ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 14-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
126-295 |
127-215 |
0-240 |
0.6% |
126-160 |
| High |
127-280 |
127-240 |
-0-040 |
-0.1% |
127-280 |
| Low |
126-295 |
127-000 |
0-025 |
0.1% |
126-140 |
| Close |
127-230 |
127-010 |
-0-220 |
-0.5% |
127-230 |
| Range |
0-305 |
0-240 |
-0-065 |
-21.3% |
1-140 |
| ATR |
0-177 |
0-182 |
0-004 |
2.5% |
0-000 |
| Volume |
14,980 |
10,810 |
-4,170 |
-27.8% |
111,354 |
|
| Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-163 |
129-007 |
127-142 |
|
| R3 |
128-243 |
128-087 |
127-076 |
|
| R2 |
128-003 |
128-003 |
127-054 |
|
| R1 |
127-167 |
127-167 |
127-032 |
127-125 |
| PP |
127-083 |
127-083 |
127-083 |
127-062 |
| S1 |
126-247 |
126-247 |
126-308 |
126-205 |
| S2 |
126-163 |
126-163 |
126-286 |
|
| S3 |
125-243 |
126-007 |
126-264 |
|
| S4 |
125-003 |
125-087 |
126-198 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-210 |
131-040 |
128-163 |
|
| R3 |
130-070 |
129-220 |
128-036 |
|
| R2 |
128-250 |
128-250 |
127-314 |
|
| R1 |
128-080 |
128-080 |
127-272 |
128-165 |
| PP |
127-110 |
127-110 |
127-110 |
127-152 |
| S1 |
126-260 |
126-260 |
127-188 |
127-025 |
| S2 |
125-290 |
125-290 |
127-146 |
|
| S3 |
124-150 |
125-120 |
127-104 |
|
| S4 |
123-010 |
123-300 |
126-297 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-280 |
126-225 |
1-055 |
0.9% |
0-192 |
0.5% |
28% |
False |
False |
18,411 |
| 10 |
127-280 |
125-300 |
1-300 |
1.5% |
0-222 |
0.5% |
56% |
False |
False |
42,506 |
| 20 |
127-280 |
125-300 |
1-300 |
1.5% |
0-169 |
0.4% |
56% |
False |
False |
590,438 |
| 40 |
129-040 |
125-225 |
3-135 |
2.7% |
0-166 |
0.4% |
39% |
False |
False |
855,105 |
| 60 |
130-005 |
125-225 |
4-100 |
3.4% |
0-175 |
0.4% |
31% |
False |
False |
921,113 |
| 80 |
130-005 |
125-225 |
4-100 |
3.4% |
0-186 |
0.5% |
31% |
False |
False |
930,998 |
| 100 |
130-005 |
125-200 |
4-125 |
3.5% |
0-189 |
0.5% |
32% |
False |
False |
747,036 |
| 120 |
130-005 |
124-000 |
6-005 |
4.7% |
0-179 |
0.4% |
50% |
False |
False |
622,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-300 |
|
2.618 |
129-228 |
|
1.618 |
128-308 |
|
1.000 |
128-160 |
|
0.618 |
128-068 |
|
HIGH |
127-240 |
|
0.618 |
127-148 |
|
0.500 |
127-120 |
|
0.382 |
127-092 |
|
LOW |
127-000 |
|
0.618 |
126-172 |
|
1.000 |
126-080 |
|
1.618 |
125-252 |
|
2.618 |
125-012 |
|
4.250 |
123-260 |
|
|
| Fisher Pivots for day following 14-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-120 |
127-128 |
| PP |
127-083 |
127-088 |
| S1 |
127-047 |
127-049 |
|