ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 09-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2015 |
09-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
126-135 |
125-145 |
-0-310 |
-0.8% |
127-010 |
High |
126-140 |
125-150 |
-0-310 |
-0.8% |
127-105 |
Low |
125-085 |
125-010 |
-0-075 |
-0.2% |
125-085 |
Close |
125-135 |
125-115 |
-0-020 |
0.0% |
125-135 |
Range |
1-055 |
0-140 |
-0-235 |
-62.7% |
2-020 |
ATR |
0-174 |
0-171 |
-0-002 |
-1.4% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-192 |
126-133 |
125-192 |
|
R3 |
126-052 |
125-313 |
125-154 |
|
R2 |
125-232 |
125-232 |
125-141 |
|
R1 |
125-173 |
125-173 |
125-128 |
125-133 |
PP |
125-092 |
125-092 |
125-092 |
125-071 |
S1 |
125-033 |
125-033 |
125-102 |
124-313 |
S2 |
124-272 |
124-272 |
125-089 |
|
S3 |
124-132 |
124-213 |
125-077 |
|
S4 |
123-312 |
124-073 |
125-038 |
|
|
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 |
126-310 |
125-010 |
1-300 |
1.5% |
0-188 |
0.5% |
17% |
False |
True |
|
10 |
128-220 |
125-010 |
3-210 |
2.9% |
0-185 |
0.5% |
9% |
False |
True |
659 |
20 |
129-095 |
125-010 |
4-085 |
3.4% |
0-158 |
0.4% |
8% |
False |
True |
639 |
40 |
129-195 |
125-010 |
4-185 |
3.7% |
0-120 |
0.3% |
7% |
False |
True |
375 |
60 |
129-195 |
125-010 |
4-185 |
3.7% |
0-080 |
0.2% |
7% |
False |
True |
250 |
80 |
129-195 |
124-175 |
5-020 |
4.0% |
0-060 |
0.1% |
16% |
False |
False |
187 |
100 |
129-195 |
123-180 |
6-015 |
4.8% |
0-048 |
0.1% |
30% |
False |
False |
150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-105 |
2.618 |
126-197 |
1.618 |
126-057 |
1.000 |
125-290 |
0.618 |
125-237 |
HIGH |
125-150 |
0.618 |
125-097 |
0.500 |
125-080 |
0.382 |
125-063 |
LOW |
125-010 |
0.618 |
124-243 |
1.000 |
124-190 |
1.618 |
124-103 |
2.618 |
123-283 |
4.250 |
123-055 |
|
|
Fisher Pivots for day following 09-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
125-103 |
125-243 |
PP |
125-092 |
125-200 |
S1 |
125-080 |
125-158 |
|