ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 28-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2015 |
28-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
128-090 |
128-145 |
0-055 |
0.1% |
128-175 |
| High |
128-220 |
128-165 |
-0-055 |
-0.1% |
128-240 |
| Low |
128-090 |
127-210 |
-0-200 |
-0.5% |
127-290 |
| Close |
128-175 |
127-240 |
-0-255 |
-0.6% |
128-005 |
| Range |
0-130 |
0-275 |
0-145 |
111.5% |
0-270 |
| ATR |
0-152 |
0-161 |
0-010 |
6.3% |
0-000 |
| Volume |
4,278 |
0 |
-4,278 |
-100.0% |
2,570 |
|
| Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-177 |
130-003 |
128-071 |
|
| R3 |
129-222 |
129-048 |
127-316 |
|
| R2 |
128-267 |
128-267 |
127-290 |
|
| R1 |
128-093 |
128-093 |
127-265 |
128-042 |
| PP |
127-312 |
127-312 |
127-312 |
127-286 |
| S1 |
127-138 |
127-138 |
127-215 |
127-088 |
| S2 |
127-037 |
127-037 |
127-190 |
|
| S3 |
126-082 |
126-183 |
127-164 |
|
| S4 |
125-127 |
125-228 |
127-089 |
|
|
| 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 |
127-210 |
1-030 |
0.9% |
0-145 |
0.4% |
9% |
False |
True |
1,450 |
| 10 |
129-085 |
127-210 |
1-195 |
1.3% |
0-139 |
0.3% |
6% |
False |
True |
806 |
| 20 |
129-195 |
127-210 |
1-305 |
1.5% |
0-149 |
0.4% |
5% |
False |
True |
624 |
| 40 |
129-195 |
126-005 |
3-190 |
2.8% |
0-084 |
0.2% |
48% |
False |
False |
317 |
| 60 |
129-195 |
125-165 |
4-030 |
3.2% |
0-056 |
0.1% |
55% |
False |
False |
211 |
| 80 |
129-195 |
124-075 |
5-120 |
4.2% |
0-042 |
0.1% |
65% |
False |
False |
158 |
| 100 |
129-195 |
123-160 |
6-035 |
4.8% |
0-033 |
0.1% |
70% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-054 |
|
2.618 |
130-245 |
|
1.618 |
129-290 |
|
1.000 |
129-120 |
|
0.618 |
129-015 |
|
HIGH |
128-165 |
|
0.618 |
128-060 |
|
0.500 |
128-028 |
|
0.382 |
127-315 |
|
LOW |
127-210 |
|
0.618 |
127-040 |
|
1.000 |
126-255 |
|
1.618 |
126-085 |
|
2.618 |
125-130 |
|
4.250 |
124-001 |
|
|
| Fisher Pivots for day following 28-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-028 |
128-055 |
| PP |
127-312 |
128-010 |
| S1 |
127-276 |
127-285 |
|