ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 01-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2015 |
01-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
128-020 |
128-150 |
0-130 |
0.3% |
126-290 |
| High |
128-145 |
128-255 |
0-110 |
0.3% |
127-260 |
| Low |
128-005 |
128-125 |
0-120 |
0.3% |
126-290 |
| Close |
128-095 |
128-130 |
0-035 |
0.1% |
127-115 |
| Range |
0-140 |
0-130 |
-0-010 |
-7.1% |
0-290 |
| ATR |
0-136 |
0-137 |
0-002 |
1.3% |
0-000 |
| Volume |
0 |
62 |
62 |
|
1 |
|
| Daily Pivots for day following 01-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-240 |
129-155 |
128-202 |
|
| R3 |
129-110 |
129-025 |
128-166 |
|
| R2 |
128-300 |
128-300 |
128-154 |
|
| R1 |
128-215 |
128-215 |
128-142 |
128-193 |
| PP |
128-170 |
128-170 |
128-170 |
128-159 |
| S1 |
128-085 |
128-085 |
128-118 |
128-062 |
| S2 |
128-040 |
128-040 |
128-106 |
|
| S3 |
127-230 |
127-275 |
128-094 |
|
| S4 |
127-100 |
127-145 |
128-059 |
|
|
| 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 |
128-255 |
127-055 |
1-200 |
1.3% |
0-092 |
0.2% |
76% |
True |
False |
52 |
| 10 |
128-255 |
126-290 |
1-285 |
1.5% |
0-050 |
0.1% |
79% |
True |
False |
26 |
| 20 |
128-255 |
126-005 |
2-250 |
2.2% |
0-025 |
0.1% |
86% |
True |
False |
13 |
| 40 |
128-255 |
125-255 |
3-000 |
2.3% |
0-013 |
0.0% |
87% |
True |
False |
6 |
| 60 |
128-255 |
124-075 |
4-180 |
3.6% |
0-008 |
0.0% |
91% |
True |
False |
4 |
| 80 |
128-255 |
123-160 |
5-095 |
4.1% |
0-006 |
0.0% |
93% |
True |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-168 |
|
2.618 |
129-275 |
|
1.618 |
129-145 |
|
1.000 |
129-065 |
|
0.618 |
129-015 |
|
HIGH |
128-255 |
|
0.618 |
128-205 |
|
0.500 |
128-190 |
|
0.382 |
128-175 |
|
LOW |
128-125 |
|
0.618 |
128-045 |
|
1.000 |
127-315 |
|
1.618 |
127-235 |
|
2.618 |
127-105 |
|
4.250 |
126-212 |
|
|
| Fisher Pivots for day following 01-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-190 |
128-129 |
| PP |
128-170 |
128-128 |
| S1 |
128-150 |
128-128 |
|