ECBOT 10 Year T-Note Future September 2016
Trading Metrics calculated at close of trading on 21-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2015 |
21-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
125-075 |
125-100 |
0-025 |
0.1% |
125-055 |
High |
125-075 |
125-100 |
0-025 |
0.1% |
125-075 |
Low |
125-075 |
125-100 |
0-025 |
0.1% |
124-160 |
Close |
125-075 |
125-100 |
0-025 |
0.1% |
125-075 |
Range |
|
|
|
|
|
ATR |
0-145 |
0-136 |
-0-009 |
-5.9% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-100 |
125-100 |
125-100 |
|
R3 |
125-100 |
125-100 |
125-100 |
|
R2 |
125-100 |
125-100 |
125-100 |
|
R1 |
125-100 |
125-100 |
125-100 |
125-100 |
PP |
125-100 |
125-100 |
125-100 |
125-100 |
S1 |
125-100 |
125-100 |
125-100 |
125-100 |
S2 |
125-100 |
125-100 |
125-100 |
|
S3 |
125-100 |
125-100 |
125-100 |
|
S4 |
125-100 |
125-100 |
125-100 |
|
|
Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-062 |
126-303 |
125-204 |
|
R3 |
126-147 |
126-068 |
125-140 |
|
R2 |
125-232 |
125-232 |
125-118 |
|
R1 |
125-153 |
125-153 |
125-097 |
125-193 |
PP |
124-317 |
124-317 |
124-317 |
125-016 |
S1 |
124-238 |
124-238 |
125-053 |
124-278 |
S2 |
124-082 |
124-082 |
125-032 |
|
S3 |
123-167 |
124-003 |
125-010 |
|
S4 |
122-252 |
123-088 |
124-266 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-100 |
2.618 |
125-100 |
1.618 |
125-100 |
1.000 |
125-100 |
0.618 |
125-100 |
HIGH |
125-100 |
0.618 |
125-100 |
0.500 |
125-100 |
0.382 |
125-100 |
LOW |
125-100 |
0.618 |
125-100 |
1.000 |
125-100 |
1.618 |
125-100 |
2.618 |
125-100 |
4.250 |
125-100 |
|
|
Fisher Pivots for day following 21-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
125-100 |
125-077 |
PP |
125-100 |
125-053 |
S1 |
125-100 |
125-030 |
|