ECBOT 10 Year T-Note Future December 2015
Trading Metrics calculated at close of trading on 17-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
126-240 |
126-145 |
-0-095 |
-0.2% |
126-160 |
High |
126-240 |
126-285 |
0-045 |
0.1% |
127-280 |
Low |
126-025 |
126-145 |
0-120 |
0.3% |
126-140 |
Close |
126-125 |
126-240 |
0-115 |
0.3% |
127-230 |
Range |
0-215 |
0-140 |
-0-075 |
-34.9% |
1-140 |
ATR |
0-186 |
0-184 |
-0-002 |
-1.0% |
0-000 |
Volume |
15,482 |
3,233 |
-12,249 |
-79.1% |
111,354 |
|
Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-003 |
127-262 |
126-317 |
|
R3 |
127-183 |
127-122 |
126-278 |
|
R2 |
127-043 |
127-043 |
126-266 |
|
R1 |
126-302 |
126-302 |
126-253 |
127-012 |
PP |
126-223 |
126-223 |
126-223 |
126-239 |
S1 |
126-162 |
126-162 |
126-227 |
126-192 |
S2 |
126-083 |
126-083 |
126-214 |
|
S3 |
125-263 |
126-022 |
126-202 |
|
S4 |
125-123 |
125-202 |
126-163 |
|
|
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 |
126-025 |
1-255 |
1.4% |
0-222 |
0.5% |
37% |
False |
False |
11,757 |
10 |
127-280 |
125-300 |
1-300 |
1.5% |
0-196 |
0.5% |
42% |
False |
False |
21,343 |
20 |
127-280 |
125-300 |
1-300 |
1.5% |
0-178 |
0.4% |
42% |
False |
False |
444,429 |
40 |
129-030 |
125-225 |
3-125 |
2.7% |
0-168 |
0.4% |
31% |
False |
False |
786,599 |
60 |
130-005 |
125-225 |
4-100 |
3.4% |
0-174 |
0.4% |
24% |
False |
False |
877,921 |
80 |
130-005 |
125-225 |
4-100 |
3.4% |
0-182 |
0.4% |
24% |
False |
False |
921,774 |
100 |
130-005 |
125-200 |
4-125 |
3.5% |
0-192 |
0.5% |
26% |
False |
False |
747,296 |
120 |
130-005 |
124-160 |
5-165 |
4.4% |
0-184 |
0.5% |
41% |
False |
False |
622,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-240 |
2.618 |
128-012 |
1.618 |
127-192 |
1.000 |
127-105 |
0.618 |
127-052 |
HIGH |
126-285 |
0.618 |
126-232 |
0.500 |
126-215 |
0.382 |
126-198 |
LOW |
126-145 |
0.618 |
126-058 |
1.000 |
126-005 |
1.618 |
125-238 |
2.618 |
125-098 |
4.250 |
124-190 |
|
|
Fisher Pivots for day following 17-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
126-232 |
126-228 |
PP |
126-223 |
126-215 |
S1 |
126-215 |
126-202 |
|