ECBOT 10 Year T-Note Future December 2015
Trading Metrics calculated at close of trading on 17-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
126-300 |
126-210 |
-0-090 |
-0.2% |
126-040 |
High |
126-300 |
126-270 |
-0-030 |
-0.1% |
126-210 |
Low |
126-200 |
126-100 |
-0-100 |
-0.2% |
125-225 |
Close |
126-215 |
126-235 |
0-020 |
0.0% |
126-170 |
Range |
0-100 |
0-170 |
0-070 |
70.0% |
0-305 |
ATR |
0-165 |
0-166 |
0-000 |
0.2% |
0-000 |
Volume |
965,992 |
1,085,777 |
119,785 |
12.4% |
4,833,717 |
|
Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-072 |
128-003 |
127-008 |
|
R3 |
127-222 |
127-153 |
126-282 |
|
R2 |
127-052 |
127-052 |
126-266 |
|
R1 |
126-303 |
126-303 |
126-251 |
127-018 |
PP |
126-202 |
126-202 |
126-202 |
126-219 |
S1 |
126-133 |
126-133 |
126-219 |
126-168 |
S2 |
126-032 |
126-032 |
126-204 |
|
S3 |
125-182 |
125-283 |
126-188 |
|
S4 |
125-012 |
125-113 |
126-142 |
|
|
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 |
126-300 |
126-005 |
0-295 |
0.7% |
0-123 |
0.3% |
78% |
False |
False |
889,599 |
10 |
127-090 |
125-225 |
1-185 |
1.2% |
0-152 |
0.4% |
65% |
False |
False |
1,139,155 |
20 |
129-030 |
125-225 |
3-125 |
2.7% |
0-160 |
0.4% |
30% |
False |
False |
1,126,025 |
40 |
130-005 |
125-225 |
4-100 |
3.4% |
0-173 |
0.4% |
24% |
False |
False |
1,094,998 |
60 |
130-005 |
125-225 |
4-100 |
3.4% |
0-187 |
0.5% |
24% |
False |
False |
1,075,071 |
80 |
130-005 |
125-200 |
4-125 |
3.5% |
0-195 |
0.5% |
25% |
False |
False |
811,791 |
100 |
130-005 |
124-160 |
5-165 |
4.4% |
0-184 |
0.5% |
41% |
False |
False |
649,591 |
120 |
130-005 |
123-310 |
6-015 |
4.8% |
0-157 |
0.4% |
46% |
False |
False |
541,327 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-032 |
2.618 |
128-075 |
1.618 |
127-225 |
1.000 |
127-120 |
0.618 |
127-055 |
HIGH |
126-270 |
0.618 |
126-205 |
0.500 |
126-185 |
0.382 |
126-165 |
LOW |
126-100 |
0.618 |
125-315 |
1.000 |
125-250 |
1.618 |
125-145 |
2.618 |
124-295 |
4.250 |
124-018 |
|
|
Fisher Pivots for day following 17-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
126-218 |
126-214 |
PP |
126-202 |
126-193 |
S1 |
126-185 |
126-172 |
|