ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 18-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
126-185 |
127-145 |
0-280 |
0.7% |
127-145 |
| High |
127-170 |
128-005 |
0-155 |
0.4% |
128-005 |
| Low |
126-170 |
127-140 |
0-290 |
0.7% |
126-165 |
| Close |
127-095 |
127-310 |
0-215 |
0.5% |
127-310 |
| Range |
1-000 |
0-185 |
-0-135 |
-42.2% |
1-160 |
| ATR |
0-214 |
0-215 |
0-001 |
0.5% |
0-000 |
| Volume |
1,186,497 |
1,103,335 |
-83,162 |
-7.0% |
4,877,956 |
|
| Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-173 |
129-107 |
128-092 |
|
| R3 |
128-308 |
128-242 |
128-041 |
|
| R2 |
128-123 |
128-123 |
128-024 |
|
| R1 |
128-057 |
128-057 |
128-007 |
128-090 |
| PP |
127-258 |
127-258 |
127-258 |
127-275 |
| S1 |
127-192 |
127-192 |
127-293 |
127-225 |
| S2 |
127-073 |
127-073 |
127-276 |
|
| S3 |
126-208 |
127-007 |
127-259 |
|
| S4 |
126-023 |
126-142 |
127-208 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-000 |
131-155 |
128-254 |
|
| R3 |
130-160 |
129-315 |
128-122 |
|
| R2 |
129-000 |
129-000 |
128-078 |
|
| R1 |
128-155 |
128-155 |
128-034 |
128-238 |
| PP |
127-160 |
127-160 |
127-160 |
127-201 |
| S1 |
126-315 |
126-315 |
127-266 |
127-078 |
| S2 |
126-000 |
126-000 |
127-222 |
|
| S3 |
124-160 |
125-155 |
127-178 |
|
| S4 |
123-000 |
123-315 |
127-046 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-005 |
126-165 |
1-160 |
1.2% |
0-218 |
0.5% |
97% |
True |
False |
975,591 |
| 10 |
128-040 |
126-165 |
1-195 |
1.3% |
0-205 |
0.5% |
90% |
False |
False |
996,659 |
| 20 |
129-110 |
126-165 |
2-265 |
2.2% |
0-221 |
0.5% |
51% |
False |
False |
960,652 |
| 40 |
129-110 |
125-200 |
3-230 |
2.9% |
0-211 |
0.5% |
63% |
False |
False |
485,920 |
| 60 |
129-110 |
124-000 |
5-110 |
4.2% |
0-184 |
0.4% |
74% |
False |
False |
324,156 |
| 80 |
129-110 |
123-310 |
5-120 |
4.2% |
0-144 |
0.4% |
74% |
False |
False |
243,118 |
| 100 |
129-110 |
123-310 |
5-120 |
4.2% |
0-116 |
0.3% |
74% |
False |
False |
194,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-151 |
|
2.618 |
129-169 |
|
1.618 |
128-304 |
|
1.000 |
128-190 |
|
0.618 |
128-119 |
|
HIGH |
128-005 |
|
0.618 |
127-254 |
|
0.500 |
127-232 |
|
0.382 |
127-211 |
|
LOW |
127-140 |
|
0.618 |
127-026 |
|
1.000 |
126-275 |
|
1.618 |
126-161 |
|
2.618 |
125-296 |
|
4.250 |
124-314 |
|
|
| Fisher Pivots for day following 18-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-284 |
127-235 |
| PP |
127-258 |
127-160 |
| S1 |
127-232 |
127-085 |
|