ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 10-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2015 |
10-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
125-145 |
125-130 |
-0-015 |
0.0% |
127-010 |
High |
125-150 |
125-220 |
0-070 |
0.2% |
127-105 |
Low |
125-010 |
125-095 |
0-085 |
0.2% |
125-085 |
Close |
125-115 |
125-205 |
0-090 |
0.2% |
125-135 |
Range |
0-140 |
0-125 |
-0-015 |
-10.7% |
2-020 |
ATR |
0-171 |
0-168 |
-0-003 |
-1.9% |
0-000 |
Volume |
0 |
14,847 |
14,847 |
|
0 |
|
Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-228 |
126-182 |
125-274 |
|
R3 |
126-103 |
126-057 |
125-239 |
|
R2 |
125-298 |
125-298 |
125-228 |
|
R1 |
125-252 |
125-252 |
125-216 |
125-275 |
PP |
125-173 |
125-173 |
125-173 |
125-185 |
S1 |
125-127 |
125-127 |
125-194 |
125-150 |
S2 |
125-048 |
125-048 |
125-182 |
|
S3 |
124-243 |
125-002 |
125-171 |
|
S4 |
124-118 |
124-197 |
125-136 |
|
|
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 |
126-225 |
125-010 |
1-215 |
1.3% |
0-182 |
0.5% |
36% |
False |
False |
2,969 |
10 |
128-165 |
125-010 |
3-155 |
2.8% |
0-184 |
0.5% |
17% |
False |
False |
1,716 |
20 |
129-095 |
125-010 |
4-085 |
3.4% |
0-159 |
0.4% |
14% |
False |
False |
1,369 |
40 |
129-195 |
125-010 |
4-185 |
3.6% |
0-123 |
0.3% |
13% |
False |
False |
746 |
60 |
129-195 |
125-010 |
4-185 |
3.6% |
0-082 |
0.2% |
13% |
False |
False |
497 |
80 |
129-195 |
124-280 |
4-235 |
3.8% |
0-061 |
0.2% |
16% |
False |
False |
373 |
100 |
129-195 |
123-180 |
6-015 |
4.8% |
0-049 |
0.1% |
34% |
False |
False |
298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-111 |
2.618 |
126-227 |
1.618 |
126-102 |
1.000 |
126-025 |
0.618 |
125-297 |
HIGH |
125-220 |
0.618 |
125-172 |
0.500 |
125-158 |
0.382 |
125-143 |
LOW |
125-095 |
0.618 |
125-018 |
1.000 |
124-290 |
1.618 |
124-213 |
2.618 |
124-088 |
4.250 |
123-204 |
|
|
Fisher Pivots for day following 10-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
125-189 |
125-235 |
PP |
125-173 |
125-225 |
S1 |
125-158 |
125-215 |
|