ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 14-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2015 |
14-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
128-160 |
128-200 |
0-040 |
0.1% |
128-235 |
| High |
128-185 |
129-095 |
0-230 |
0.6% |
129-000 |
| Low |
128-085 |
128-190 |
0-105 |
0.3% |
127-260 |
| Close |
128-150 |
129-075 |
0-245 |
0.6% |
128-025 |
| Range |
0-100 |
0-225 |
0-125 |
125.0% |
1-060 |
| ATR |
0-149 |
0-157 |
0-008 |
5.6% |
0-000 |
| Volume |
245 |
2,160 |
1,915 |
781.6% |
1,595 |
|
| Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-048 |
130-287 |
129-199 |
|
| R3 |
130-143 |
130-062 |
129-137 |
|
| R2 |
129-238 |
129-238 |
129-116 |
|
| R1 |
129-157 |
129-157 |
129-096 |
129-198 |
| PP |
129-013 |
129-013 |
129-013 |
129-034 |
| S1 |
128-252 |
128-252 |
129-054 |
128-293 |
| S2 |
128-108 |
128-108 |
129-034 |
|
| S3 |
127-203 |
128-027 |
129-013 |
|
| S4 |
126-298 |
127-122 |
128-271 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-275 |
131-050 |
128-234 |
|
| R3 |
130-215 |
129-310 |
128-129 |
|
| R2 |
129-155 |
129-155 |
128-095 |
|
| R1 |
128-250 |
128-250 |
128-060 |
128-172 |
| PP |
128-095 |
128-095 |
128-095 |
128-056 |
| S1 |
127-190 |
127-190 |
127-310 |
127-112 |
| S2 |
127-035 |
127-035 |
127-275 |
|
| S3 |
125-295 |
126-130 |
127-240 |
|
| S4 |
124-235 |
125-070 |
127-136 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-095 |
127-260 |
1-155 |
1.1% |
0-147 |
0.4% |
96% |
True |
False |
482 |
| 10 |
129-195 |
127-260 |
1-255 |
1.4% |
0-159 |
0.4% |
79% |
False |
False |
442 |
| 20 |
129-195 |
126-255 |
2-260 |
2.2% |
0-098 |
0.2% |
87% |
False |
False |
231 |
| 40 |
129-195 |
126-005 |
3-190 |
2.8% |
0-049 |
0.1% |
90% |
False |
False |
115 |
| 60 |
129-195 |
125-000 |
4-195 |
3.6% |
0-033 |
0.1% |
92% |
False |
False |
77 |
| 80 |
129-195 |
123-180 |
6-015 |
4.7% |
0-024 |
0.1% |
94% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-091 |
|
2.618 |
131-044 |
|
1.618 |
130-139 |
|
1.000 |
130-000 |
|
0.618 |
129-234 |
|
HIGH |
129-095 |
|
0.618 |
129-009 |
|
0.500 |
128-303 |
|
0.382 |
128-276 |
|
LOW |
128-190 |
|
0.618 |
128-051 |
|
1.000 |
127-285 |
|
1.618 |
127-146 |
|
2.618 |
126-241 |
|
4.250 |
125-194 |
|
|
| Fisher Pivots for day following 14-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
129-044 |
129-021 |
| PP |
129-013 |
128-287 |
| S1 |
128-303 |
128-233 |
|