ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 10-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
126-310 |
127-060 |
0-070 |
0.2% |
127-025 |
| High |
127-105 |
127-080 |
-0-025 |
-0.1% |
127-200 |
| Low |
126-225 |
126-300 |
0-075 |
0.2% |
125-300 |
| Close |
127-080 |
126-305 |
-0-095 |
-0.2% |
126-175 |
| Range |
0-200 |
0-100 |
-0-100 |
-50.0% |
1-220 |
| ATR |
0-173 |
0-168 |
-0-005 |
-3.0% |
0-000 |
| Volume |
17,511 |
28,202 |
10,691 |
61.1% |
561,623 |
|
| Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-315 |
127-250 |
127-040 |
|
| R3 |
127-215 |
127-150 |
127-012 |
|
| R2 |
127-115 |
127-115 |
127-003 |
|
| R1 |
127-050 |
127-050 |
126-314 |
127-032 |
| PP |
127-015 |
127-015 |
127-015 |
127-006 |
| S1 |
126-270 |
126-270 |
126-296 |
126-252 |
| S2 |
126-235 |
126-235 |
126-287 |
|
| S3 |
126-135 |
126-170 |
126-278 |
|
| S4 |
126-035 |
126-070 |
126-250 |
|
|
| 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 |
127-105 |
125-300 |
1-125 |
1.1% |
0-169 |
0.4% |
73% |
False |
False |
30,930 |
| 10 |
127-200 |
125-300 |
1-220 |
1.3% |
0-186 |
0.5% |
60% |
False |
False |
116,723 |
| 20 |
127-200 |
125-300 |
1-220 |
1.3% |
0-156 |
0.4% |
60% |
False |
False |
697,380 |
| 40 |
129-200 |
125-225 |
3-295 |
3.1% |
0-159 |
0.4% |
32% |
False |
False |
900,875 |
| 60 |
130-005 |
125-225 |
4-100 |
3.4% |
0-174 |
0.4% |
29% |
False |
False |
958,847 |
| 80 |
130-005 |
125-225 |
4-100 |
3.4% |
0-186 |
0.5% |
29% |
False |
False |
931,797 |
| 100 |
130-005 |
125-130 |
4-195 |
3.6% |
0-186 |
0.5% |
34% |
False |
False |
746,800 |
| 120 |
130-005 |
124-000 |
6-005 |
4.7% |
0-175 |
0.4% |
49% |
False |
False |
622,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-185 |
|
2.618 |
128-022 |
|
1.618 |
127-242 |
|
1.000 |
127-180 |
|
0.618 |
127-142 |
|
HIGH |
127-080 |
|
0.618 |
127-042 |
|
0.500 |
127-030 |
|
0.382 |
127-018 |
|
LOW |
126-300 |
|
0.618 |
126-238 |
|
1.000 |
126-200 |
|
1.618 |
126-138 |
|
2.618 |
126-038 |
|
4.250 |
125-195 |
|
|
| Fisher Pivots for day following 10-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-030 |
127-005 |
| PP |
127-015 |
126-318 |
| S1 |
127-000 |
126-312 |
|