ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 02-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
127-025 |
127-175 |
0-150 |
0.4% |
126-205 |
| High |
127-200 |
127-180 |
-0-020 |
0.0% |
127-075 |
| Low |
126-265 |
127-030 |
0-085 |
0.2% |
126-120 |
| Close |
127-165 |
127-095 |
-0-070 |
-0.2% |
127-025 |
| Range |
0-255 |
0-150 |
-0-105 |
-41.2% |
0-275 |
| ATR |
0-149 |
0-149 |
0-000 |
0.0% |
0-000 |
| Volume |
99,019 |
58,676 |
-40,343 |
-40.7% |
6,199,501 |
|
| Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-232 |
128-153 |
127-178 |
|
| R3 |
128-082 |
128-003 |
127-136 |
|
| R2 |
127-252 |
127-252 |
127-122 |
|
| R1 |
127-173 |
127-173 |
127-109 |
127-138 |
| PP |
127-102 |
127-102 |
127-102 |
127-084 |
| S1 |
127-023 |
127-023 |
127-081 |
126-308 |
| S2 |
126-272 |
126-272 |
127-068 |
|
| S3 |
126-122 |
126-193 |
127-054 |
|
| S4 |
125-292 |
126-043 |
127-012 |
|
|
| 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 |
127-200 |
126-260 |
0-260 |
0.6% |
0-136 |
0.3% |
60% |
False |
False |
506,894 |
| 10 |
127-200 |
126-120 |
1-080 |
1.0% |
0-130 |
0.3% |
74% |
False |
False |
948,963 |
| 20 |
127-200 |
125-225 |
1-295 |
1.5% |
0-142 |
0.3% |
83% |
False |
False |
1,044,059 |
| 40 |
129-200 |
125-225 |
3-295 |
3.1% |
0-154 |
0.4% |
41% |
False |
False |
1,027,781 |
| 60 |
130-005 |
125-225 |
4-100 |
3.4% |
0-172 |
0.4% |
37% |
False |
False |
1,048,508 |
| 80 |
130-005 |
125-225 |
4-100 |
3.4% |
0-187 |
0.5% |
37% |
False |
False |
929,904 |
| 100 |
130-005 |
124-250 |
5-075 |
4.1% |
0-180 |
0.4% |
48% |
False |
False |
744,435 |
| 120 |
130-005 |
124-000 |
6-005 |
4.7% |
0-164 |
0.4% |
55% |
False |
False |
620,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-178 |
|
2.618 |
128-253 |
|
1.618 |
128-103 |
|
1.000 |
128-010 |
|
0.618 |
127-273 |
|
HIGH |
127-180 |
|
0.618 |
127-123 |
|
0.500 |
127-105 |
|
0.382 |
127-087 |
|
LOW |
127-030 |
|
0.618 |
126-257 |
|
1.000 |
126-200 |
|
1.618 |
126-107 |
|
2.618 |
125-277 |
|
4.250 |
125-032 |
|
|
| Fisher Pivots for day following 02-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-105 |
127-088 |
| PP |
127-102 |
127-080 |
| S1 |
127-098 |
127-072 |
|