ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 20-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2015 |
20-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
128-175 |
128-110 |
-0-065 |
-0.2% |
128-050 |
| High |
128-240 |
128-220 |
-0-020 |
0.0% |
129-095 |
| Low |
128-125 |
128-045 |
-0-080 |
-0.2% |
128-050 |
| Close |
128-205 |
128-065 |
-0-140 |
-0.3% |
128-230 |
| Range |
0-115 |
0-175 |
0-060 |
52.2% |
1-045 |
| ATR |
0-151 |
0-153 |
0-002 |
1.1% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-315 |
129-205 |
128-161 |
|
| R3 |
129-140 |
129-030 |
128-113 |
|
| R2 |
128-285 |
128-285 |
128-097 |
|
| R1 |
128-175 |
128-175 |
128-081 |
128-142 |
| PP |
128-110 |
128-110 |
128-110 |
128-094 |
| S1 |
128-000 |
128-000 |
128-049 |
127-287 |
| S2 |
127-255 |
127-255 |
128-033 |
|
| S3 |
127-080 |
127-145 |
128-017 |
|
| S4 |
126-225 |
126-290 |
127-289 |
|
|
| 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 |
128-045 |
1-050 |
0.9% |
0-156 |
0.4% |
5% |
False |
True |
432 |
| 10 |
129-095 |
127-260 |
1-155 |
1.2% |
0-147 |
0.4% |
26% |
False |
False |
241 |
| 20 |
129-195 |
127-055 |
2-140 |
1.9% |
0-126 |
0.3% |
42% |
False |
False |
231 |
| 40 |
129-195 |
126-005 |
3-190 |
2.8% |
0-063 |
0.2% |
61% |
False |
False |
115 |
| 60 |
129-195 |
125-165 |
4-030 |
3.2% |
0-042 |
0.1% |
66% |
False |
False |
77 |
| 80 |
129-195 |
124-030 |
5-165 |
4.3% |
0-031 |
0.1% |
75% |
False |
False |
57 |
| 100 |
129-195 |
123-160 |
6-035 |
4.8% |
0-025 |
0.1% |
77% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-004 |
|
2.618 |
130-038 |
|
1.618 |
129-183 |
|
1.000 |
129-075 |
|
0.618 |
129-008 |
|
HIGH |
128-220 |
|
0.618 |
128-153 |
|
0.500 |
128-132 |
|
0.382 |
128-112 |
|
LOW |
128-045 |
|
0.618 |
127-257 |
|
1.000 |
127-190 |
|
1.618 |
127-082 |
|
2.618 |
126-227 |
|
4.250 |
125-261 |
|
|
| Fisher Pivots for day following 20-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-132 |
128-178 |
| PP |
128-110 |
128-140 |
| S1 |
128-087 |
128-102 |
|