ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 08-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
128-250 |
128-195 |
-0-055 |
-0.1% |
127-305 |
| High |
128-260 |
128-195 |
-0-065 |
-0.2% |
129-195 |
| Low |
128-080 |
128-005 |
-0-075 |
-0.2% |
127-305 |
| Close |
128-135 |
128-025 |
-0-110 |
-0.3% |
128-305 |
| Range |
0-180 |
0-190 |
0-010 |
5.6% |
1-210 |
| ATR |
0-155 |
0-158 |
0-002 |
1.6% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-005 |
129-205 |
128-130 |
|
| R3 |
129-135 |
129-015 |
128-077 |
|
| R2 |
128-265 |
128-265 |
128-060 |
|
| R1 |
128-145 |
128-145 |
128-042 |
128-110 |
| PP |
128-075 |
128-075 |
128-075 |
128-057 |
| S1 |
127-275 |
127-275 |
128-008 |
127-240 |
| S2 |
127-205 |
127-205 |
127-310 |
|
| S3 |
127-015 |
127-085 |
127-293 |
|
| S4 |
126-145 |
126-215 |
127-240 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-258 |
133-012 |
129-277 |
|
| R3 |
132-048 |
131-122 |
129-131 |
|
| R2 |
130-158 |
130-158 |
129-082 |
|
| R1 |
129-232 |
129-232 |
129-034 |
130-035 |
| PP |
128-268 |
128-268 |
128-268 |
129-010 |
| S1 |
128-022 |
128-022 |
128-256 |
128-145 |
| S2 |
127-058 |
127-058 |
128-208 |
|
| S3 |
125-168 |
126-132 |
128-159 |
|
| S4 |
123-278 |
124-242 |
128-013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-195 |
128-005 |
1-190 |
1.2% |
0-182 |
0.4% |
4% |
False |
True |
389 |
| 10 |
129-195 |
127-055 |
2-140 |
1.9% |
0-137 |
0.3% |
37% |
False |
False |
221 |
| 20 |
129-195 |
126-005 |
3-190 |
2.8% |
0-071 |
0.2% |
57% |
False |
False |
110 |
| 40 |
129-195 |
126-005 |
3-190 |
2.8% |
0-035 |
0.1% |
57% |
False |
False |
55 |
| 60 |
129-195 |
124-175 |
5-020 |
4.0% |
0-024 |
0.1% |
70% |
False |
False |
36 |
| 80 |
129-195 |
123-180 |
6-015 |
4.7% |
0-018 |
0.0% |
75% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-043 |
|
2.618 |
130-052 |
|
1.618 |
129-182 |
|
1.000 |
129-065 |
|
0.618 |
128-312 |
|
HIGH |
128-195 |
|
0.618 |
128-122 |
|
0.500 |
128-100 |
|
0.382 |
128-078 |
|
LOW |
128-005 |
|
0.618 |
127-208 |
|
1.000 |
127-135 |
|
1.618 |
127-018 |
|
2.618 |
126-148 |
|
4.250 |
125-157 |
|
|
| Fisher Pivots for day following 08-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-100 |
128-132 |
| PP |
128-075 |
128-097 |
| S1 |
128-050 |
128-061 |
|