ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 12-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
128-030 |
128-050 |
0-020 |
0.0% |
128-235 |
| High |
128-090 |
128-120 |
0-030 |
0.1% |
129-000 |
| Low |
127-260 |
128-050 |
0-110 |
0.3% |
127-260 |
| Close |
128-025 |
128-115 |
0-090 |
0.2% |
128-025 |
| Range |
0-150 |
0-070 |
-0-080 |
-53.3% |
1-060 |
| ATR |
0-157 |
0-153 |
-0-004 |
-2.8% |
0-000 |
| Volume |
0 |
5 |
5 |
|
1,595 |
|
| Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-305 |
128-280 |
128-153 |
|
| R3 |
128-235 |
128-210 |
128-134 |
|
| R2 |
128-165 |
128-165 |
128-128 |
|
| R1 |
128-140 |
128-140 |
128-121 |
128-152 |
| PP |
128-095 |
128-095 |
128-095 |
128-101 |
| S1 |
128-070 |
128-070 |
128-109 |
128-083 |
| S2 |
128-025 |
128-025 |
128-102 |
|
| S3 |
127-275 |
128-000 |
128-096 |
|
| S4 |
127-205 |
127-250 |
128-077 |
|
|
| 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 |
128-260 |
127-260 |
1-000 |
0.8% |
0-139 |
0.3% |
55% |
False |
False |
320 |
| 10 |
129-195 |
127-260 |
1-255 |
1.4% |
0-153 |
0.4% |
30% |
False |
False |
220 |
| 20 |
129-195 |
126-005 |
3-190 |
2.8% |
0-082 |
0.2% |
65% |
False |
False |
110 |
| 40 |
129-195 |
126-005 |
3-190 |
2.8% |
0-041 |
0.1% |
65% |
False |
False |
55 |
| 60 |
129-195 |
124-175 |
5-020 |
3.9% |
0-027 |
0.1% |
75% |
False |
False |
36 |
| 80 |
129-195 |
123-180 |
6-015 |
4.7% |
0-020 |
0.0% |
79% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-097 |
|
2.618 |
128-303 |
|
1.618 |
128-233 |
|
1.000 |
128-190 |
|
0.618 |
128-163 |
|
HIGH |
128-120 |
|
0.618 |
128-093 |
|
0.500 |
128-085 |
|
0.382 |
128-077 |
|
LOW |
128-050 |
|
0.618 |
128-007 |
|
1.000 |
127-300 |
|
1.618 |
127-257 |
|
2.618 |
127-187 |
|
4.250 |
127-073 |
|
|
| Fisher Pivots for day following 12-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-105 |
128-099 |
| PP |
128-095 |
128-083 |
| S1 |
128-085 |
128-068 |
|