ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 02-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2015 |
02-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
127-055 |
127-010 |
-0-045 |
-0.1% |
128-005 |
| High |
127-100 |
127-105 |
0-005 |
0.0% |
128-220 |
| Low |
126-305 |
126-265 |
-0-040 |
-0.1% |
126-305 |
| Close |
127-065 |
126-270 |
-0-115 |
-0.3% |
127-065 |
| Range |
0-115 |
0-160 |
0-045 |
39.1% |
1-235 |
| ATR |
0-163 |
0-162 |
0-000 |
-0.1% |
0-000 |
| Volume |
2,313 |
0 |
-2,313 |
-100.0% |
7,812 |
|
| Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-160 |
128-055 |
127-038 |
|
| R3 |
128-000 |
127-215 |
126-314 |
|
| R2 |
127-160 |
127-160 |
126-299 |
|
| R1 |
127-055 |
127-055 |
126-285 |
127-028 |
| PP |
127-000 |
127-000 |
127-000 |
126-306 |
| S1 |
126-215 |
126-215 |
126-255 |
126-188 |
| S2 |
126-160 |
126-160 |
126-241 |
|
| S3 |
126-000 |
126-055 |
126-226 |
|
| S4 |
125-160 |
125-215 |
126-182 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-262 |
131-238 |
128-050 |
|
| R3 |
131-027 |
130-003 |
127-218 |
|
| R2 |
129-112 |
129-112 |
127-167 |
|
| R1 |
128-088 |
128-088 |
127-116 |
127-302 |
| PP |
127-197 |
127-197 |
127-197 |
127-144 |
| S1 |
126-173 |
126-173 |
127-014 |
126-067 |
| S2 |
125-282 |
125-282 |
126-283 |
|
| S3 |
124-047 |
124-258 |
126-232 |
|
| S4 |
122-132 |
123-023 |
126-080 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-220 |
126-265 |
1-275 |
1.5% |
0-182 |
0.4% |
1% |
False |
True |
1,318 |
| 10 |
128-240 |
126-265 |
1-295 |
1.5% |
0-151 |
0.4% |
1% |
False |
True |
1,038 |
| 20 |
129-095 |
126-265 |
2-150 |
1.9% |
0-146 |
0.4% |
1% |
False |
True |
719 |
| 40 |
129-195 |
126-005 |
3-190 |
2.8% |
0-096 |
0.2% |
23% |
False |
False |
375 |
| 60 |
129-195 |
125-255 |
3-260 |
3.0% |
0-064 |
0.2% |
27% |
False |
False |
250 |
| 80 |
129-195 |
124-075 |
5-120 |
4.2% |
0-048 |
0.1% |
49% |
False |
False |
187 |
| 100 |
129-195 |
123-180 |
6-015 |
4.8% |
0-039 |
0.1% |
54% |
False |
False |
150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-145 |
|
2.618 |
128-204 |
|
1.618 |
128-044 |
|
1.000 |
127-265 |
|
0.618 |
127-204 |
|
HIGH |
127-105 |
|
0.618 |
127-044 |
|
0.500 |
127-025 |
|
0.382 |
127-006 |
|
LOW |
126-265 |
|
0.618 |
126-166 |
|
1.000 |
126-105 |
|
1.618 |
126-006 |
|
2.618 |
125-166 |
|
4.250 |
124-225 |
|
|
| Fisher Pivots for day following 02-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-025 |
127-100 |
| PP |
127-000 |
127-050 |
| S1 |
126-295 |
127-000 |
|