ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 22-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2015 |
22-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
128-090 |
128-115 |
0-025 |
0.1% |
128-050 |
| High |
128-200 |
128-240 |
0-040 |
0.1% |
129-095 |
| Low |
128-090 |
128-110 |
0-020 |
0.0% |
128-050 |
| Close |
128-165 |
128-195 |
0-030 |
0.1% |
128-230 |
| Range |
0-110 |
0-130 |
0-020 |
18.2% |
1-045 |
| ATR |
0-151 |
0-150 |
-0-002 |
-1.0% |
0-000 |
| Volume |
819 |
1,751 |
932 |
113.8% |
2,410 |
|
| Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-252 |
129-193 |
128-266 |
|
| R3 |
129-122 |
129-063 |
128-231 |
|
| R2 |
128-312 |
128-312 |
128-219 |
|
| R1 |
128-253 |
128-253 |
128-207 |
128-282 |
| PP |
128-182 |
128-182 |
128-182 |
128-196 |
| S1 |
128-123 |
128-123 |
128-183 |
128-153 |
| S2 |
128-052 |
128-052 |
128-171 |
|
| S3 |
127-242 |
127-313 |
128-159 |
|
| S4 |
127-112 |
127-183 |
128-124 |
|
|
| 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 |
128-310 |
128-045 |
0-265 |
0.6% |
0-128 |
0.3% |
57% |
False |
False |
514 |
| 10 |
129-095 |
127-260 |
1-155 |
1.2% |
0-134 |
0.3% |
54% |
False |
False |
498 |
| 20 |
129-195 |
127-055 |
2-140 |
1.9% |
0-136 |
0.3% |
59% |
False |
False |
359 |
| 40 |
129-195 |
126-005 |
3-190 |
2.8% |
0-069 |
0.2% |
72% |
False |
False |
179 |
| 60 |
129-195 |
125-165 |
4-030 |
3.2% |
0-046 |
0.1% |
76% |
False |
False |
119 |
| 80 |
129-195 |
124-030 |
5-165 |
4.3% |
0-034 |
0.1% |
82% |
False |
False |
89 |
| 100 |
129-195 |
123-160 |
6-035 |
4.8% |
0-028 |
0.1% |
84% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-152 |
|
2.618 |
129-260 |
|
1.618 |
129-130 |
|
1.000 |
129-050 |
|
0.618 |
129-000 |
|
HIGH |
128-240 |
|
0.618 |
128-190 |
|
0.500 |
128-175 |
|
0.382 |
128-160 |
|
LOW |
128-110 |
|
0.618 |
128-030 |
|
1.000 |
127-300 |
|
1.618 |
127-220 |
|
2.618 |
127-090 |
|
4.250 |
126-198 |
|
|
| Fisher Pivots for day following 22-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-188 |
128-178 |
| PP |
128-182 |
128-160 |
| S1 |
128-175 |
128-142 |
|