ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 23-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
128-115 |
128-060 |
-0-055 |
-0.1% |
128-175 |
| High |
128-240 |
128-060 |
-0-180 |
-0.4% |
128-240 |
| Low |
128-110 |
127-290 |
-0-140 |
-0.3% |
127-290 |
| Close |
128-195 |
128-005 |
-0-190 |
-0.5% |
128-005 |
| Range |
0-130 |
0-090 |
-0-040 |
-30.8% |
0-270 |
| ATR |
0-150 |
0-155 |
0-005 |
3.6% |
0-000 |
| Volume |
1,751 |
0 |
-1,751 |
-100.0% |
2,570 |
|
| Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-282 |
128-233 |
128-054 |
|
| R3 |
128-192 |
128-143 |
128-030 |
|
| R2 |
128-102 |
128-102 |
128-021 |
|
| R1 |
128-053 |
128-053 |
128-013 |
128-032 |
| PP |
128-012 |
128-012 |
128-012 |
128-001 |
| S1 |
127-283 |
127-283 |
127-317 |
127-263 |
| S2 |
127-242 |
127-242 |
127-308 |
|
| S3 |
127-152 |
127-193 |
127-300 |
|
| S4 |
127-062 |
127-103 |
127-276 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-242 |
130-073 |
128-153 |
|
| R3 |
129-292 |
129-123 |
128-079 |
|
| R2 |
129-022 |
129-022 |
128-054 |
|
| R1 |
128-173 |
128-173 |
128-030 |
128-122 |
| PP |
128-072 |
128-072 |
128-072 |
128-046 |
| S1 |
127-223 |
127-223 |
127-300 |
127-173 |
| S2 |
127-122 |
127-122 |
127-275 |
|
| S3 |
126-172 |
126-273 |
127-251 |
|
| S4 |
125-222 |
126-003 |
127-177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-240 |
127-290 |
0-270 |
0.7% |
0-124 |
0.3% |
13% |
False |
True |
514 |
| 10 |
129-095 |
127-290 |
1-125 |
1.1% |
0-128 |
0.3% |
8% |
False |
True |
498 |
| 20 |
129-195 |
127-260 |
1-255 |
1.4% |
0-137 |
0.3% |
11% |
False |
False |
359 |
| 40 |
129-195 |
126-005 |
3-190 |
2.8% |
0-071 |
0.2% |
56% |
False |
False |
179 |
| 60 |
129-195 |
125-165 |
4-030 |
3.2% |
0-047 |
0.1% |
61% |
False |
False |
119 |
| 80 |
129-195 |
124-075 |
5-120 |
4.2% |
0-036 |
0.1% |
70% |
False |
False |
89 |
| 100 |
129-195 |
123-160 |
6-035 |
4.8% |
0-028 |
0.1% |
74% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-122 |
|
2.618 |
128-296 |
|
1.618 |
128-206 |
|
1.000 |
128-150 |
|
0.618 |
128-116 |
|
HIGH |
128-060 |
|
0.618 |
128-026 |
|
0.500 |
128-015 |
|
0.382 |
128-004 |
|
LOW |
127-290 |
|
0.618 |
127-234 |
|
1.000 |
127-200 |
|
1.618 |
127-144 |
|
2.618 |
127-054 |
|
4.250 |
126-228 |
|
|
| Fisher Pivots for day following 23-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-015 |
128-105 |
| PP |
128-012 |
128-072 |
| S1 |
128-008 |
128-038 |
|