ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 30-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2015 |
30-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
127-230 |
127-055 |
-0-175 |
-0.4% |
128-005 |
| High |
127-255 |
127-100 |
-0-155 |
-0.4% |
128-220 |
| Low |
127-025 |
126-305 |
-0-040 |
-0.1% |
126-305 |
| Close |
127-035 |
127-065 |
0-030 |
0.1% |
127-065 |
| Range |
0-230 |
0-115 |
-0-115 |
-50.0% |
1-235 |
| ATR |
0-166 |
0-163 |
-0-004 |
-2.2% |
0-000 |
| Volume |
0 |
2,313 |
2,313 |
|
7,812 |
|
| Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-075 |
128-025 |
127-128 |
|
| R3 |
127-280 |
127-230 |
127-097 |
|
| R2 |
127-165 |
127-165 |
127-086 |
|
| R1 |
127-115 |
127-115 |
127-076 |
127-140 |
| PP |
127-050 |
127-050 |
127-050 |
127-062 |
| S1 |
127-000 |
127-000 |
127-054 |
127-025 |
| S2 |
126-255 |
126-255 |
127-044 |
|
| S3 |
126-140 |
126-205 |
127-033 |
|
| S4 |
126-025 |
126-090 |
127-002 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-262 |
131-238 |
128-050 |
|
| R3 |
131-027 |
130-003 |
127-218 |
|
| R2 |
129-112 |
129-112 |
127-167 |
|
| R1 |
128-088 |
128-088 |
127-116 |
127-302 |
| PP |
127-197 |
127-197 |
127-197 |
127-144 |
| S1 |
126-173 |
126-173 |
127-014 |
126-067 |
| S2 |
125-282 |
125-282 |
126-283 |
|
| S3 |
124-047 |
124-258 |
126-232 |
|
| S4 |
122-132 |
123-023 |
126-080 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-220 |
126-305 |
1-235 |
1.4% |
0-170 |
0.4% |
14% |
False |
True |
1,562 |
| 10 |
128-240 |
126-305 |
1-255 |
1.4% |
0-147 |
0.4% |
14% |
False |
True |
1,038 |
| 20 |
129-095 |
126-305 |
2-110 |
1.8% |
0-147 |
0.4% |
11% |
False |
True |
719 |
| 40 |
129-195 |
126-005 |
3-190 |
2.8% |
0-092 |
0.2% |
33% |
False |
False |
375 |
| 60 |
129-195 |
125-255 |
3-260 |
3.0% |
0-062 |
0.2% |
37% |
False |
False |
250 |
| 80 |
129-195 |
124-075 |
5-120 |
4.2% |
0-046 |
0.1% |
55% |
False |
False |
187 |
| 100 |
129-195 |
123-180 |
6-015 |
4.8% |
0-037 |
0.1% |
60% |
False |
False |
150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-269 |
|
2.618 |
128-081 |
|
1.618 |
127-286 |
|
1.000 |
127-215 |
|
0.618 |
127-171 |
|
HIGH |
127-100 |
|
0.618 |
127-056 |
|
0.500 |
127-042 |
|
0.382 |
127-029 |
|
LOW |
126-305 |
|
0.618 |
126-234 |
|
1.000 |
126-190 |
|
1.618 |
126-119 |
|
2.618 |
126-004 |
|
4.250 |
125-136 |
|
|
| Fisher Pivots for day following 30-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-057 |
127-235 |
| PP |
127-050 |
127-178 |
| S1 |
127-042 |
127-122 |
|