ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 16-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
129-040 |
128-235 |
-0-125 |
-0.3% |
128-050 |
| High |
129-085 |
128-310 |
-0-095 |
-0.2% |
129-095 |
| Low |
128-250 |
128-200 |
-0-050 |
-0.1% |
128-050 |
| Close |
128-260 |
128-230 |
-0-030 |
-0.1% |
128-230 |
| Range |
0-155 |
0-110 |
-0-045 |
-29.0% |
1-045 |
| ATR |
0-157 |
0-154 |
-0-003 |
-2.1% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-257 |
129-193 |
128-291 |
|
| R3 |
129-147 |
129-083 |
128-260 |
|
| R2 |
129-037 |
129-037 |
128-250 |
|
| R1 |
128-293 |
128-293 |
128-240 |
128-270 |
| PP |
128-247 |
128-247 |
128-247 |
128-235 |
| S1 |
128-183 |
128-183 |
128-220 |
128-160 |
| S2 |
128-137 |
128-137 |
128-210 |
|
| S3 |
128-027 |
128-073 |
128-200 |
|
| S4 |
127-237 |
127-283 |
128-170 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-047 |
131-183 |
129-111 |
|
| R3 |
131-002 |
130-138 |
129-010 |
|
| R2 |
129-277 |
129-277 |
128-297 |
|
| R1 |
129-093 |
129-093 |
128-263 |
129-185 |
| PP |
128-232 |
128-232 |
128-232 |
128-278 |
| S1 |
128-048 |
128-048 |
128-197 |
128-140 |
| S2 |
127-187 |
127-187 |
128-163 |
|
| S3 |
126-142 |
127-003 |
128-130 |
|
| S4 |
125-097 |
125-278 |
128-029 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-095 |
128-050 |
1-045 |
0.9% |
0-132 |
0.3% |
49% |
False |
False |
482 |
| 10 |
129-095 |
127-260 |
1-155 |
1.2% |
0-147 |
0.4% |
61% |
False |
False |
400 |
| 20 |
129-195 |
126-290 |
2-225 |
2.1% |
0-111 |
0.3% |
67% |
False |
False |
231 |
| 40 |
129-195 |
126-005 |
3-190 |
2.8% |
0-056 |
0.1% |
75% |
False |
False |
115 |
| 60 |
129-195 |
125-140 |
4-055 |
3.2% |
0-037 |
0.1% |
79% |
False |
False |
77 |
| 80 |
129-195 |
123-180 |
6-015 |
4.7% |
0-028 |
0.1% |
85% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-138 |
|
2.618 |
129-278 |
|
1.618 |
129-168 |
|
1.000 |
129-100 |
|
0.618 |
129-058 |
|
HIGH |
128-310 |
|
0.618 |
128-268 |
|
0.500 |
128-255 |
|
0.382 |
128-242 |
|
LOW |
128-200 |
|
0.618 |
128-132 |
|
1.000 |
128-090 |
|
1.618 |
128-022 |
|
2.618 |
127-232 |
|
4.250 |
127-052 |
|
|
| Fisher Pivots for day following 16-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-255 |
128-303 |
| PP |
128-247 |
128-278 |
| S1 |
128-238 |
128-254 |
|