ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 01-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2015 |
01-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
128-250 |
128-280 |
0-030 |
0.1% |
127-290 |
| High |
128-295 |
129-010 |
0-035 |
0.1% |
128-150 |
| Low |
128-110 |
128-185 |
0-075 |
0.2% |
127-105 |
| Close |
128-235 |
128-240 |
0-005 |
0.0% |
127-270 |
| Range |
0-185 |
0-145 |
-0-040 |
-21.6% |
1-045 |
| ATR |
0-211 |
0-206 |
-0-005 |
-2.2% |
0-000 |
| Volume |
1,276,596 |
1,262,564 |
-14,032 |
-1.1% |
5,096,577 |
|
| Daily Pivots for day following 01-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-047 |
129-288 |
129-000 |
|
| R3 |
129-222 |
129-143 |
128-280 |
|
| R2 |
129-077 |
129-077 |
128-267 |
|
| R1 |
128-318 |
128-318 |
128-253 |
128-285 |
| PP |
128-252 |
128-252 |
128-252 |
128-235 |
| S1 |
128-173 |
128-173 |
128-227 |
128-140 |
| S2 |
128-107 |
128-107 |
128-213 |
|
| S3 |
127-282 |
128-028 |
128-200 |
|
| S4 |
127-137 |
127-203 |
128-160 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-097 |
130-228 |
128-151 |
|
| R3 |
130-052 |
129-183 |
128-050 |
|
| R2 |
129-007 |
129-007 |
128-017 |
|
| R1 |
128-138 |
128-138 |
127-303 |
128-050 |
| PP |
127-282 |
127-282 |
127-282 |
127-238 |
| S1 |
127-093 |
127-093 |
127-237 |
127-005 |
| S2 |
126-237 |
126-237 |
127-203 |
|
| S3 |
125-192 |
126-048 |
127-170 |
|
| S4 |
124-147 |
125-003 |
127-069 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-010 |
127-140 |
1-190 |
1.2% |
0-181 |
0.4% |
82% |
True |
False |
1,223,431 |
| 10 |
129-010 |
127-105 |
1-225 |
1.3% |
0-192 |
0.5% |
83% |
True |
False |
1,111,476 |
| 20 |
129-010 |
126-165 |
2-165 |
2.0% |
0-196 |
0.5% |
89% |
True |
False |
1,046,685 |
| 40 |
129-110 |
125-310 |
3-120 |
2.6% |
0-215 |
0.5% |
82% |
False |
False |
735,420 |
| 60 |
129-110 |
124-160 |
4-270 |
3.8% |
0-196 |
0.5% |
88% |
False |
False |
491,007 |
| 80 |
129-110 |
123-310 |
5-120 |
4.2% |
0-161 |
0.4% |
89% |
False |
False |
368,260 |
| 100 |
129-110 |
123-310 |
5-120 |
4.2% |
0-134 |
0.3% |
89% |
False |
False |
294,608 |
| 120 |
129-110 |
123-310 |
5-120 |
4.2% |
0-111 |
0.3% |
89% |
False |
False |
245,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-306 |
|
2.618 |
130-070 |
|
1.618 |
129-245 |
|
1.000 |
129-155 |
|
0.618 |
129-100 |
|
HIGH |
129-010 |
|
0.618 |
128-275 |
|
0.500 |
128-258 |
|
0.382 |
128-240 |
|
LOW |
128-185 |
|
0.618 |
128-095 |
|
1.000 |
128-040 |
|
1.618 |
127-270 |
|
2.618 |
127-125 |
|
4.250 |
126-209 |
|
|
| Fisher Pivots for day following 01-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-258 |
128-229 |
| PP |
128-252 |
128-218 |
| S1 |
128-246 |
128-208 |
|