ECBOT 10 Year T-Note Future December 2015
Trading Metrics calculated at close of trading on 03-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
127-175 |
127-075 |
-0-100 |
-0.2% |
126-205 |
High |
127-180 |
127-095 |
-0-085 |
-0.2% |
127-075 |
Low |
127-030 |
125-315 |
-1-035 |
-0.9% |
126-120 |
Close |
127-095 |
126-060 |
-1-035 |
-0.9% |
127-025 |
Range |
0-150 |
1-100 |
0-270 |
180.0% |
0-275 |
ATR |
0-149 |
0-169 |
0-019 |
12.9% |
0-000 |
Volume |
58,676 |
86,929 |
28,253 |
48.2% |
6,199,501 |
|
Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-137 |
129-198 |
126-291 |
|
R3 |
129-037 |
128-098 |
126-176 |
|
R2 |
127-257 |
127-257 |
126-137 |
|
R1 |
126-318 |
126-318 |
126-098 |
126-238 |
PP |
126-157 |
126-157 |
126-157 |
126-116 |
S1 |
125-218 |
125-218 |
126-022 |
125-138 |
S2 |
125-057 |
125-057 |
125-303 |
|
S3 |
123-277 |
124-118 |
125-264 |
|
S4 |
122-177 |
123-018 |
125-149 |
|
|
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 |
125-315 |
1-205 |
1.3% |
0-203 |
0.5% |
12% |
False |
True |
202,517 |
10 |
127-200 |
125-315 |
1-205 |
1.3% |
0-161 |
0.4% |
12% |
False |
True |
867,514 |
20 |
127-200 |
125-225 |
1-295 |
1.5% |
0-155 |
0.4% |
25% |
False |
False |
979,710 |
40 |
129-200 |
125-225 |
3-295 |
3.1% |
0-160 |
0.4% |
12% |
False |
False |
1,005,272 |
60 |
130-005 |
125-225 |
4-100 |
3.4% |
0-175 |
0.4% |
11% |
False |
False |
1,029,094 |
80 |
130-005 |
125-225 |
4-100 |
3.4% |
0-188 |
0.5% |
11% |
False |
False |
930,901 |
100 |
130-005 |
124-280 |
5-045 |
4.1% |
0-183 |
0.5% |
26% |
False |
False |
745,302 |
120 |
130-005 |
124-000 |
6-005 |
4.8% |
0-168 |
0.4% |
36% |
False |
False |
621,131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-280 |
2.618 |
130-235 |
1.618 |
129-135 |
1.000 |
128-195 |
0.618 |
128-035 |
HIGH |
127-095 |
0.618 |
126-255 |
0.500 |
126-205 |
0.382 |
126-155 |
LOW |
125-315 |
0.618 |
125-055 |
1.000 |
124-215 |
1.618 |
123-275 |
2.618 |
122-175 |
4.250 |
120-130 |
|
|
Fisher Pivots for day following 03-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
126-205 |
126-258 |
PP |
126-157 |
126-192 |
S1 |
126-108 |
126-126 |
|