ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 19-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
128-235 |
128-175 |
-0-060 |
-0.1% |
128-050 |
| High |
128-310 |
128-240 |
-0-070 |
-0.2% |
129-095 |
| Low |
128-200 |
128-125 |
-0-075 |
-0.2% |
128-050 |
| Close |
128-230 |
128-205 |
-0-025 |
-0.1% |
128-230 |
| Range |
0-110 |
0-115 |
0-005 |
4.5% |
1-045 |
| ATR |
0-154 |
0-151 |
-0-003 |
-1.8% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-215 |
129-165 |
128-268 |
|
| R3 |
129-100 |
129-050 |
128-237 |
|
| R2 |
128-305 |
128-305 |
128-226 |
|
| R1 |
128-255 |
128-255 |
128-216 |
128-280 |
| PP |
128-190 |
128-190 |
128-190 |
128-202 |
| S1 |
128-140 |
128-140 |
128-194 |
128-165 |
| S2 |
128-075 |
128-075 |
128-184 |
|
| S3 |
127-280 |
128-025 |
128-173 |
|
| S4 |
127-165 |
127-230 |
128-142 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-047 |
131-183 |
129-111 |
|
| R3 |
131-002 |
130-138 |
129-010 |
|
| R2 |
129-277 |
129-277 |
128-297 |
|
| R1 |
129-093 |
129-093 |
128-263 |
129-185 |
| PP |
128-232 |
128-232 |
128-232 |
128-278 |
| S1 |
128-048 |
128-048 |
128-197 |
128-140 |
| S2 |
127-187 |
127-187 |
128-163 |
|
| S3 |
126-142 |
127-003 |
128-130 |
|
| S4 |
125-097 |
125-278 |
128-029 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-095 |
128-085 |
1-010 |
0.8% |
0-141 |
0.3% |
36% |
False |
False |
481 |
| 10 |
129-095 |
127-260 |
1-155 |
1.2% |
0-140 |
0.3% |
56% |
False |
False |
400 |
| 20 |
129-195 |
127-055 |
2-140 |
1.9% |
0-117 |
0.3% |
60% |
False |
False |
231 |
| 40 |
129-195 |
126-005 |
3-190 |
2.8% |
0-058 |
0.1% |
73% |
False |
False |
115 |
| 60 |
129-195 |
125-165 |
4-030 |
3.2% |
0-039 |
0.1% |
76% |
False |
False |
77 |
| 80 |
129-195 |
123-180 |
6-015 |
4.7% |
0-029 |
0.1% |
84% |
False |
False |
57 |
| 100 |
129-195 |
123-160 |
6-035 |
4.7% |
0-023 |
0.1% |
84% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-089 |
|
2.618 |
129-221 |
|
1.618 |
129-106 |
|
1.000 |
129-035 |
|
0.618 |
128-311 |
|
HIGH |
128-240 |
|
0.618 |
128-196 |
|
0.500 |
128-182 |
|
0.382 |
128-169 |
|
LOW |
128-125 |
|
0.618 |
128-054 |
|
1.000 |
128-010 |
|
1.618 |
127-259 |
|
2.618 |
127-144 |
|
4.250 |
126-276 |
|
|
| Fisher Pivots for day following 19-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
128-197 |
128-265 |
| PP |
128-190 |
128-245 |
| S1 |
128-182 |
128-225 |
|