ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 30-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2015 |
30-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
128-090 |
128-020 |
-0-070 |
-0.2% |
126-290 |
| High |
128-130 |
128-145 |
0-015 |
0.0% |
127-260 |
| Low |
128-000 |
128-005 |
0-005 |
0.0% |
126-290 |
| Close |
128-120 |
128-095 |
-0-025 |
-0.1% |
127-115 |
| Range |
0-130 |
0-140 |
0-010 |
7.7% |
0-290 |
| ATR |
0-135 |
0-136 |
0-000 |
0.3% |
0-000 |
| Volume |
186 |
0 |
-186 |
-100.0% |
1 |
|
| Daily Pivots for day following 30-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-182 |
129-118 |
128-172 |
|
| R3 |
129-042 |
128-298 |
128-134 |
|
| R2 |
128-222 |
128-222 |
128-121 |
|
| R1 |
128-158 |
128-158 |
128-108 |
128-190 |
| PP |
128-082 |
128-082 |
128-082 |
128-097 |
| S1 |
128-018 |
128-018 |
128-082 |
128-050 |
| S2 |
127-262 |
127-262 |
128-069 |
|
| S3 |
127-122 |
127-198 |
128-057 |
|
| S4 |
126-302 |
127-058 |
128-018 |
|
|
| 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 |
128-145 |
127-055 |
1-090 |
1.0% |
0-074 |
0.2% |
88% |
True |
False |
40 |
| 10 |
128-145 |
126-255 |
1-210 |
1.3% |
0-037 |
0.1% |
91% |
True |
False |
20 |
| 20 |
128-145 |
126-005 |
2-140 |
1.9% |
0-019 |
0.0% |
94% |
True |
False |
10 |
| 40 |
128-145 |
125-165 |
2-300 |
2.3% |
0-009 |
0.0% |
95% |
True |
False |
5 |
| 60 |
128-145 |
124-075 |
4-070 |
3.3% |
0-006 |
0.0% |
96% |
True |
False |
3 |
| 80 |
128-145 |
123-160 |
4-305 |
3.9% |
0-005 |
0.0% |
97% |
True |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-100 |
|
2.618 |
129-192 |
|
1.618 |
129-052 |
|
1.000 |
128-285 |
|
0.618 |
128-232 |
|
HIGH |
128-145 |
|
0.618 |
128-092 |
|
0.500 |
128-075 |
|
0.382 |
128-058 |
|
LOW |
128-005 |
|
0.618 |
127-238 |
|
1.000 |
127-185 |
|
1.618 |
127-098 |
|
2.618 |
126-278 |
|
4.250 |
126-050 |
|
|
| Fisher Pivots for day following 30-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-088 |
128-085 |
| PP |
128-082 |
128-075 |
| S1 |
128-075 |
128-065 |
|