ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 23-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2015 |
23-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
127-130 |
128-015 |
0-205 |
0.5% |
127-145 |
| High |
128-060 |
128-110 |
0-050 |
0.1% |
128-005 |
| Low |
127-125 |
127-250 |
0-125 |
0.3% |
126-165 |
| Close |
128-035 |
127-310 |
-0-045 |
-0.1% |
127-310 |
| Range |
0-255 |
0-180 |
-0-075 |
-29.4% |
1-160 |
| ATR |
0-217 |
0-215 |
-0-003 |
-1.2% |
0-000 |
| Volume |
947,065 |
914,624 |
-32,441 |
-3.4% |
4,877,956 |
|
| Daily Pivots for day following 23-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-230 |
129-130 |
128-089 |
|
| R3 |
129-050 |
128-270 |
128-040 |
|
| R2 |
128-190 |
128-190 |
128-023 |
|
| R1 |
128-090 |
128-090 |
128-006 |
128-050 |
| PP |
128-010 |
128-010 |
128-010 |
127-310 |
| S1 |
127-230 |
127-230 |
127-294 |
127-190 |
| S2 |
127-150 |
127-150 |
127-277 |
|
| S3 |
126-290 |
127-050 |
127-260 |
|
| S4 |
126-110 |
126-190 |
127-211 |
|
|
| 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 |
128-110 |
126-170 |
1-260 |
1.4% |
0-225 |
0.5% |
79% |
True |
False |
982,866 |
| 10 |
128-110 |
126-165 |
1-265 |
1.4% |
0-204 |
0.5% |
79% |
True |
False |
928,379 |
| 20 |
128-110 |
126-165 |
1-265 |
1.4% |
0-207 |
0.5% |
79% |
True |
False |
1,053,332 |
| 40 |
129-110 |
125-200 |
3-230 |
2.9% |
0-218 |
0.5% |
63% |
False |
False |
551,359 |
| 60 |
129-110 |
124-160 |
4-270 |
3.8% |
0-194 |
0.5% |
72% |
False |
False |
367,897 |
| 80 |
129-110 |
123-310 |
5-120 |
4.2% |
0-151 |
0.4% |
74% |
False |
False |
275,924 |
| 100 |
129-110 |
123-310 |
5-120 |
4.2% |
0-122 |
0.3% |
74% |
False |
False |
220,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-235 |
|
2.618 |
129-261 |
|
1.618 |
129-081 |
|
1.000 |
128-290 |
|
0.618 |
128-221 |
|
HIGH |
128-110 |
|
0.618 |
128-041 |
|
0.500 |
128-020 |
|
0.382 |
127-319 |
|
LOW |
127-250 |
|
0.618 |
127-139 |
|
1.000 |
127-070 |
|
1.618 |
126-279 |
|
2.618 |
126-099 |
|
4.250 |
125-125 |
|
|
| Fisher Pivots for day following 23-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-020 |
127-296 |
| PP |
128-010 |
127-282 |
| S1 |
128-000 |
127-268 |
|