ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 29-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
128-275 |
128-045 |
-0-230 |
-0.6% |
128-305 |
| High |
128-290 |
128-085 |
-0-205 |
-0.5% |
129-040 |
| Low |
128-035 |
127-175 |
-0-180 |
-0.4% |
128-090 |
| Close |
128-065 |
127-195 |
-0-190 |
-0.5% |
128-135 |
| Range |
0-255 |
0-230 |
-0-025 |
-9.8% |
0-270 |
| ATR |
0-184 |
0-187 |
0-003 |
1.8% |
0-000 |
| Volume |
1,285,733 |
1,568,986 |
283,253 |
22.0% |
5,135,915 |
|
| Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-308 |
129-162 |
128-002 |
|
| R3 |
129-078 |
128-252 |
127-258 |
|
| R2 |
128-168 |
128-168 |
127-237 |
|
| R1 |
128-022 |
128-022 |
127-216 |
127-300 |
| PP |
127-258 |
127-258 |
127-258 |
127-238 |
| S1 |
127-112 |
127-112 |
127-174 |
127-070 |
| S2 |
127-028 |
127-028 |
127-153 |
|
| S3 |
126-118 |
126-202 |
127-132 |
|
| S4 |
125-208 |
125-292 |
127-068 |
|
|
| 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 |
129-025 |
127-175 |
1-170 |
1.2% |
0-193 |
0.5% |
4% |
False |
True |
1,159,565 |
| 10 |
129-095 |
127-175 |
1-240 |
1.4% |
0-168 |
0.4% |
4% |
False |
True |
1,045,500 |
| 20 |
130-005 |
127-175 |
2-150 |
1.9% |
0-184 |
0.5% |
3% |
False |
True |
1,036,475 |
| 40 |
130-005 |
126-165 |
3-160 |
2.7% |
0-190 |
0.5% |
31% |
False |
False |
1,041,580 |
| 60 |
130-005 |
125-310 |
4-015 |
3.2% |
0-205 |
0.5% |
41% |
False |
False |
835,771 |
| 80 |
130-005 |
124-160 |
5-165 |
4.3% |
0-193 |
0.5% |
56% |
False |
False |
627,374 |
| 100 |
130-005 |
123-310 |
6-015 |
4.7% |
0-165 |
0.4% |
60% |
False |
False |
501,903 |
| 120 |
130-005 |
123-310 |
6-015 |
4.7% |
0-142 |
0.3% |
60% |
False |
False |
418,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-102 |
|
2.618 |
130-047 |
|
1.618 |
129-137 |
|
1.000 |
128-315 |
|
0.618 |
128-227 |
|
HIGH |
128-085 |
|
0.618 |
127-317 |
|
0.500 |
127-290 |
|
0.382 |
127-263 |
|
LOW |
127-175 |
|
0.618 |
127-033 |
|
1.000 |
126-265 |
|
1.618 |
126-123 |
|
2.618 |
125-213 |
|
4.250 |
124-158 |
|
|
| Fisher Pivots for day following 29-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-290 |
128-100 |
| PP |
127-258 |
128-025 |
| S1 |
127-227 |
127-270 |
|