ECBOT 10 Year T-Note Future December 2015
Trading Metrics calculated at close of trading on 13-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
126-040 |
126-075 |
0-035 |
0.1% |
126-040 |
High |
126-120 |
126-210 |
0-090 |
0.2% |
126-210 |
Low |
126-005 |
126-045 |
0-040 |
0.1% |
125-225 |
Close |
126-065 |
126-170 |
0-105 |
0.3% |
126-170 |
Range |
0-115 |
0-165 |
0-050 |
43.5% |
0-305 |
ATR |
0-168 |
0-168 |
0-000 |
-0.1% |
0-000 |
Volume |
1,114,026 |
1,050,601 |
-63,425 |
-5.7% |
4,833,717 |
|
Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-317 |
127-248 |
126-261 |
|
R3 |
127-152 |
127-083 |
126-215 |
|
R2 |
126-307 |
126-307 |
126-200 |
|
R1 |
126-238 |
126-238 |
126-185 |
126-272 |
PP |
126-142 |
126-142 |
126-142 |
126-159 |
S1 |
126-073 |
126-073 |
126-155 |
126-108 |
S2 |
125-297 |
125-297 |
126-140 |
|
S3 |
125-132 |
125-228 |
126-125 |
|
S4 |
124-287 |
125-063 |
126-079 |
|
|
Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-050 |
128-255 |
127-018 |
|
R3 |
128-065 |
127-270 |
126-254 |
|
R2 |
127-080 |
127-080 |
126-226 |
|
R1 |
126-285 |
126-285 |
126-198 |
127-022 |
PP |
126-095 |
126-095 |
126-095 |
126-124 |
S1 |
125-300 |
125-300 |
126-142 |
126-038 |
S2 |
125-110 |
125-110 |
126-114 |
|
S3 |
124-125 |
124-315 |
126-086 |
|
S4 |
123-140 |
124-010 |
126-002 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-210 |
125-225 |
0-305 |
0.8% |
0-123 |
0.3% |
87% |
True |
False |
966,743 |
10 |
127-265 |
125-225 |
2-040 |
1.7% |
0-156 |
0.4% |
39% |
False |
False |
1,124,585 |
20 |
129-040 |
125-225 |
3-135 |
2.7% |
0-162 |
0.4% |
24% |
False |
False |
1,119,771 |
40 |
130-005 |
125-225 |
4-100 |
3.4% |
0-178 |
0.4% |
19% |
False |
False |
1,086,451 |
60 |
130-005 |
125-225 |
4-100 |
3.4% |
0-192 |
0.5% |
19% |
False |
False |
1,044,518 |
80 |
130-005 |
125-200 |
4-125 |
3.5% |
0-194 |
0.5% |
21% |
False |
False |
786,185 |
100 |
130-005 |
124-000 |
6-005 |
4.8% |
0-182 |
0.4% |
42% |
False |
False |
629,074 |
120 |
130-005 |
123-310 |
6-015 |
4.8% |
0-155 |
0.4% |
42% |
False |
False |
524,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-271 |
2.618 |
128-002 |
1.618 |
127-157 |
1.000 |
127-055 |
0.618 |
126-312 |
HIGH |
126-210 |
0.618 |
126-147 |
0.500 |
126-128 |
0.382 |
126-108 |
LOW |
126-045 |
0.618 |
125-263 |
1.000 |
125-200 |
1.618 |
125-098 |
2.618 |
124-253 |
4.250 |
123-304 |
|
|
Fisher Pivots for day following 13-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
126-156 |
126-149 |
PP |
126-142 |
126-128 |
S1 |
126-128 |
126-108 |
|