ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 16-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
129-190 |
129-040 |
-0-150 |
-0.4% |
128-180 |
| High |
129-200 |
129-095 |
-0-105 |
-0.3% |
129-200 |
| Low |
129-025 |
128-300 |
-0-045 |
-0.1% |
128-140 |
| Close |
129-040 |
129-010 |
-0-030 |
-0.1% |
129-010 |
| Range |
0-175 |
0-115 |
-0-060 |
-34.3% |
1-060 |
| ATR |
0-200 |
0-194 |
-0-006 |
-3.0% |
0-000 |
| Volume |
1,079,901 |
776,692 |
-303,209 |
-28.1% |
4,049,629 |
|
| Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-053 |
129-307 |
129-073 |
|
| R3 |
129-258 |
129-192 |
129-042 |
|
| R2 |
129-143 |
129-143 |
129-031 |
|
| R1 |
129-077 |
129-077 |
129-021 |
129-052 |
| PP |
129-028 |
129-028 |
129-028 |
129-016 |
| S1 |
128-282 |
128-282 |
128-319 |
128-258 |
| S2 |
128-233 |
128-233 |
128-309 |
|
| S3 |
128-118 |
128-167 |
128-298 |
|
| S4 |
128-003 |
128-052 |
128-267 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-190 |
132-000 |
129-219 |
|
| R3 |
131-130 |
130-260 |
129-114 |
|
| R2 |
130-070 |
130-070 |
129-080 |
|
| R1 |
129-200 |
129-200 |
129-045 |
129-295 |
| PP |
129-010 |
129-010 |
129-010 |
129-058 |
| S1 |
128-140 |
128-140 |
128-295 |
128-235 |
| S2 |
127-270 |
127-270 |
128-260 |
|
| S3 |
126-210 |
127-080 |
128-226 |
|
| S4 |
125-150 |
126-020 |
128-121 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-200 |
128-140 |
1-060 |
0.9% |
0-151 |
0.4% |
50% |
False |
False |
809,925 |
| 10 |
129-200 |
128-055 |
1-145 |
1.1% |
0-167 |
0.4% |
59% |
False |
False |
913,070 |
| 20 |
130-005 |
127-105 |
2-220 |
2.1% |
0-193 |
0.5% |
63% |
False |
False |
1,053,130 |
| 40 |
130-005 |
126-165 |
3-160 |
2.7% |
0-207 |
0.5% |
72% |
False |
False |
1,006,891 |
| 60 |
130-005 |
125-200 |
4-125 |
3.4% |
0-205 |
0.5% |
78% |
False |
False |
674,990 |
| 80 |
130-005 |
124-000 |
6-005 |
4.7% |
0-186 |
0.5% |
84% |
False |
False |
506,399 |
| 100 |
130-005 |
123-310 |
6-015 |
4.7% |
0-154 |
0.4% |
84% |
False |
False |
405,120 |
| 120 |
130-005 |
123-310 |
6-015 |
4.7% |
0-129 |
0.3% |
84% |
False |
False |
337,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-264 |
|
2.618 |
130-076 |
|
1.618 |
129-281 |
|
1.000 |
129-210 |
|
0.618 |
129-166 |
|
HIGH |
129-095 |
|
0.618 |
129-051 |
|
0.500 |
129-038 |
|
0.382 |
129-024 |
|
LOW |
128-300 |
|
0.618 |
128-229 |
|
1.000 |
128-185 |
|
1.618 |
128-114 |
|
2.618 |
127-319 |
|
4.250 |
127-131 |
|
|
| Fisher Pivots for day following 16-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
129-038 |
129-085 |
| PP |
129-028 |
129-060 |
| S1 |
129-019 |
129-035 |
|