ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 15-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
128-200 |
129-040 |
0-160 |
0.4% |
128-235 |
| High |
129-095 |
129-085 |
-0-010 |
0.0% |
129-000 |
| Low |
128-190 |
128-250 |
0-060 |
0.1% |
127-260 |
| Close |
129-075 |
128-260 |
-0-135 |
-0.3% |
128-025 |
| Range |
0-225 |
0-155 |
-0-070 |
-31.1% |
1-060 |
| ATR |
0-157 |
0-157 |
0-000 |
-0.1% |
0-000 |
| Volume |
2,160 |
0 |
-2,160 |
-100.0% |
1,595 |
|
| Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-130 |
130-030 |
129-025 |
|
| R3 |
129-295 |
129-195 |
128-303 |
|
| R2 |
129-140 |
129-140 |
128-288 |
|
| R1 |
129-040 |
129-040 |
128-274 |
129-012 |
| PP |
128-305 |
128-305 |
128-305 |
128-291 |
| S1 |
128-205 |
128-205 |
128-246 |
128-178 |
| S2 |
128-150 |
128-150 |
128-232 |
|
| S3 |
127-315 |
128-050 |
128-217 |
|
| S4 |
127-160 |
127-215 |
128-175 |
|
|
| 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 |
129-095 |
127-260 |
1-155 |
1.2% |
0-140 |
0.3% |
67% |
False |
False |
482 |
| 10 |
129-195 |
127-260 |
1-255 |
1.4% |
0-161 |
0.4% |
56% |
False |
False |
435 |
| 20 |
129-195 |
126-290 |
2-225 |
2.1% |
0-106 |
0.3% |
71% |
False |
False |
231 |
| 40 |
129-195 |
126-005 |
3-190 |
2.8% |
0-053 |
0.1% |
78% |
False |
False |
115 |
| 60 |
129-195 |
125-100 |
4-095 |
3.3% |
0-035 |
0.1% |
81% |
False |
False |
77 |
| 80 |
129-195 |
123-180 |
6-015 |
4.7% |
0-026 |
0.1% |
87% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-104 |
|
2.618 |
130-171 |
|
1.618 |
130-016 |
|
1.000 |
129-240 |
|
0.618 |
129-181 |
|
HIGH |
129-085 |
|
0.618 |
129-026 |
|
0.500 |
129-008 |
|
0.382 |
128-309 |
|
LOW |
128-250 |
|
0.618 |
128-154 |
|
1.000 |
128-095 |
|
1.618 |
127-319 |
|
2.618 |
127-164 |
|
4.250 |
126-231 |
|
|
| Fisher Pivots for day following 15-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
129-008 |
128-257 |
| PP |
128-305 |
128-253 |
| S1 |
128-283 |
128-250 |
|