ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 18-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2015 |
18-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
126-255 |
127-150 |
0-215 |
0.5% |
127-015 |
| High |
126-255 |
127-150 |
0-215 |
0.5% |
127-150 |
| Low |
126-255 |
127-150 |
0-215 |
0.5% |
126-005 |
| Close |
126-255 |
127-150 |
0-215 |
0.5% |
127-150 |
| Range |
|
|
|
|
|
| ATR |
0-118 |
0-125 |
0-007 |
5.9% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-150 |
127-150 |
127-150 |
|
| R3 |
127-150 |
127-150 |
127-150 |
|
| R2 |
127-150 |
127-150 |
127-150 |
|
| R1 |
127-150 |
127-150 |
127-150 |
127-150 |
| PP |
127-150 |
127-150 |
127-150 |
127-150 |
| S1 |
127-150 |
127-150 |
127-150 |
127-150 |
| S2 |
127-150 |
127-150 |
127-150 |
|
| S3 |
127-150 |
127-150 |
127-150 |
|
| S4 |
127-150 |
127-150 |
127-150 |
|
|
| Weekly Pivots for week ending 18-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-110 |
130-275 |
128-086 |
|
| R3 |
129-285 |
129-130 |
127-278 |
|
| R2 |
128-140 |
128-140 |
127-235 |
|
| R1 |
127-305 |
127-305 |
127-193 |
128-063 |
| PP |
126-315 |
126-315 |
126-315 |
127-034 |
| S1 |
126-160 |
126-160 |
127-107 |
126-238 |
| S2 |
125-170 |
125-170 |
127-065 |
|
| S3 |
124-025 |
125-015 |
127-022 |
|
| S4 |
122-200 |
123-190 |
126-214 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-150 |
126-005 |
1-145 |
1.1% |
0-000 |
0.0% |
100% |
True |
False |
|
| 10 |
127-150 |
126-005 |
1-145 |
1.1% |
0-000 |
0.0% |
100% |
True |
False |
|
| 20 |
128-040 |
126-005 |
2-035 |
1.7% |
0-000 |
0.0% |
69% |
False |
False |
|
| 40 |
128-040 |
125-140 |
2-220 |
2.1% |
0-000 |
0.0% |
76% |
False |
False |
|
| 60 |
128-040 |
123-180 |
4-180 |
3.6% |
0-000 |
0.0% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-150 |
|
2.618 |
127-150 |
|
1.618 |
127-150 |
|
1.000 |
127-150 |
|
0.618 |
127-150 |
|
HIGH |
127-150 |
|
0.618 |
127-150 |
|
0.500 |
127-150 |
|
0.382 |
127-150 |
|
LOW |
127-150 |
|
0.618 |
127-150 |
|
1.000 |
127-150 |
|
1.618 |
127-150 |
|
2.618 |
127-150 |
|
4.250 |
127-150 |
|
|
| Fisher Pivots for day following 18-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-150 |
127-073 |
| PP |
127-150 |
126-315 |
| S1 |
127-150 |
126-238 |
|