ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 05-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2015 |
05-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
126-210 |
126-130 |
-0-080 |
-0.2% |
128-005 |
High |
126-225 |
126-155 |
-0-070 |
-0.2% |
128-220 |
Low |
126-075 |
126-035 |
-0-040 |
-0.1% |
126-305 |
Close |
126-115 |
126-085 |
-0-030 |
-0.1% |
127-065 |
Range |
0-150 |
0-120 |
-0-030 |
-20.0% |
1-235 |
ATR |
0-161 |
0-158 |
-0-003 |
-1.8% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-132 |
127-068 |
126-151 |
|
R3 |
127-012 |
126-268 |
126-118 |
|
R2 |
126-212 |
126-212 |
126-107 |
|
R1 |
126-148 |
126-148 |
126-096 |
126-120 |
PP |
126-092 |
126-092 |
126-092 |
126-078 |
S1 |
126-028 |
126-028 |
126-074 |
126-000 |
S2 |
125-292 |
125-292 |
126-063 |
|
S3 |
125-172 |
125-228 |
126-052 |
|
S4 |
125-052 |
125-108 |
126-019 |
|
|
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 |
127-105 |
126-035 |
1-070 |
1.0% |
0-140 |
0.3% |
13% |
False |
True |
462 |
10 |
128-220 |
126-035 |
2-185 |
2.0% |
0-152 |
0.4% |
6% |
False |
True |
781 |
20 |
129-095 |
126-035 |
3-060 |
2.5% |
0-143 |
0.4% |
5% |
False |
True |
639 |
40 |
129-195 |
126-005 |
3-190 |
2.8% |
0-107 |
0.3% |
7% |
False |
False |
375 |
60 |
129-195 |
126-005 |
3-190 |
2.8% |
0-071 |
0.2% |
7% |
False |
False |
250 |
80 |
129-195 |
124-175 |
5-020 |
4.0% |
0-053 |
0.1% |
34% |
False |
False |
187 |
100 |
129-195 |
123-180 |
6-015 |
4.8% |
0-043 |
0.1% |
45% |
False |
False |
150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-025 |
2.618 |
127-149 |
1.618 |
127-029 |
1.000 |
126-275 |
0.618 |
126-229 |
HIGH |
126-155 |
0.618 |
126-109 |
0.500 |
126-095 |
0.382 |
126-081 |
LOW |
126-035 |
0.618 |
125-281 |
1.000 |
125-235 |
1.618 |
125-161 |
2.618 |
125-041 |
4.250 |
124-165 |
|
|
Fisher Pivots for day following 05-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
126-095 |
126-173 |
PP |
126-092 |
126-143 |
S1 |
126-088 |
126-114 |
|