ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 19-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
129-040 |
128-305 |
-0-055 |
-0.1% |
128-180 |
| High |
129-095 |
129-040 |
-0-055 |
-0.1% |
129-200 |
| Low |
128-300 |
128-230 |
-0-070 |
-0.2% |
128-140 |
| Close |
129-010 |
128-310 |
-0-020 |
0.0% |
129-010 |
| Range |
0-115 |
0-130 |
0-015 |
13.0% |
1-060 |
| ATR |
0-194 |
0-189 |
-0-005 |
-2.3% |
0-000 |
| Volume |
776,692 |
885,046 |
108,354 |
14.0% |
4,049,629 |
|
| Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-050 |
129-310 |
129-062 |
|
| R3 |
129-240 |
129-180 |
129-026 |
|
| R2 |
129-110 |
129-110 |
129-014 |
|
| R1 |
129-050 |
129-050 |
129-002 |
129-080 |
| PP |
128-300 |
128-300 |
128-300 |
128-315 |
| S1 |
128-240 |
128-240 |
128-298 |
128-270 |
| S2 |
128-170 |
128-170 |
128-286 |
|
| S3 |
128-040 |
128-110 |
128-274 |
|
| S4 |
127-230 |
127-300 |
128-238 |
|
|
| 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 |
128-200 |
1-000 |
0.8% |
0-153 |
0.4% |
34% |
False |
False |
956,083 |
| 10 |
129-200 |
128-055 |
1-145 |
1.1% |
0-158 |
0.4% |
55% |
False |
False |
911,759 |
| 20 |
130-005 |
127-125 |
2-200 |
2.0% |
0-190 |
0.5% |
60% |
False |
False |
1,059,242 |
| 40 |
130-005 |
126-165 |
3-160 |
2.7% |
0-206 |
0.5% |
70% |
False |
False |
1,026,890 |
| 60 |
130-005 |
125-200 |
4-125 |
3.4% |
0-206 |
0.5% |
76% |
False |
False |
689,711 |
| 80 |
130-005 |
124-000 |
6-005 |
4.7% |
0-188 |
0.5% |
83% |
False |
False |
517,462 |
| 100 |
130-005 |
123-310 |
6-015 |
4.7% |
0-155 |
0.4% |
83% |
False |
False |
413,971 |
| 120 |
130-005 |
123-310 |
6-015 |
4.7% |
0-130 |
0.3% |
83% |
False |
False |
344,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-272 |
|
2.618 |
130-060 |
|
1.618 |
129-250 |
|
1.000 |
129-170 |
|
0.618 |
129-120 |
|
HIGH |
129-040 |
|
0.618 |
128-310 |
|
0.500 |
128-295 |
|
0.382 |
128-280 |
|
LOW |
128-230 |
|
0.618 |
128-150 |
|
1.000 |
128-100 |
|
1.618 |
128-020 |
|
2.618 |
127-210 |
|
4.250 |
126-318 |
|
|
| Fisher Pivots for day following 19-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-305 |
129-055 |
| PP |
128-300 |
129-033 |
| S1 |
128-295 |
129-012 |
|