ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 05-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
129-010 |
128-235 |
-0-095 |
-0.2% |
127-305 |
| High |
129-195 |
129-000 |
-0-195 |
-0.5% |
129-195 |
| Low |
128-265 |
128-135 |
-0-130 |
-0.3% |
127-305 |
| Close |
128-305 |
128-165 |
-0-140 |
-0.3% |
128-305 |
| Range |
0-250 |
0-185 |
-0-065 |
-26.0% |
1-210 |
| ATR |
0-155 |
0-157 |
0-002 |
1.4% |
0-000 |
| Volume |
353 |
0 |
-353 |
-100.0% |
617 |
|
| Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-122 |
130-008 |
128-267 |
|
| R3 |
129-257 |
129-143 |
128-216 |
|
| R2 |
129-072 |
129-072 |
128-199 |
|
| R1 |
128-278 |
128-278 |
128-182 |
128-242 |
| PP |
128-207 |
128-207 |
128-207 |
128-189 |
| S1 |
128-093 |
128-093 |
128-148 |
128-058 |
| S2 |
128-022 |
128-022 |
128-131 |
|
| S3 |
127-157 |
127-228 |
128-114 |
|
| S4 |
126-292 |
127-043 |
128-063 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-258 |
133-012 |
129-277 |
|
| R3 |
132-048 |
131-122 |
129-131 |
|
| R2 |
130-158 |
130-158 |
129-082 |
|
| R1 |
129-232 |
129-232 |
129-034 |
130-035 |
| PP |
128-268 |
128-268 |
128-268 |
129-010 |
| S1 |
128-022 |
128-022 |
128-256 |
128-145 |
| S2 |
127-058 |
127-058 |
128-208 |
|
| S3 |
125-168 |
126-132 |
128-159 |
|
| S4 |
123-278 |
124-242 |
128-013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-195 |
128-000 |
1-195 |
1.3% |
0-167 |
0.4% |
32% |
False |
False |
120 |
| 10 |
129-195 |
127-055 |
2-140 |
1.9% |
0-094 |
0.2% |
55% |
False |
False |
61 |
| 20 |
129-195 |
126-005 |
3-190 |
2.8% |
0-047 |
0.1% |
70% |
False |
False |
30 |
| 40 |
129-195 |
125-255 |
3-260 |
3.0% |
0-023 |
0.1% |
71% |
False |
False |
15 |
| 60 |
129-195 |
124-075 |
5-120 |
4.2% |
0-016 |
0.0% |
80% |
False |
False |
10 |
| 80 |
129-195 |
123-180 |
6-015 |
4.7% |
0-012 |
0.0% |
82% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-146 |
|
2.618 |
130-164 |
|
1.618 |
129-299 |
|
1.000 |
129-185 |
|
0.618 |
129-114 |
|
HIGH |
129-000 |
|
0.618 |
128-249 |
|
0.500 |
128-228 |
|
0.382 |
128-206 |
|
LOW |
128-135 |
|
0.618 |
128-021 |
|
1.000 |
127-270 |
|
1.618 |
127-156 |
|
2.618 |
126-291 |
|
4.250 |
125-309 |
|
|
| Fisher Pivots for day following 05-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-228 |
129-000 |
| PP |
128-207 |
128-268 |
| S1 |
128-186 |
128-217 |
|