ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 29-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
128-145 |
127-230 |
-0-235 |
-0.6% |
128-175 |
| High |
128-165 |
127-255 |
-0-230 |
-0.6% |
128-240 |
| Low |
127-210 |
127-025 |
-0-185 |
-0.5% |
127-290 |
| Close |
127-240 |
127-035 |
-0-205 |
-0.5% |
128-005 |
| Range |
0-275 |
0-230 |
-0-045 |
-16.4% |
0-270 |
| ATR |
0-161 |
0-166 |
0-005 |
3.0% |
0-000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-155 |
129-005 |
127-162 |
|
| R3 |
128-245 |
128-095 |
127-098 |
|
| R2 |
128-015 |
128-015 |
127-077 |
|
| R1 |
127-185 |
127-185 |
127-056 |
127-145 |
| PP |
127-105 |
127-105 |
127-105 |
127-085 |
| S1 |
126-275 |
126-275 |
127-014 |
126-235 |
| S2 |
126-195 |
126-195 |
126-313 |
|
| S3 |
125-285 |
126-045 |
126-292 |
|
| S4 |
125-055 |
125-135 |
126-228 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-242 |
130-073 |
128-153 |
|
| R3 |
129-292 |
129-123 |
128-079 |
|
| R2 |
129-022 |
129-022 |
128-054 |
|
| R1 |
128-173 |
128-173 |
128-030 |
128-122 |
| PP |
128-072 |
128-072 |
128-072 |
128-046 |
| S1 |
127-223 |
127-223 |
127-300 |
127-173 |
| S2 |
127-122 |
127-122 |
127-275 |
|
| S3 |
126-172 |
126-273 |
127-251 |
|
| S4 |
125-222 |
126-003 |
127-177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-220 |
127-025 |
1-195 |
1.3% |
0-165 |
0.4% |
2% |
False |
True |
1,099 |
| 10 |
128-310 |
127-025 |
1-285 |
1.5% |
0-146 |
0.4% |
2% |
False |
True |
806 |
| 20 |
129-195 |
127-025 |
2-170 |
2.0% |
0-154 |
0.4% |
1% |
False |
True |
621 |
| 40 |
129-195 |
126-005 |
3-190 |
2.8% |
0-089 |
0.2% |
30% |
False |
False |
317 |
| 60 |
129-195 |
125-255 |
3-260 |
3.0% |
0-060 |
0.1% |
34% |
False |
False |
211 |
| 80 |
129-195 |
124-075 |
5-120 |
4.2% |
0-045 |
0.1% |
53% |
False |
False |
158 |
| 100 |
129-195 |
123-160 |
6-035 |
4.8% |
0-036 |
0.1% |
59% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-273 |
|
2.618 |
129-217 |
|
1.618 |
128-307 |
|
1.000 |
128-165 |
|
0.618 |
128-077 |
|
HIGH |
127-255 |
|
0.618 |
127-167 |
|
0.500 |
127-140 |
|
0.382 |
127-113 |
|
LOW |
127-025 |
|
0.618 |
126-203 |
|
1.000 |
126-115 |
|
1.618 |
125-293 |
|
2.618 |
125-063 |
|
4.250 |
124-007 |
|
|
| Fisher Pivots for day following 29-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-140 |
127-282 |
| PP |
127-105 |
127-200 |
| S1 |
127-070 |
127-118 |
|