ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 03-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2015 |
03-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
127-010 |
126-270 |
-0-060 |
-0.1% |
128-005 |
| High |
127-105 |
126-310 |
-0-115 |
-0.3% |
128-220 |
| Low |
126-265 |
126-155 |
-0-110 |
-0.3% |
126-305 |
| Close |
126-270 |
126-175 |
-0-095 |
-0.2% |
127-065 |
| Range |
0-160 |
0-155 |
-0-005 |
-3.1% |
1-235 |
| ATR |
0-162 |
0-162 |
-0-001 |
-0.3% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-038 |
127-262 |
126-260 |
|
| R3 |
127-203 |
127-107 |
126-218 |
|
| R2 |
127-048 |
127-048 |
126-203 |
|
| R1 |
126-272 |
126-272 |
126-189 |
126-243 |
| PP |
126-213 |
126-213 |
126-213 |
126-199 |
| S1 |
126-117 |
126-117 |
126-161 |
126-088 |
| S2 |
126-058 |
126-058 |
126-147 |
|
| S3 |
125-223 |
125-282 |
126-132 |
|
| S4 |
125-068 |
125-127 |
126-090 |
|
|
| 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 |
128-165 |
126-155 |
2-010 |
1.6% |
0-187 |
0.5% |
3% |
False |
True |
462 |
| 10 |
128-240 |
126-155 |
2-085 |
1.8% |
0-149 |
0.4% |
3% |
False |
True |
1,038 |
| 20 |
129-095 |
126-155 |
2-260 |
2.2% |
0-148 |
0.4% |
2% |
False |
True |
639 |
| 40 |
129-195 |
126-005 |
3-190 |
2.8% |
0-100 |
0.2% |
15% |
False |
False |
375 |
| 60 |
129-195 |
126-005 |
3-190 |
2.8% |
0-067 |
0.2% |
15% |
False |
False |
250 |
| 80 |
129-195 |
124-175 |
5-020 |
4.0% |
0-050 |
0.1% |
40% |
False |
False |
187 |
| 100 |
129-195 |
123-180 |
6-015 |
4.8% |
0-040 |
0.1% |
49% |
False |
False |
150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-009 |
|
2.618 |
128-076 |
|
1.618 |
127-241 |
|
1.000 |
127-145 |
|
0.618 |
127-086 |
|
HIGH |
126-310 |
|
0.618 |
126-251 |
|
0.500 |
126-233 |
|
0.382 |
126-214 |
|
LOW |
126-155 |
|
0.618 |
126-059 |
|
1.000 |
126-000 |
|
1.618 |
125-224 |
|
2.618 |
125-069 |
|
4.250 |
124-136 |
|
|
| Fisher Pivots for day following 03-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-233 |
126-290 |
| PP |
126-213 |
126-252 |
| S1 |
126-194 |
126-213 |
|