ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 13-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
128-050 |
128-160 |
0-110 |
0.3% |
128-235 |
| High |
128-120 |
128-185 |
0-065 |
0.2% |
129-000 |
| Low |
128-050 |
128-085 |
0-035 |
0.1% |
127-260 |
| Close |
128-115 |
128-150 |
0-035 |
0.1% |
128-025 |
| Range |
0-070 |
0-100 |
0-030 |
42.9% |
1-060 |
| ATR |
0-153 |
0-149 |
-0-004 |
-2.5% |
0-000 |
| Volume |
5 |
245 |
240 |
4,800.0% |
1,595 |
|
| Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-120 |
129-075 |
128-205 |
|
| R3 |
129-020 |
128-295 |
128-178 |
|
| R2 |
128-240 |
128-240 |
128-168 |
|
| R1 |
128-195 |
128-195 |
128-159 |
128-168 |
| PP |
128-140 |
128-140 |
128-140 |
128-126 |
| S1 |
128-095 |
128-095 |
128-141 |
128-068 |
| S2 |
128-040 |
128-040 |
128-132 |
|
| S3 |
127-260 |
127-315 |
128-123 |
|
| S4 |
127-160 |
127-215 |
128-095 |
|
|
| 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% |
0-138 |
0.3% |
66% |
False |
False |
50 |
| 10 |
129-195 |
127-260 |
1-255 |
1.4% |
0-150 |
0.4% |
37% |
False |
False |
226 |
| 20 |
129-195 |
126-005 |
3-190 |
2.8% |
0-087 |
0.2% |
68% |
False |
False |
123 |
| 40 |
129-195 |
126-005 |
3-190 |
2.8% |
0-043 |
0.1% |
68% |
False |
False |
61 |
| 60 |
129-195 |
124-280 |
4-235 |
3.7% |
0-029 |
0.1% |
76% |
False |
False |
41 |
| 80 |
129-195 |
123-180 |
6-015 |
4.7% |
0-022 |
0.1% |
81% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-290 |
|
2.618 |
129-127 |
|
1.618 |
129-027 |
|
1.000 |
128-285 |
|
0.618 |
128-247 |
|
HIGH |
128-185 |
|
0.618 |
128-147 |
|
0.500 |
128-135 |
|
0.382 |
128-123 |
|
LOW |
128-085 |
|
0.618 |
128-023 |
|
1.000 |
127-305 |
|
1.618 |
127-243 |
|
2.618 |
127-143 |
|
4.250 |
126-300 |
|
|
| Fisher Pivots for day following 13-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-145 |
128-121 |
| PP |
128-140 |
128-092 |
| S1 |
128-135 |
128-062 |
|