ECBOT 10 Year T-Note Future December 2015
Trading Metrics calculated at close of trading on 07-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2015 |
07-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
126-100 |
126-160 |
0-060 |
0.1% |
127-025 |
High |
126-210 |
127-020 |
0-130 |
0.3% |
127-200 |
Low |
125-300 |
126-140 |
0-160 |
0.4% |
125-300 |
Close |
126-175 |
126-300 |
0-125 |
0.3% |
126-175 |
Range |
0-230 |
0-200 |
-0-030 |
-13.0% |
1-220 |
ATR |
0-173 |
0-175 |
0-002 |
1.1% |
0-000 |
Volume |
58,276 |
30,109 |
-28,167 |
-48.3% |
561,623 |
|
Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-220 |
128-140 |
127-090 |
|
R3 |
128-020 |
127-260 |
127-035 |
|
R2 |
127-140 |
127-140 |
127-017 |
|
R1 |
127-060 |
127-060 |
126-318 |
127-100 |
PP |
126-260 |
126-260 |
126-260 |
126-280 |
S1 |
126-180 |
126-180 |
126-282 |
126-220 |
S2 |
126-060 |
126-060 |
126-263 |
|
S3 |
125-180 |
125-300 |
126-245 |
|
S4 |
124-300 |
125-100 |
126-190 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-245 |
130-270 |
127-152 |
|
R3 |
130-025 |
129-050 |
127-004 |
|
R2 |
128-125 |
128-125 |
126-274 |
|
R1 |
127-150 |
127-150 |
126-224 |
127-028 |
PP |
126-225 |
126-225 |
126-225 |
126-164 |
S1 |
125-250 |
125-250 |
126-126 |
125-128 |
S2 |
125-005 |
125-005 |
126-076 |
|
S3 |
123-105 |
124-030 |
126-026 |
|
S4 |
121-205 |
122-130 |
125-198 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-200 |
125-300 |
1-220 |
1.3% |
0-251 |
0.6% |
59% |
False |
False |
66,601 |
10 |
127-200 |
125-300 |
1-220 |
1.3% |
0-183 |
0.5% |
59% |
False |
False |
679,123 |
20 |
127-200 |
125-225 |
1-295 |
1.5% |
0-152 |
0.4% |
64% |
False |
False |
827,521 |
40 |
129-200 |
125-225 |
3-295 |
3.1% |
0-161 |
0.4% |
31% |
False |
False |
954,044 |
60 |
130-005 |
125-225 |
4-100 |
3.4% |
0-177 |
0.4% |
29% |
False |
False |
1,000,878 |
80 |
130-005 |
125-225 |
4-100 |
3.4% |
0-186 |
0.5% |
29% |
False |
False |
931,399 |
100 |
130-005 |
124-280 |
5-045 |
4.0% |
0-184 |
0.5% |
40% |
False |
False |
746,183 |
120 |
130-005 |
124-000 |
6-005 |
4.7% |
0-172 |
0.4% |
49% |
False |
False |
621,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-230 |
2.618 |
128-224 |
1.618 |
128-024 |
1.000 |
127-220 |
0.618 |
127-144 |
HIGH |
127-020 |
0.618 |
126-264 |
0.500 |
126-240 |
0.382 |
126-216 |
LOW |
126-140 |
0.618 |
126-016 |
1.000 |
125-260 |
1.618 |
125-136 |
2.618 |
124-256 |
4.250 |
123-250 |
|
|
Fisher Pivots for day following 07-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
126-280 |
126-266 |
PP |
126-260 |
126-232 |
S1 |
126-240 |
126-198 |
|