-130 |
0-127 |
-0-003 |
-2.2% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-033 |
128-007 |
127-242 |
|
| R3 |
127-313 |
127-287 |
127-231 |
|
| R2 |
127-273 |
127-273 |
127-227 |
|
| R1 |
127-247 |
127-247 |
127-224 |
127-240 |
| PP |
127-233 |
127-233 |
127-233 |
127-230 |
| S1 |
127-207 |
127-207 |
127-216 |
127-200 |
| S2 |
127-193 |
127-193 |
127-213 |
|
| S3 |
127-153 |
127-167 |
127-209 |
|
| S4 |
127-113 |
127-127 |
127-198 |
|
|
| 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 |
127-260 |
126-290 |
0-290 |
0.7% |
0-008 |
0.0% |
86% |
True |
False |
|
| 10 |
127-260 |
126-005 |
1-255 |
1.4% |
0-004 |
0.0% |
93% |
True |
False |
|
| 20 |
127-260 |
126-005 |
1-255 |
1.4% |
0-002 |
0.0% |
93% |
True |
False |
|
| 40 |
128-040 |
125-165 |
2-195 |
2.0% |
0-001 |
0.0% |
83% |
False |
False |
|
| 60 |
128-040 |
124-030 |
4-010 |
3.2% |
0-001 |
0.0% |
89% |
False |
False |
|
| 80 |
128-040 |
123-160 |
4-200 |
3.6% |
0-000 |
0.0% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-110 |
|
2.618 |
128-045 |
|
1.618 |
128-005 |
|
1.000 |
127-300 |
|
0.618 |
127-285 |
|
HIGH |
127-260 |
|
0.618 |
127-245 |
|
0.500 |
127-240 |
|
0.382 |
127-235 |
|
LOW |
127-220 |
|
0.618 |
127-195 |
|
1.000 |
127-180 |
|
1.618 |
127-155 |
|
2.618 |
127-115 |
|
4.250 |
127-050 |
|
|
| Fisher Pivots for day following 24-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-240 |
127-218 |
| PP |
127-233 |
127-217 |
| S1 |
127-227 |
127-215 |
|