ECBOT 10 Year T-Note Future December 2015
Trading Metrics calculated at close of trading on 08-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
126-160 |
126-280 |
0-120 |
0.3% |
127-025 |
High |
127-020 |
127-050 |
0-030 |
0.1% |
127-200 |
Low |
126-140 |
126-255 |
0-115 |
0.3% |
125-300 |
Close |
126-300 |
126-295 |
-0-005 |
0.0% |
126-175 |
Range |
0-200 |
0-115 |
-0-085 |
-42.5% |
1-220 |
ATR |
0-175 |
0-171 |
-0-004 |
-2.5% |
0-000 |
Volume |
30,109 |
20,552 |
-9,557 |
-31.7% |
561,623 |
|
Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-012 |
127-268 |
127-038 |
|
R3 |
127-217 |
127-153 |
127-007 |
|
R2 |
127-102 |
127-102 |
126-316 |
|
R1 |
127-038 |
127-038 |
126-306 |
127-070 |
PP |
126-307 |
126-307 |
126-307 |
127-002 |
S1 |
126-243 |
126-243 |
126-284 |
126-275 |
S2 |
126-192 |
126-192 |
126-274 |
|
S3 |
126-077 |
126-128 |
126-263 |
|
S4 |
125-282 |
126-013 |
126-232 |
|
|
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 |
127-180 |
125-300 |
1-200 |
1.3% |
0-223 |
0.5% |
61% |
False |
False |
50,908 |
10 |
127-200 |
125-300 |
1-220 |
1.3% |
0-178 |
0.4% |
58% |
False |
False |
509,473 |
20 |
127-200 |
125-300 |
1-220 |
1.3% |
0-151 |
0.4% |
58% |
False |
False |
763,029 |
40 |
129-200 |
125-225 |
3-295 |
3.1% |
0-160 |
0.4% |
31% |
False |
False |
950,701 |
60 |
130-005 |
125-225 |
4-100 |
3.4% |
0-177 |
0.4% |
28% |
False |
False |
992,047 |
80 |
130-005 |
125-225 |
4-100 |
3.4% |
0-186 |
0.5% |
28% |
False |
False |
931,509 |
100 |
130-005 |
124-280 |
5-045 |
4.1% |
0-185 |
0.5% |
40% |
False |
False |
746,378 |
120 |
130-005 |
124-000 |
6-005 |
4.7% |
0-172 |
0.4% |
49% |
False |
False |
622,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-219 |
2.618 |
128-031 |
1.618 |
127-236 |
1.000 |
127-165 |
0.618 |
127-121 |
HIGH |
127-050 |
0.618 |
127-006 |
0.500 |
126-312 |
0.382 |
126-299 |
LOW |
126-255 |
0.618 |
126-184 |
1.000 |
126-140 |
1.618 |
126-069 |
2.618 |
125-274 |
4.250 |
125-086 |
|
|
Fisher Pivots for day following 08-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
126-312 |
126-255 |
PP |
126-307 |
126-215 |
S1 |
126-301 |
126-175 |
|