ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 23-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
128-295 |
128-285 |
-0-010 |
0.0% |
128-305 |
| High |
129-030 |
128-295 |
-0-055 |
-0.1% |
129-040 |
| Low |
128-215 |
128-090 |
-0-125 |
-0.3% |
128-090 |
| Close |
128-300 |
128-135 |
-0-165 |
-0.4% |
128-135 |
| Range |
0-135 |
0-205 |
0-070 |
51.9% |
0-270 |
| ATR |
0-182 |
0-184 |
0-002 |
1.1% |
0-000 |
| Volume |
1,107,265 |
1,255,428 |
148,163 |
13.4% |
5,135,915 |
|
| Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-148 |
130-027 |
128-248 |
|
| R3 |
129-263 |
129-142 |
128-191 |
|
| R2 |
129-058 |
129-058 |
128-173 |
|
| R1 |
128-257 |
128-257 |
128-154 |
128-215 |
| PP |
128-173 |
128-173 |
128-173 |
128-152 |
| S1 |
128-052 |
128-052 |
128-116 |
128-010 |
| S2 |
127-288 |
127-288 |
128-097 |
|
| S3 |
127-083 |
127-167 |
128-079 |
|
| S4 |
126-198 |
126-282 |
128-022 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-045 |
130-200 |
128-284 |
|
| R3 |
130-095 |
129-250 |
128-209 |
|
| R2 |
129-145 |
129-145 |
128-184 |
|
| R1 |
128-300 |
128-300 |
128-160 |
128-248 |
| PP |
128-195 |
128-195 |
128-195 |
128-169 |
| S1 |
128-030 |
128-030 |
128-110 |
127-298 |
| S2 |
127-245 |
127-245 |
128-086 |
|
| S3 |
126-295 |
127-080 |
128-061 |
|
| S4 |
126-025 |
126-130 |
127-306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-040 |
128-090 |
0-270 |
0.7% |
0-161 |
0.4% |
17% |
False |
True |
1,027,183 |
| 10 |
129-200 |
128-090 |
1-110 |
1.0% |
0-156 |
0.4% |
10% |
False |
True |
918,554 |
| 20 |
130-005 |
127-265 |
2-060 |
1.7% |
0-183 |
0.4% |
27% |
False |
False |
1,055,097 |
| 40 |
130-005 |
126-165 |
3-160 |
2.7% |
0-192 |
0.5% |
54% |
False |
False |
1,038,855 |
| 60 |
130-005 |
125-270 |
4-055 |
3.2% |
0-208 |
0.5% |
62% |
False |
False |
760,333 |
| 80 |
130-005 |
124-160 |
5-165 |
4.3% |
0-192 |
0.5% |
71% |
False |
False |
570,597 |
| 100 |
130-005 |
123-310 |
6-015 |
4.7% |
0-162 |
0.4% |
74% |
False |
False |
456,479 |
| 120 |
130-005 |
123-310 |
6-015 |
4.7% |
0-136 |
0.3% |
74% |
False |
False |
380,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-206 |
|
2.618 |
130-192 |
|
1.618 |
129-307 |
|
1.000 |
129-180 |
|
0.618 |
129-102 |
|
HIGH |
128-295 |
|
0.618 |
128-217 |
|
0.500 |
128-192 |
|
0.382 |
128-168 |
|
LOW |
128-090 |
|
0.618 |
127-283 |
|
1.000 |
127-205 |
|
1.618 |
127-078 |
|
2.618 |
126-193 |
|
4.250 |
125-179 |
|
|
| Fisher Pivots for day following 23-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-192 |
128-220 |
| PP |
128-173 |
128-192 |
| S1 |
128-154 |
128-163 |
|