ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 07-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2015 |
07-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
128-215 |
128-250 |
0-035 |
0.1% |
127-305 |
| High |
128-230 |
128-260 |
0-030 |
0.1% |
129-195 |
| Low |
128-125 |
128-080 |
-0-045 |
-0.1% |
127-305 |
| Close |
128-215 |
128-135 |
-0-080 |
-0.2% |
128-305 |
| Range |
0-105 |
0-180 |
0-075 |
71.4% |
1-210 |
| ATR |
0-153 |
0-155 |
0-002 |
1.2% |
0-000 |
| Volume |
1,595 |
0 |
-1,595 |
-100.0% |
617 |
|
| Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-058 |
129-277 |
128-234 |
|
| R3 |
129-198 |
129-097 |
128-185 |
|
| R2 |
129-018 |
129-018 |
128-168 |
|
| R1 |
128-237 |
128-237 |
128-152 |
128-198 |
| PP |
128-158 |
128-158 |
128-158 |
128-139 |
| S1 |
128-057 |
128-057 |
128-119 |
128-018 |
| S2 |
127-298 |
127-298 |
128-102 |
|
| S3 |
127-118 |
127-197 |
128-086 |
|
| S4 |
126-258 |
127-017 |
128-036 |
|
|
| 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 |
128-080 |
1-115 |
1.1% |
0-170 |
0.4% |
13% |
False |
True |
402 |
| 10 |
129-195 |
127-055 |
2-140 |
1.9% |
0-122 |
0.3% |
51% |
False |
False |
221 |
| 20 |
129-195 |
126-005 |
3-190 |
2.8% |
0-061 |
0.1% |
67% |
False |
False |
110 |
| 40 |
129-195 |
126-005 |
3-190 |
2.8% |
0-031 |
0.1% |
67% |
False |
False |
55 |
| 60 |
129-195 |
124-175 |
5-020 |
3.9% |
0-020 |
0.0% |
77% |
False |
False |
36 |
| 80 |
129-195 |
123-180 |
6-015 |
4.7% |
0-015 |
0.0% |
80% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-065 |
|
2.618 |
130-091 |
|
1.618 |
129-231 |
|
1.000 |
129-120 |
|
0.618 |
129-051 |
|
HIGH |
128-260 |
|
0.618 |
128-191 |
|
0.500 |
128-170 |
|
0.382 |
128-149 |
|
LOW |
128-080 |
|
0.618 |
127-289 |
|
1.000 |
127-220 |
|
1.618 |
127-109 |
|
2.618 |
126-249 |
|
4.250 |
125-275 |
|
|
| Fisher Pivots for day following 07-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-170 |
128-200 |
| PP |
128-158 |
128-178 |
| S1 |
128-147 |
128-157 |
|