ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 26-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2015 |
26-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
128-060 |
128-005 |
-0-055 |
-0.1% |
128-175 |
| High |
128-060 |
128-080 |
0-020 |
0.0% |
128-240 |
| Low |
127-290 |
127-300 |
0-010 |
0.0% |
127-290 |
| Close |
128-005 |
128-060 |
0-055 |
0.1% |
128-005 |
| Range |
0-090 |
0-100 |
0-010 |
11.1% |
0-270 |
| ATR |
0-155 |
0-151 |
-0-004 |
-2.5% |
0-000 |
| Volume |
0 |
1,221 |
1,221 |
|
2,570 |
|
| Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-020 |
128-300 |
128-115 |
|
| R3 |
128-240 |
128-200 |
128-088 |
|
| R2 |
128-140 |
128-140 |
128-078 |
|
| R1 |
128-100 |
128-100 |
128-069 |
128-120 |
| PP |
128-040 |
128-040 |
128-040 |
128-050 |
| S1 |
128-000 |
128-000 |
128-051 |
128-020 |
| S2 |
127-260 |
127-260 |
128-042 |
|
| S3 |
127-160 |
127-220 |
128-032 |
|
| S4 |
127-060 |
127-120 |
128-005 |
|
|
| 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% |
0-121 |
0.3% |
33% |
False |
False |
758 |
| 10 |
129-095 |
127-290 |
1-125 |
1.1% |
0-131 |
0.3% |
20% |
False |
False |
619 |
| 20 |
129-195 |
127-260 |
1-255 |
1.4% |
0-142 |
0.3% |
21% |
False |
False |
419 |
| 40 |
129-195 |
126-005 |
3-190 |
2.8% |
0-074 |
0.2% |
60% |
False |
False |
210 |
| 60 |
129-195 |
125-165 |
4-030 |
3.2% |
0-049 |
0.1% |
65% |
False |
False |
140 |
| 80 |
129-195 |
124-075 |
5-120 |
4.2% |
0-037 |
0.1% |
74% |
False |
False |
105 |
| 100 |
129-195 |
123-160 |
6-035 |
4.8% |
0-029 |
0.1% |
77% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-185 |
|
2.618 |
129-022 |
|
1.618 |
128-242 |
|
1.000 |
128-180 |
|
0.618 |
128-142 |
|
HIGH |
128-080 |
|
0.618 |
128-042 |
|
0.500 |
128-030 |
|
0.382 |
128-018 |
|
LOW |
127-300 |
|
0.618 |
127-238 |
|
1.000 |
127-200 |
|
1.618 |
127-138 |
|
2.618 |
127-038 |
|
4.250 |
126-195 |
|
|
| Fisher Pivots for day following 26-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-050 |
128-105 |
| PP |
128-040 |
128-090 |
| S1 |
128-030 |
128-075 |
|