ECBOT 10 Year T-Note Future December 2015
Trading Metrics calculated at close of trading on 24-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2015 |
24-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
126-205 |
126-275 |
0-070 |
0.2% |
126-300 |
High |
126-285 |
127-060 |
0-095 |
0.2% |
126-305 |
Low |
126-120 |
126-245 |
0-125 |
0.3% |
126-100 |
Close |
126-260 |
126-290 |
0-030 |
0.1% |
126-215 |
Range |
0-165 |
0-135 |
-0-030 |
-18.2% |
0-205 |
ATR |
0-155 |
0-154 |
-0-001 |
-0.9% |
0-000 |
Volume |
1,717,050 |
2,364,395 |
647,345 |
37.7% |
4,925,487 |
|
Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-070 |
127-315 |
127-044 |
|
R3 |
127-255 |
127-180 |
127-007 |
|
R2 |
127-120 |
127-120 |
126-315 |
|
R1 |
127-045 |
127-045 |
126-302 |
127-082 |
PP |
126-305 |
126-305 |
126-305 |
127-004 |
S1 |
126-230 |
126-230 |
126-278 |
126-268 |
S2 |
126-170 |
126-170 |
126-265 |
|
S3 |
126-035 |
126-095 |
126-253 |
|
S4 |
125-220 |
125-280 |
126-216 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-182 |
128-083 |
127-008 |
|
R3 |
127-297 |
127-198 |
126-271 |
|
R2 |
127-092 |
127-092 |
126-253 |
|
R1 |
126-313 |
126-313 |
126-234 |
126-260 |
PP |
126-207 |
126-207 |
126-207 |
126-180 |
S1 |
126-108 |
126-108 |
126-196 |
126-055 |
S2 |
126-002 |
126-002 |
126-177 |
|
S3 |
125-117 |
125-223 |
126-159 |
|
S4 |
124-232 |
125-018 |
126-102 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-060 |
126-120 |
0-260 |
0.6% |
0-125 |
0.3% |
65% |
True |
False |
1,391,032 |
10 |
127-060 |
126-005 |
1-055 |
0.9% |
0-124 |
0.3% |
76% |
True |
False |
1,140,315 |
20 |
128-290 |
125-225 |
3-065 |
2.5% |
0-153 |
0.4% |
38% |
False |
False |
1,228,938 |
40 |
130-005 |
125-225 |
4-100 |
3.4% |
0-165 |
0.4% |
28% |
False |
False |
1,124,817 |
60 |
130-005 |
125-225 |
4-100 |
3.4% |
0-175 |
0.4% |
28% |
False |
False |
1,095,719 |
80 |
130-005 |
125-225 |
4-100 |
3.4% |
0-192 |
0.5% |
28% |
False |
False |
898,453 |
100 |
130-005 |
124-160 |
5-165 |
4.3% |
0-184 |
0.5% |
44% |
False |
False |
719,141 |
120 |
130-005 |
123-310 |
6-015 |
4.8% |
0-162 |
0.4% |
49% |
False |
False |
599,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-314 |
2.618 |
128-093 |
1.618 |
127-278 |
1.000 |
127-195 |
0.618 |
127-143 |
HIGH |
127-060 |
0.618 |
127-008 |
0.500 |
126-312 |
0.382 |
126-297 |
LOW |
126-245 |
0.618 |
126-162 |
1.000 |
126-110 |
1.618 |
126-027 |
2.618 |
125-212 |
4.250 |
124-311 |
|
|
Fisher Pivots for day following 24-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
126-312 |
126-277 |
PP |
126-305 |
126-263 |
S1 |
126-298 |
126-250 |
|