ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 09-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2015 |
09-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
128-195 |
128-030 |
-0-165 |
-0.4% |
128-235 |
| High |
128-195 |
128-090 |
-0-105 |
-0.3% |
129-000 |
| Low |
128-005 |
127-260 |
-0-065 |
-0.2% |
127-260 |
| Close |
128-025 |
128-025 |
0-000 |
0.0% |
128-025 |
| Range |
0-190 |
0-150 |
-0-040 |
-21.1% |
1-060 |
| ATR |
0-158 |
0-157 |
-0-001 |
-0.4% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-148 |
129-077 |
128-108 |
|
| R3 |
128-318 |
128-247 |
128-066 |
|
| R2 |
128-168 |
128-168 |
128-052 |
|
| R1 |
128-097 |
128-097 |
128-039 |
128-058 |
| PP |
128-018 |
128-018 |
128-018 |
127-319 |
| S1 |
127-267 |
127-267 |
128-011 |
127-227 |
| S2 |
127-188 |
127-188 |
127-317 |
|
| S3 |
127-038 |
127-117 |
127-304 |
|
| S4 |
126-208 |
126-287 |
127-262 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-275 |
131-050 |
128-234 |
|
| R3 |
130-215 |
129-310 |
128-129 |
|
| R2 |
129-155 |
129-155 |
128-095 |
|
| R1 |
128-250 |
128-250 |
128-060 |
128-172 |
| PP |
128-095 |
128-095 |
128-095 |
128-056 |
| S1 |
127-190 |
127-190 |
127-310 |
127-112 |
| S2 |
127-035 |
127-035 |
127-275 |
|
| S3 |
125-295 |
126-130 |
127-240 |
|
| S4 |
124-235 |
125-070 |
127-136 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-000 |
127-260 |
1-060 |
0.9% |
0-162 |
0.4% |
22% |
False |
True |
319 |
| 10 |
129-195 |
127-260 |
1-255 |
1.4% |
0-146 |
0.4% |
15% |
False |
True |
221 |
| 20 |
129-195 |
126-005 |
3-190 |
2.8% |
0-078 |
0.2% |
57% |
False |
False |
110 |
| 40 |
129-195 |
126-005 |
3-190 |
2.8% |
0-039 |
0.1% |
57% |
False |
False |
55 |
| 60 |
129-195 |
124-175 |
5-020 |
4.0% |
0-026 |
0.1% |
70% |
False |
False |
36 |
| 80 |
129-195 |
123-180 |
6-015 |
4.7% |
0-020 |
0.0% |
75% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-088 |
|
2.618 |
129-163 |
|
1.618 |
129-013 |
|
1.000 |
128-240 |
|
0.618 |
128-183 |
|
HIGH |
128-090 |
|
0.618 |
128-033 |
|
0.500 |
128-015 |
|
0.382 |
127-317 |
|
LOW |
127-260 |
|
0.618 |
127-167 |
|
1.000 |
127-110 |
|
1.618 |
127-017 |
|
2.618 |
126-187 |
|
4.250 |
125-262 |
|
|
| Fisher Pivots for day following 09-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-022 |
128-100 |
| PP |
128-018 |
128-075 |
| S1 |
128-015 |
128-050 |
|