ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 21-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2015 |
21-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
128-110 |
128-090 |
-0-020 |
0.0% |
128-050 |
| High |
128-220 |
128-200 |
-0-020 |
0.0% |
129-095 |
| Low |
128-045 |
128-090 |
0-045 |
0.1% |
128-050 |
| Close |
128-065 |
128-165 |
0-100 |
0.2% |
128-230 |
| Range |
0-175 |
0-110 |
-0-065 |
-37.2% |
1-045 |
| ATR |
0-153 |
0-151 |
-0-001 |
-0.8% |
0-000 |
| Volume |
0 |
819 |
819 |
|
2,410 |
|
| Daily Pivots for day following 21-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-162 |
129-113 |
128-225 |
|
| R3 |
129-052 |
129-003 |
128-195 |
|
| R2 |
128-262 |
128-262 |
128-185 |
|
| R1 |
128-213 |
128-213 |
128-175 |
128-237 |
| PP |
128-152 |
128-152 |
128-152 |
128-164 |
| S1 |
128-103 |
128-103 |
128-155 |
128-128 |
| S2 |
128-042 |
128-042 |
128-145 |
|
| S3 |
127-252 |
127-313 |
128-135 |
|
| S4 |
127-142 |
127-203 |
128-105 |
|
|
| 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 |
129-085 |
128-045 |
1-040 |
0.9% |
0-133 |
0.3% |
33% |
False |
False |
163 |
| 10 |
129-095 |
127-260 |
1-155 |
1.2% |
0-140 |
0.3% |
47% |
False |
False |
322 |
| 20 |
129-195 |
127-055 |
2-140 |
1.9% |
0-131 |
0.3% |
55% |
False |
False |
272 |
| 40 |
129-195 |
126-005 |
3-190 |
2.8% |
0-066 |
0.2% |
70% |
False |
False |
136 |
| 60 |
129-195 |
125-165 |
4-030 |
3.2% |
0-044 |
0.1% |
73% |
False |
False |
90 |
| 80 |
129-195 |
124-030 |
5-165 |
4.3% |
0-033 |
0.1% |
80% |
False |
False |
68 |
| 100 |
129-195 |
123-160 |
6-035 |
4.8% |
0-026 |
0.1% |
82% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-027 |
|
2.618 |
129-168 |
|
1.618 |
129-058 |
|
1.000 |
128-310 |
|
0.618 |
128-268 |
|
HIGH |
128-200 |
|
0.618 |
128-158 |
|
0.500 |
128-145 |
|
0.382 |
128-132 |
|
LOW |
128-090 |
|
0.618 |
128-022 |
|
1.000 |
127-300 |
|
1.618 |
127-232 |
|
2.618 |
127-122 |
|
4.250 |
126-263 |
|
|
| Fisher Pivots for day following 21-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-158 |
128-157 |
| PP |
128-152 |
128-150 |
| S1 |
128-145 |
128-142 |
|