ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 04-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2015 |
04-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
126-270 |
126-210 |
-0-060 |
-0.1% |
128-005 |
High |
126-310 |
126-225 |
-0-085 |
-0.2% |
128-220 |
Low |
126-155 |
126-075 |
-0-080 |
-0.2% |
126-305 |
Close |
126-175 |
126-115 |
-0-060 |
-0.1% |
127-065 |
Range |
0-155 |
0-150 |
-0-005 |
-3.2% |
1-235 |
ATR |
0-162 |
0-161 |
-0-001 |
-0.5% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-268 |
127-182 |
126-197 |
|
R3 |
127-118 |
127-032 |
126-156 |
|
R2 |
126-288 |
126-288 |
126-143 |
|
R1 |
126-202 |
126-202 |
126-129 |
126-170 |
PP |
126-138 |
126-138 |
126-138 |
126-123 |
S1 |
126-052 |
126-052 |
126-101 |
126-020 |
S2 |
125-308 |
125-308 |
126-088 |
|
S3 |
125-158 |
125-222 |
126-074 |
|
S4 |
125-008 |
125-072 |
126-033 |
|
|
Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-262 |
131-238 |
128-050 |
|
R3 |
131-027 |
130-003 |
127-218 |
|
R2 |
129-112 |
129-112 |
127-167 |
|
R1 |
128-088 |
128-088 |
127-116 |
127-302 |
PP |
127-197 |
127-197 |
127-197 |
127-144 |
S1 |
126-173 |
126-173 |
127-014 |
126-067 |
S2 |
125-282 |
125-282 |
126-283 |
|
S3 |
124-047 |
124-258 |
126-232 |
|
S4 |
122-132 |
123-023 |
126-080 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-255 |
126-075 |
1-180 |
1.2% |
0-162 |
0.4% |
8% |
False |
True |
462 |
10 |
128-240 |
126-075 |
2-165 |
2.0% |
0-153 |
0.4% |
5% |
False |
True |
956 |
20 |
129-095 |
126-075 |
3-020 |
2.4% |
0-147 |
0.4% |
4% |
False |
True |
639 |
40 |
129-195 |
126-005 |
3-190 |
2.8% |
0-104 |
0.3% |
10% |
False |
False |
375 |
60 |
129-195 |
126-005 |
3-190 |
2.8% |
0-069 |
0.2% |
10% |
False |
False |
250 |
80 |
129-195 |
124-175 |
5-020 |
4.0% |
0-052 |
0.1% |
36% |
False |
False |
187 |
100 |
129-195 |
123-180 |
6-015 |
4.8% |
0-042 |
0.1% |
46% |
False |
False |
150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-222 |
2.618 |
127-298 |
1.618 |
127-148 |
1.000 |
127-055 |
0.618 |
126-318 |
HIGH |
126-225 |
0.618 |
126-168 |
0.500 |
126-150 |
0.382 |
126-132 |
LOW |
126-075 |
0.618 |
125-302 |
1.000 |
125-245 |
1.618 |
125-152 |
2.618 |
125-002 |
4.250 |
124-078 |
|
|
Fisher Pivots for day following 04-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
126-150 |
126-250 |
PP |
126-138 |
126-205 |
S1 |
126-127 |
126-160 |
|