ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 30-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2015 |
30-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
126-295 |
127-025 |
0-050 |
0.1% |
126-205 |
| High |
127-075 |
127-050 |
-0-025 |
-0.1% |
127-075 |
| Low |
126-295 |
126-280 |
-0-015 |
0.0% |
126-120 |
| Close |
127-025 |
127-005 |
-0-020 |
0.0% |
127-025 |
| Range |
0-100 |
0-090 |
-0-010 |
-10.0% |
0-275 |
| ATR |
0-145 |
0-141 |
-0-004 |
-2.7% |
0-000 |
| Volume |
509,241 |
258,723 |
-250,518 |
-49.2% |
6,199,501 |
|
| Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-275 |
127-230 |
127-054 |
|
| R3 |
127-185 |
127-140 |
127-030 |
|
| R2 |
127-095 |
127-095 |
127-022 |
|
| R1 |
127-050 |
127-050 |
127-013 |
127-028 |
| PP |
127-005 |
127-005 |
127-005 |
126-314 |
| S1 |
126-280 |
126-280 |
126-317 |
126-258 |
| S2 |
126-235 |
126-235 |
126-308 |
|
| S3 |
126-145 |
126-190 |
126-300 |
|
| S4 |
126-055 |
126-100 |
126-276 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-152 |
129-043 |
127-176 |
|
| R3 |
128-197 |
128-088 |
127-101 |
|
| R2 |
127-242 |
127-242 |
127-075 |
|
| R1 |
127-133 |
127-133 |
127-050 |
127-188 |
| PP |
126-287 |
126-287 |
126-287 |
126-314 |
| S1 |
126-178 |
126-178 |
127-000 |
126-232 |
| S2 |
126-012 |
126-012 |
126-295 |
|
| S3 |
125-057 |
125-223 |
126-269 |
|
| S4 |
124-102 |
124-268 |
126-194 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-075 |
126-120 |
0-275 |
0.7% |
0-115 |
0.3% |
75% |
False |
False |
1,291,644 |
| 10 |
127-075 |
126-100 |
0-295 |
0.7% |
0-117 |
0.3% |
76% |
False |
False |
1,138,371 |
| 20 |
127-265 |
125-225 |
2-040 |
1.7% |
0-136 |
0.3% |
62% |
False |
False |
1,131,478 |
| 40 |
129-200 |
125-225 |
3-295 |
3.1% |
0-152 |
0.4% |
33% |
False |
False |
1,072,745 |
| 60 |
130-005 |
125-225 |
4-100 |
3.4% |
0-172 |
0.4% |
30% |
False |
False |
1,080,139 |
| 80 |
130-005 |
125-225 |
4-100 |
3.4% |
0-187 |
0.5% |
30% |
False |
False |
928,044 |
| 100 |
130-005 |
124-160 |
5-165 |
4.3% |
0-180 |
0.4% |
46% |
False |
False |
742,895 |
| 120 |
130-005 |
124-000 |
6-005 |
4.7% |
0-162 |
0.4% |
50% |
False |
False |
619,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-112 |
|
2.618 |
127-286 |
|
1.618 |
127-196 |
|
1.000 |
127-140 |
|
0.618 |
127-106 |
|
HIGH |
127-050 |
|
0.618 |
127-016 |
|
0.500 |
127-005 |
|
0.382 |
126-314 |
|
LOW |
126-280 |
|
0.618 |
126-224 |
|
1.000 |
126-190 |
|
1.618 |
126-134 |
|
2.618 |
126-044 |
|
4.250 |
125-218 |
|
|
| Fisher Pivots for day following 30-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-005 |
127-008 |
| PP |
127-005 |
127-007 |
| S1 |
127-005 |
127-006 |
|