ECBOT 10 Year T-Note Future December 2015
Trading Metrics calculated at close of trading on 05-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2015 |
05-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
127-050 |
126-305 |
-0-065 |
-0.2% |
128-130 |
High |
127-090 |
127-020 |
-0-070 |
-0.2% |
129-025 |
Low |
126-255 |
126-215 |
-0-040 |
-0.1% |
127-145 |
Close |
126-295 |
126-265 |
-0-030 |
-0.1% |
127-220 |
Range |
0-155 |
0-125 |
-0-030 |
-19.4% |
1-200 |
ATR |
0-177 |
0-173 |
-0-004 |
-2.1% |
0-000 |
Volume |
1,373,910 |
1,287,589 |
-86,321 |
-6.3% |
6,013,660 |
|
Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-008 |
127-262 |
127-014 |
|
R3 |
127-203 |
127-137 |
126-299 |
|
R2 |
127-078 |
127-078 |
126-288 |
|
R1 |
127-012 |
127-012 |
126-276 |
126-302 |
PP |
126-273 |
126-273 |
126-273 |
126-259 |
S1 |
126-207 |
126-207 |
126-254 |
126-178 |
S2 |
126-148 |
126-148 |
126-242 |
|
S3 |
126-023 |
126-082 |
126-231 |
|
S4 |
125-218 |
125-277 |
126-196 |
|
|
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 |
127-265 |
126-215 |
1-050 |
0.9% |
0-141 |
0.3% |
14% |
False |
True |
1,207,765 |
10 |
129-025 |
126-215 |
2-130 |
1.9% |
0-167 |
0.4% |
6% |
False |
True |
1,183,665 |
20 |
129-200 |
126-215 |
2-305 |
2.3% |
0-160 |
0.4% |
5% |
False |
True |
1,036,123 |
40 |
130-005 |
126-165 |
3-160 |
2.8% |
0-185 |
0.5% |
9% |
False |
False |
1,060,000 |
60 |
130-005 |
126-160 |
3-165 |
2.8% |
0-196 |
0.5% |
9% |
False |
False |
935,651 |
80 |
130-005 |
124-280 |
5-045 |
4.1% |
0-189 |
0.5% |
38% |
False |
False |
702,793 |
100 |
130-005 |
124-000 |
6-005 |
4.7% |
0-172 |
0.4% |
47% |
False |
False |
562,291 |
120 |
130-005 |
123-310 |
6-015 |
4.8% |
0-148 |
0.4% |
47% |
False |
False |
468,576 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-231 |
2.618 |
128-027 |
1.618 |
127-222 |
1.000 |
127-145 |
0.618 |
127-097 |
HIGH |
127-020 |
0.618 |
126-292 |
0.500 |
126-278 |
0.382 |
126-263 |
LOW |
126-215 |
0.618 |
126-138 |
1.000 |
126-090 |
1.618 |
126-013 |
2.618 |
125-208 |
4.250 |
125-004 |
|
|
Fisher Pivots for day following 05-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
126-278 |
127-030 |
PP |
126-273 |
127-002 |
S1 |
126-269 |
126-293 |
|