ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 06-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2015 |
06-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
126-130 |
126-135 |
0-005 |
0.0% |
127-010 |
High |
126-155 |
126-140 |
-0-015 |
0.0% |
127-105 |
Low |
126-035 |
125-085 |
-0-270 |
-0.7% |
125-085 |
Close |
126-085 |
125-135 |
-0-270 |
-0.7% |
125-135 |
Range |
0-120 |
1-055 |
0-255 |
212.5% |
2-020 |
ATR |
0-158 |
0-174 |
0-015 |
9.8% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-072 |
128-158 |
126-021 |
|
R3 |
128-017 |
127-103 |
125-238 |
|
R2 |
126-282 |
126-282 |
125-204 |
|
R1 |
126-048 |
126-048 |
125-169 |
125-298 |
PP |
125-227 |
125-227 |
125-227 |
125-191 |
S1 |
124-313 |
124-313 |
125-101 |
124-242 |
S2 |
124-172 |
124-172 |
125-066 |
|
S3 |
123-117 |
123-258 |
125-032 |
|
S4 |
122-062 |
122-203 |
124-249 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
132-062 |
130-278 |
126-178 |
|
R3 |
130-042 |
128-258 |
125-317 |
|
R2 |
128-022 |
128-022 |
125-256 |
|
R1 |
126-238 |
126-238 |
125-196 |
126-120 |
PP |
126-002 |
126-002 |
126-002 |
125-262 |
S1 |
124-218 |
124-218 |
125-075 |
124-100 |
S2 |
123-302 |
123-302 |
125-014 |
|
S3 |
121-282 |
122-198 |
124-274 |
|
S4 |
119-262 |
120-178 |
124-092 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-105 |
125-085 |
2-020 |
1.6% |
0-192 |
0.5% |
8% |
False |
True |
|
10 |
128-220 |
125-085 |
3-135 |
2.7% |
0-181 |
0.5% |
5% |
False |
True |
781 |
20 |
129-095 |
125-085 |
4-010 |
3.2% |
0-154 |
0.4% |
4% |
False |
True |
639 |
40 |
129-195 |
125-085 |
4-110 |
3.5% |
0-116 |
0.3% |
4% |
False |
True |
375 |
60 |
129-195 |
125-085 |
4-110 |
3.5% |
0-078 |
0.2% |
4% |
False |
True |
250 |
80 |
129-195 |
124-175 |
5-020 |
4.0% |
0-058 |
0.1% |
17% |
False |
False |
187 |
100 |
129-195 |
123-180 |
6-015 |
4.8% |
0-047 |
0.1% |
31% |
False |
False |
150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
131-134 |
2.618 |
129-162 |
1.618 |
128-107 |
1.000 |
127-195 |
0.618 |
127-052 |
HIGH |
126-140 |
0.618 |
125-317 |
0.500 |
125-272 |
0.382 |
125-228 |
LOW |
125-085 |
0.618 |
124-173 |
1.000 |
124-030 |
1.618 |
123-118 |
2.618 |
122-063 |
4.250 |
120-091 |
|
|
Fisher Pivots for day following 06-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
125-272 |
125-315 |
PP |
125-227 |
125-255 |
S1 |
125-181 |
125-195 |
|