ECBOT 10 Year T-Note Future December 2015
Trading Metrics calculated at close of trading on 18-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
126-210 |
126-220 |
0-010 |
0.0% |
126-040 |
High |
126-270 |
126-250 |
-0-020 |
0.0% |
126-210 |
Low |
126-100 |
126-135 |
0-035 |
0.1% |
125-225 |
Close |
126-235 |
126-210 |
-0-025 |
-0.1% |
126-170 |
Range |
0-170 |
0-115 |
-0-055 |
-32.4% |
0-305 |
ATR |
0-166 |
0-162 |
-0-004 |
-2.2% |
0-000 |
Volume |
1,085,777 |
901,423 |
-184,354 |
-17.0% |
4,833,717 |
|
Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-223 |
127-172 |
126-273 |
|
R3 |
127-108 |
127-057 |
126-242 |
|
R2 |
126-313 |
126-313 |
126-231 |
|
R1 |
126-262 |
126-262 |
126-221 |
126-230 |
PP |
126-198 |
126-198 |
126-198 |
126-182 |
S1 |
126-147 |
126-147 |
126-199 |
126-115 |
S2 |
126-083 |
126-083 |
126-189 |
|
S3 |
125-288 |
126-032 |
126-178 |
|
S4 |
125-173 |
125-237 |
126-147 |
|
|
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% |
0-133 |
0.3% |
69% |
False |
False |
1,023,563 |
10 |
127-020 |
125-225 |
1-115 |
1.1% |
0-148 |
0.4% |
70% |
False |
False |
1,091,906 |
20 |
129-030 |
125-225 |
3-125 |
2.7% |
0-158 |
0.4% |
28% |
False |
False |
1,128,769 |
40 |
130-005 |
125-225 |
4-100 |
3.4% |
0-172 |
0.4% |
22% |
False |
False |
1,094,668 |
60 |
130-005 |
125-225 |
4-100 |
3.4% |
0-184 |
0.5% |
22% |
False |
False |
1,080,889 |
80 |
130-005 |
125-200 |
4-125 |
3.5% |
0-195 |
0.5% |
23% |
False |
False |
823,013 |
100 |
130-005 |
124-160 |
5-165 |
4.4% |
0-185 |
0.5% |
39% |
False |
False |
658,605 |
120 |
130-005 |
123-310 |
6-015 |
4.8% |
0-158 |
0.4% |
44% |
False |
False |
548,838 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-099 |
2.618 |
127-231 |
1.618 |
127-116 |
1.000 |
127-045 |
0.618 |
127-001 |
HIGH |
126-250 |
0.618 |
126-206 |
0.500 |
126-192 |
0.382 |
126-179 |
LOW |
126-135 |
0.618 |
126-064 |
1.000 |
126-020 |
1.618 |
125-269 |
2.618 |
125-154 |
4.250 |
124-286 |
|
|
Fisher Pivots for day following 18-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
126-204 |
126-207 |
PP |
126-198 |
126-203 |
S1 |
126-192 |
126-200 |
|