ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 28-Sep-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2015 |
28-Sep-2015 |
Change |
Change % |
Previous Week |
Open |
127-115 |
127-305 |
0-190 |
0.5% |
126-290 |
High |
127-115 |
127-305 |
0-190 |
0.5% |
127-260 |
Low |
127-055 |
127-305 |
0-250 |
0.6% |
126-290 |
Close |
127-115 |
127-305 |
0-190 |
0.5% |
127-115 |
Range |
0-060 |
0-000 |
-0-060 |
-100.0% |
0-290 |
ATR |
0-130 |
0-134 |
0-004 |
3.3% |
0-000 |
Volume |
0 |
16 |
16 |
|
1 |
|
Daily Pivots for day following 28-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-305 |
127-305 |
127-305 |
|
R3 |
127-305 |
127-305 |
127-305 |
|
R2 |
127-305 |
127-305 |
127-305 |
|
R1 |
127-305 |
127-305 |
127-305 |
127-305 |
PP |
127-305 |
127-305 |
127-305 |
127-305 |
S1 |
127-305 |
127-305 |
127-305 |
127-305 |
S2 |
127-305 |
127-305 |
127-305 |
|
S3 |
127-305 |
127-305 |
127-305 |
|
S4 |
127-305 |
127-305 |
127-305 |
|
|
Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-025 |
129-200 |
127-274 |
|
R3 |
129-055 |
128-230 |
127-195 |
|
R2 |
128-085 |
128-085 |
127-168 |
|
R1 |
127-260 |
127-260 |
127-142 |
128-012 |
PP |
127-115 |
127-115 |
127-115 |
127-151 |
S1 |
126-290 |
126-290 |
127-088 |
127-043 |
S2 |
126-145 |
126-145 |
127-062 |
|
S3 |
125-175 |
126-000 |
127-035 |
|
S4 |
124-205 |
125-030 |
126-276 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-305 |
127-055 |
0-250 |
0.6% |
0-020 |
0.0% |
100% |
True |
False |
3 |
10 |
127-305 |
126-005 |
1-300 |
1.5% |
0-010 |
0.0% |
100% |
True |
False |
1 |
20 |
127-305 |
126-005 |
1-300 |
1.5% |
0-005 |
0.0% |
100% |
True |
False |
|
40 |
128-040 |
125-165 |
2-195 |
2.0% |
0-002 |
0.0% |
93% |
False |
False |
|
60 |
128-040 |
124-075 |
3-285 |
3.0% |
0-002 |
0.0% |
96% |
False |
False |
|
80 |
128-040 |
123-160 |
4-200 |
3.6% |
0-001 |
0.0% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-305 |
2.618 |
127-305 |
1.618 |
127-305 |
1.000 |
127-305 |
0.618 |
127-305 |
HIGH |
127-305 |
0.618 |
127-305 |
0.500 |
127-305 |
0.382 |
127-305 |
LOW |
127-305 |
0.618 |
127-305 |
1.000 |
127-305 |
1.618 |
127-305 |
2.618 |
127-305 |
4.250 |
127-305 |
|
|
Fisher Pivots for day following 28-Sep-2015 |
Pivot |
1 day |
3 day |
R1 |
127-305 |
127-263 |
PP |
127-305 |
127-222 |
S1 |
127-305 |
127-180 |
|