ECBOT 10 Year T-Note Future December 2015
Trading Metrics calculated at close of trading on 06-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2015 |
06-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
126-305 |
126-300 |
-0-005 |
0.0% |
127-245 |
High |
127-020 |
127-000 |
-0-020 |
0.0% |
127-265 |
Low |
126-215 |
125-280 |
-0-255 |
-0.6% |
125-280 |
Close |
126-265 |
126-015 |
-0-250 |
-0.6% |
126-015 |
Range |
0-125 |
1-040 |
0-235 |
188.0% |
1-305 |
ATR |
0-173 |
0-186 |
0-013 |
7.7% |
0-000 |
Volume |
1,287,589 |
1,844,567 |
556,978 |
43.3% |
6,412,133 |
|
Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-218 |
128-317 |
126-213 |
|
R3 |
128-178 |
127-277 |
126-114 |
|
R2 |
127-138 |
127-138 |
126-081 |
|
R1 |
126-237 |
126-237 |
126-048 |
126-168 |
PP |
126-098 |
126-098 |
126-098 |
126-064 |
S1 |
125-197 |
125-197 |
125-302 |
125-128 |
S2 |
125-058 |
125-058 |
125-269 |
|
S3 |
124-018 |
124-157 |
125-236 |
|
S4 |
122-298 |
123-117 |
125-137 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-142 |
131-063 |
127-039 |
|
R3 |
130-157 |
129-078 |
126-187 |
|
R2 |
128-172 |
128-172 |
126-130 |
|
R1 |
127-093 |
127-093 |
126-072 |
126-300 |
PP |
126-187 |
126-187 |
126-187 |
126-130 |
S1 |
125-108 |
125-108 |
125-278 |
124-315 |
S2 |
124-202 |
124-202 |
125-220 |
|
S3 |
122-217 |
123-123 |
125-163 |
|
S4 |
120-232 |
121-138 |
124-311 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-265 |
125-280 |
1-305 |
1.5% |
0-189 |
0.5% |
9% |
False |
True |
1,282,426 |
10 |
129-025 |
125-280 |
3-065 |
2.5% |
0-182 |
0.5% |
5% |
False |
True |
1,242,579 |
20 |
129-200 |
125-280 |
3-240 |
3.0% |
0-169 |
0.4% |
5% |
False |
True |
1,080,566 |
40 |
130-005 |
125-280 |
4-045 |
3.3% |
0-190 |
0.5% |
4% |
False |
True |
1,087,557 |
60 |
130-005 |
125-280 |
4-045 |
3.3% |
0-198 |
0.5% |
4% |
False |
True |
966,025 |
80 |
130-005 |
124-280 |
5-045 |
4.1% |
0-193 |
0.5% |
23% |
False |
False |
725,848 |
100 |
130-005 |
124-000 |
6-005 |
4.8% |
0-175 |
0.4% |
34% |
False |
False |
580,737 |
120 |
130-005 |
123-310 |
6-015 |
4.8% |
0-151 |
0.4% |
34% |
False |
False |
483,948 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-250 |
2.618 |
129-302 |
1.618 |
128-262 |
1.000 |
128-040 |
0.618 |
127-222 |
HIGH |
127-000 |
0.618 |
126-182 |
0.500 |
126-140 |
0.382 |
126-098 |
LOW |
125-280 |
0.618 |
125-058 |
1.000 |
124-240 |
1.618 |
124-018 |
2.618 |
122-298 |
4.250 |
121-030 |
|
|
Fisher Pivots for day following 06-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
126-140 |
126-185 |
PP |
126-098 |
126-128 |
S1 |
126-057 |
126-072 |
|