ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 21-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2015 |
21-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
127-145 |
127-290 |
0-145 |
0.4% |
127-145 |
| High |
128-005 |
127-290 |
-0-035 |
-0.1% |
128-005 |
| Low |
127-140 |
127-105 |
-0-035 |
-0.1% |
126-165 |
| Close |
127-310 |
127-120 |
-0-190 |
-0.5% |
127-310 |
| Range |
0-185 |
0-185 |
0-000 |
0.0% |
1-160 |
| ATR |
0-215 |
0-214 |
-0-001 |
-0.3% |
0-000 |
| Volume |
1,103,335 |
762,809 |
-340,526 |
-30.9% |
4,877,956 |
|
| Daily Pivots for day following 21-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-087 |
128-288 |
127-222 |
|
| R3 |
128-222 |
128-103 |
127-171 |
|
| R2 |
128-037 |
128-037 |
127-154 |
|
| R1 |
127-238 |
127-238 |
127-137 |
127-205 |
| PP |
127-172 |
127-172 |
127-172 |
127-155 |
| S1 |
127-053 |
127-053 |
127-103 |
127-020 |
| S2 |
126-307 |
126-307 |
127-086 |
|
| S3 |
126-122 |
126-188 |
127-069 |
|
| S4 |
125-257 |
126-003 |
127-018 |
|
|
| 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% |
0-233 |
0.6% |
57% |
False |
False |
1,018,063 |
| 10 |
128-005 |
126-165 |
1-160 |
1.2% |
0-200 |
0.5% |
57% |
False |
False |
946,951 |
| 20 |
129-110 |
126-165 |
2-265 |
2.2% |
0-222 |
0.5% |
30% |
False |
False |
994,538 |
| 40 |
129-110 |
125-200 |
3-230 |
2.9% |
0-214 |
0.5% |
47% |
False |
False |
504,945 |
| 60 |
129-110 |
124-000 |
5-110 |
4.2% |
0-187 |
0.5% |
63% |
False |
False |
336,869 |
| 80 |
129-110 |
123-310 |
5-120 |
4.2% |
0-146 |
0.4% |
63% |
False |
False |
252,653 |
| 100 |
129-110 |
123-310 |
5-120 |
4.2% |
0-118 |
0.3% |
63% |
False |
False |
202,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-116 |
|
2.618 |
129-134 |
|
1.618 |
128-269 |
|
1.000 |
128-155 |
|
0.618 |
128-084 |
|
HIGH |
127-290 |
|
0.618 |
127-219 |
|
0.500 |
127-198 |
|
0.382 |
127-176 |
|
LOW |
127-105 |
|
0.618 |
126-311 |
|
1.000 |
126-240 |
|
1.618 |
126-126 |
|
2.618 |
125-261 |
|
4.250 |
124-279 |
|
|
| Fisher Pivots for day following 21-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-198 |
127-109 |
| PP |
127-172 |
127-098 |
| S1 |
127-146 |
127-088 |
|