ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 29-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2015 |
29-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
127-305 |
128-090 |
0-105 |
0.3% |
126-290 |
| High |
127-305 |
128-130 |
0-145 |
0.4% |
127-260 |
| Low |
127-305 |
128-000 |
0-015 |
0.0% |
126-290 |
| Close |
127-305 |
128-120 |
0-135 |
0.3% |
127-115 |
| Range |
0-000 |
0-130 |
0-130 |
|
0-290 |
| ATR |
0-134 |
0-135 |
0-001 |
0.6% |
0-000 |
| Volume |
16 |
186 |
170 |
1,062.5% |
1 |
|
| Daily Pivots for day following 29-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-153 |
129-107 |
128-192 |
|
| R3 |
129-023 |
128-297 |
128-156 |
|
| R2 |
128-213 |
128-213 |
128-144 |
|
| R1 |
128-167 |
128-167 |
128-132 |
128-190 |
| PP |
128-083 |
128-083 |
128-083 |
128-095 |
| S1 |
128-037 |
128-037 |
128-108 |
128-060 |
| S2 |
127-273 |
127-273 |
128-096 |
|
| S3 |
127-143 |
127-227 |
128-084 |
|
| S4 |
127-013 |
127-097 |
128-048 |
|
|
| 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 |
128-130 |
127-055 |
1-075 |
1.0% |
0-046 |
0.1% |
97% |
True |
False |
40 |
| 10 |
128-130 |
126-005 |
2-125 |
1.9% |
0-023 |
0.1% |
99% |
True |
False |
20 |
| 20 |
128-130 |
126-005 |
2-125 |
1.9% |
0-012 |
0.0% |
99% |
True |
False |
10 |
| 40 |
128-130 |
125-165 |
2-285 |
2.3% |
0-006 |
0.0% |
99% |
True |
False |
5 |
| 60 |
128-130 |
124-075 |
4-055 |
3.2% |
0-004 |
0.0% |
99% |
True |
False |
3 |
| 80 |
128-130 |
123-160 |
4-290 |
3.8% |
0-003 |
0.0% |
99% |
True |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-043 |
|
2.618 |
129-150 |
|
1.618 |
129-020 |
|
1.000 |
128-260 |
|
0.618 |
128-210 |
|
HIGH |
128-130 |
|
0.618 |
128-080 |
|
0.500 |
128-065 |
|
0.382 |
128-050 |
|
LOW |
128-000 |
|
0.618 |
127-240 |
|
1.000 |
127-190 |
|
1.618 |
127-110 |
|
2.618 |
126-300 |
|
4.250 |
126-087 |
|
|
| Fisher Pivots for day following 29-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-102 |
128-058 |
| PP |
128-083 |
127-315 |
| S1 |
128-065 |
127-253 |
|