ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 09-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2015 |
09-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
126-250 |
126-300 |
0-050 |
0.1% |
126-180 |
| High |
126-250 |
126-300 |
0-050 |
0.1% |
127-080 |
| Low |
126-250 |
126-300 |
0-050 |
0.1% |
126-180 |
| Close |
126-250 |
126-300 |
0-050 |
0.1% |
127-080 |
| Range |
|
|
|
|
|
| ATR |
0-111 |
0-106 |
-0-004 |
-3.9% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-300 |
126-300 |
126-300 |
|
| R3 |
126-300 |
126-300 |
126-300 |
|
| R2 |
126-300 |
126-300 |
126-300 |
|
| R1 |
126-300 |
126-300 |
126-300 |
126-300 |
| PP |
126-300 |
126-300 |
126-300 |
126-300 |
| S1 |
126-300 |
126-300 |
126-300 |
126-300 |
| S2 |
126-300 |
126-300 |
126-300 |
|
| S3 |
126-300 |
126-300 |
126-300 |
|
| S4 |
126-300 |
126-300 |
126-300 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-027 |
128-273 |
127-201 |
|
| R3 |
128-127 |
128-053 |
127-140 |
|
| R2 |
127-227 |
127-227 |
127-120 |
|
| R1 |
127-153 |
127-153 |
127-100 |
127-190 |
| PP |
127-007 |
127-007 |
127-007 |
127-025 |
| S1 |
126-253 |
126-253 |
127-060 |
126-290 |
| S2 |
126-107 |
126-107 |
127-040 |
|
| S3 |
125-207 |
126-033 |
127-020 |
|
| S4 |
124-307 |
125-133 |
126-279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-080 |
126-210 |
0-190 |
0.5% |
0-000 |
0.0% |
47% |
False |
False |
|
| 10 |
127-080 |
126-180 |
0-220 |
0.5% |
0-000 |
0.0% |
55% |
False |
False |
|
| 20 |
128-040 |
126-070 |
1-290 |
1.5% |
0-000 |
0.0% |
38% |
False |
False |
|
| 40 |
128-040 |
124-175 |
3-185 |
2.8% |
0-000 |
0.0% |
67% |
False |
False |
|
| 60 |
128-040 |
123-180 |
4-180 |
3.6% |
0-000 |
0.0% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-300 |
|
2.618 |
126-300 |
|
1.618 |
126-300 |
|
1.000 |
126-300 |
|
0.618 |
126-300 |
|
HIGH |
126-300 |
|
0.618 |
126-300 |
|
0.500 |
126-300 |
|
0.382 |
126-300 |
|
LOW |
126-300 |
|
0.618 |
126-300 |
|
1.000 |
126-300 |
|
1.618 |
126-300 |
|
2.618 |
126-300 |
|
4.250 |
126-300 |
|
|
| Fisher Pivots for day following 09-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-300 |
127-005 |
| PP |
126-300 |
126-317 |
| S1 |
126-300 |
126-308 |
|