ECBOT 10 Year T-Note Future December 2015
Trading Metrics calculated at close of trading on 09-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2015 |
09-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
126-300 |
126-040 |
-0-260 |
-0.6% |
127-245 |
High |
127-000 |
126-045 |
-0-275 |
-0.7% |
127-265 |
Low |
125-280 |
125-225 |
-0-055 |
-0.1% |
125-280 |
Close |
126-015 |
126-010 |
-0-005 |
0.0% |
126-015 |
Range |
1-040 |
0-140 |
-0-220 |
-61.1% |
1-305 |
ATR |
0-186 |
0-183 |
-0-003 |
-1.8% |
0-000 |
Volume |
1,844,567 |
1,310,407 |
-534,160 |
-29.0% |
6,412,133 |
|
Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-087 |
127-028 |
126-087 |
|
R3 |
126-267 |
126-208 |
126-048 |
|
R2 |
126-127 |
126-127 |
126-036 |
|
R1 |
126-068 |
126-068 |
126-023 |
126-028 |
PP |
125-307 |
125-307 |
125-307 |
125-286 |
S1 |
125-248 |
125-248 |
125-317 |
125-208 |
S2 |
125-167 |
125-167 |
125-304 |
|
S3 |
125-027 |
125-108 |
125-292 |
|
S4 |
124-207 |
124-288 |
125-253 |
|
|
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 |
127-165 |
125-225 |
1-260 |
1.4% |
0-186 |
0.5% |
18% |
False |
True |
1,347,898 |
10 |
129-025 |
125-225 |
3-120 |
2.7% |
0-186 |
0.5% |
10% |
False |
True |
1,299,246 |
20 |
129-200 |
125-225 |
3-295 |
3.1% |
0-170 |
0.4% |
8% |
False |
True |
1,138,374 |
40 |
130-005 |
125-225 |
4-100 |
3.4% |
0-190 |
0.5% |
8% |
False |
True |
1,106,556 |
60 |
130-005 |
125-225 |
4-100 |
3.4% |
0-198 |
0.5% |
8% |
False |
True |
987,669 |
80 |
130-005 |
124-280 |
5-045 |
4.1% |
0-194 |
0.5% |
22% |
False |
False |
742,216 |
100 |
130-005 |
124-000 |
6-005 |
4.8% |
0-177 |
0.4% |
34% |
False |
False |
593,841 |
120 |
130-005 |
123-310 |
6-015 |
4.8% |
0-152 |
0.4% |
34% |
False |
False |
494,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-000 |
2.618 |
127-092 |
1.618 |
126-272 |
1.000 |
126-185 |
0.618 |
126-132 |
HIGH |
126-045 |
0.618 |
125-312 |
0.500 |
125-295 |
0.382 |
125-278 |
LOW |
125-225 |
0.618 |
125-138 |
1.000 |
125-085 |
1.618 |
124-318 |
2.618 |
124-178 |
4.250 |
123-270 |
|
|
Fisher Pivots for day following 09-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
125-318 |
126-122 |
PP |
125-307 |
126-085 |
S1 |
125-295 |
126-048 |
|