ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 25-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2015 |
25-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
127-220 |
127-115 |
-0-105 |
-0.3% |
126-290 |
| High |
127-260 |
127-115 |
-0-145 |
-0.4% |
127-260 |
| Low |
127-220 |
127-055 |
-0-165 |
-0.4% |
126-290 |
| Close |
127-220 |
127-115 |
-0-105 |
-0.3% |
127-115 |
| Range |
0-040 |
0-060 |
0-020 |
50.0% |
0-290 |
| ATR |
0-127 |
0-130 |
0-003 |
2.1% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-275 |
127-255 |
127-148 |
|
| R3 |
127-215 |
127-195 |
127-132 |
|
| R2 |
127-155 |
127-155 |
127-126 |
|
| R1 |
127-135 |
127-135 |
127-121 |
127-145 |
| PP |
127-095 |
127-095 |
127-095 |
127-100 |
| S1 |
127-075 |
127-075 |
127-110 |
127-085 |
| S2 |
127-035 |
127-035 |
127-104 |
|
| S3 |
126-295 |
127-015 |
127-099 |
|
| S4 |
126-235 |
126-275 |
127-082 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-025 |
129-200 |
127-274 |
|
| R3 |
129-055 |
128-230 |
127-195 |
|
| R2 |
128-085 |
128-085 |
127-168 |
|
| R1 |
127-260 |
127-260 |
127-142 |
128-012 |
| PP |
127-115 |
127-115 |
127-115 |
127-151 |
| S1 |
126-290 |
126-290 |
127-088 |
127-043 |
| S2 |
126-145 |
126-145 |
127-062 |
|
| S3 |
125-175 |
126-000 |
127-035 |
|
| S4 |
124-205 |
125-030 |
126-276 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-260 |
126-290 |
0-290 |
0.7% |
0-020 |
0.0% |
50% |
False |
False |
|
| 10 |
127-260 |
126-005 |
1-255 |
1.4% |
0-010 |
0.0% |
75% |
False |
False |
|
| 20 |
127-260 |
126-005 |
1-255 |
1.4% |
0-005 |
0.0% |
75% |
False |
False |
|
| 40 |
128-040 |
125-165 |
2-195 |
2.0% |
0-002 |
0.0% |
71% |
False |
False |
|
| 60 |
128-040 |
124-075 |
3-285 |
3.1% |
0-002 |
0.0% |
80% |
False |
False |
|
| 80 |
128-040 |
123-160 |
4-200 |
3.6% |
0-001 |
0.0% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-050 |
|
2.618 |
127-272 |
|
1.618 |
127-212 |
|
1.000 |
127-175 |
|
0.618 |
127-152 |
|
HIGH |
127-115 |
|
0.618 |
127-092 |
|
0.500 |
127-085 |
|
0.382 |
127-078 |
|
LOW |
127-055 |
|
0.618 |
127-018 |
|
1.000 |
126-315 |
|
1.618 |
126-278 |
|
2.618 |
126-218 |
|
4.250 |
126-120 |
|
|
| Fisher Pivots for day following 25-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-105 |
127-158 |
| PP |
127-095 |
127-143 |
| S1 |
127-085 |
127-129 |
|