ECBOT 10 Year T-Note Future December 2015
Trading Metrics calculated at close of trading on 25-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2015 |
25-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
126-275 |
126-295 |
0-020 |
0.0% |
126-300 |
High |
127-060 |
127-025 |
-0-035 |
-0.1% |
126-305 |
Low |
126-245 |
126-260 |
0-015 |
0.0% |
126-100 |
Close |
126-290 |
126-315 |
0-025 |
0.1% |
126-215 |
Range |
0-135 |
0-085 |
-0-050 |
-37.0% |
0-205 |
ATR |
0-154 |
0-149 |
-0-005 |
-3.2% |
0-000 |
Volume |
2,364,395 |
1,608,815 |
-755,580 |
-32.0% |
4,925,487 |
|
Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-242 |
127-203 |
127-042 |
|
R3 |
127-157 |
127-118 |
127-018 |
|
R2 |
127-072 |
127-072 |
127-011 |
|
R1 |
127-033 |
127-033 |
127-003 |
127-052 |
PP |
126-307 |
126-307 |
126-307 |
126-316 |
S1 |
126-268 |
126-268 |
126-307 |
126-288 |
S2 |
126-222 |
126-222 |
126-299 |
|
S3 |
126-137 |
126-183 |
126-292 |
|
S4 |
126-052 |
126-098 |
126-268 |
|
|
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% |
0-119 |
0.3% |
75% |
False |
False |
1,532,511 |
10 |
127-060 |
126-005 |
1-055 |
0.9% |
0-126 |
0.3% |
83% |
False |
False |
1,278,037 |
20 |
128-085 |
125-225 |
2-180 |
2.0% |
0-144 |
0.4% |
50% |
False |
False |
1,245,092 |
40 |
130-005 |
125-225 |
4-100 |
3.4% |
0-162 |
0.4% |
30% |
False |
False |
1,133,123 |
60 |
130-005 |
125-225 |
4-100 |
3.4% |
0-174 |
0.4% |
30% |
False |
False |
1,100,810 |
80 |
130-005 |
125-225 |
4-100 |
3.4% |
0-190 |
0.5% |
30% |
False |
False |
918,537 |
100 |
130-005 |
124-160 |
5-165 |
4.3% |
0-182 |
0.4% |
45% |
False |
False |
735,229 |
120 |
130-005 |
123-310 |
6-015 |
4.8% |
0-161 |
0.4% |
50% |
False |
False |
612,693 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-066 |
2.618 |
127-248 |
1.618 |
127-163 |
1.000 |
127-110 |
0.618 |
127-078 |
HIGH |
127-025 |
0.618 |
126-313 |
0.500 |
126-302 |
0.382 |
126-292 |
LOW |
126-260 |
0.618 |
126-207 |
1.000 |
126-175 |
1.618 |
126-122 |
2.618 |
126-037 |
4.250 |
125-219 |
|
|
Fisher Pivots for day following 25-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
126-311 |
126-293 |
PP |
126-307 |
126-272 |
S1 |
126-302 |
126-250 |
|