ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 04-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2015 |
04-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
127-160 |
127-050 |
-0-110 |
-0.3% |
128-130 |
| High |
127-165 |
127-090 |
-0-075 |
-0.2% |
129-025 |
| Low |
127-015 |
126-255 |
-0-080 |
-0.2% |
127-145 |
| Close |
127-035 |
126-295 |
-0-060 |
-0.1% |
127-220 |
| Range |
0-150 |
0-155 |
0-005 |
3.3% |
1-200 |
| ATR |
0-178 |
0-177 |
-0-002 |
-0.9% |
0-000 |
| Volume |
923,018 |
1,373,910 |
450,892 |
48.8% |
6,013,660 |
|
| Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-145 |
128-055 |
127-060 |
|
| R3 |
127-310 |
127-220 |
127-018 |
|
| R2 |
127-155 |
127-155 |
127-003 |
|
| R1 |
127-065 |
127-065 |
126-309 |
127-032 |
| PP |
127-000 |
127-000 |
127-000 |
126-304 |
| S1 |
126-230 |
126-230 |
126-281 |
126-198 |
| S2 |
126-165 |
126-165 |
126-267 |
|
| S3 |
126-010 |
126-075 |
126-252 |
|
| S4 |
125-175 |
125-240 |
126-210 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-303 |
131-302 |
128-186 |
|
| R3 |
131-103 |
130-102 |
128-043 |
|
| R2 |
129-223 |
129-223 |
127-315 |
|
| R1 |
128-222 |
128-222 |
127-268 |
128-122 |
| PP |
128-023 |
128-023 |
128-023 |
127-294 |
| S1 |
127-022 |
127-022 |
127-172 |
126-242 |
| S2 |
126-143 |
126-143 |
127-125 |
|
| S3 |
124-263 |
125-142 |
127-077 |
|
| S4 |
123-063 |
123-262 |
126-254 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-085 |
126-255 |
1-150 |
1.2% |
0-162 |
0.4% |
9% |
False |
True |
1,264,044 |
| 10 |
129-030 |
126-255 |
2-095 |
1.8% |
0-168 |
0.4% |
5% |
False |
True |
1,165,633 |
| 20 |
129-200 |
126-255 |
2-265 |
2.2% |
0-165 |
0.4% |
4% |
False |
True |
1,030,834 |
| 40 |
130-005 |
126-165 |
3-160 |
2.8% |
0-186 |
0.5% |
12% |
False |
False |
1,053,786 |
| 60 |
130-005 |
126-160 |
3-165 |
2.8% |
0-199 |
0.5% |
12% |
False |
False |
914,631 |
| 80 |
130-005 |
124-280 |
5-045 |
4.1% |
0-190 |
0.5% |
40% |
False |
False |
686,700 |
| 100 |
130-005 |
124-000 |
6-005 |
4.7% |
0-171 |
0.4% |
49% |
False |
False |
549,415 |
| 120 |
130-005 |
123-310 |
6-015 |
4.8% |
0-147 |
0.4% |
49% |
False |
False |
457,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-109 |
|
2.618 |
128-176 |
|
1.618 |
128-021 |
|
1.000 |
127-245 |
|
0.618 |
127-186 |
|
HIGH |
127-090 |
|
0.618 |
127-031 |
|
0.500 |
127-012 |
|
0.382 |
126-314 |
|
LOW |
126-255 |
|
0.618 |
126-159 |
|
1.000 |
126-100 |
|
1.618 |
126-004 |
|
2.618 |
125-169 |
|
4.250 |
124-236 |
|
|
| Fisher Pivots for day following 04-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-012 |
127-100 |
| PP |
127-000 |
127-058 |
| S1 |
126-308 |
127-017 |
|