ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 17-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
126-085 |
126-000 |
-0-085 |
-0.2% |
125-145 |
High |
126-105 |
126-075 |
-0-030 |
-0.1% |
126-000 |
Low |
126-005 |
125-220 |
-0-105 |
-0.3% |
125-010 |
Close |
126-020 |
126-040 |
0-020 |
0.0% |
125-290 |
Range |
0-100 |
0-175 |
0-075 |
75.0% |
0-310 |
ATR |
0-157 |
0-158 |
0-001 |
0.8% |
0-000 |
Volume |
21,136 |
46,755 |
25,619 |
121.2% |
73,783 |
|
Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-210 |
127-140 |
126-136 |
|
R3 |
127-035 |
126-285 |
126-088 |
|
R2 |
126-180 |
126-180 |
126-072 |
|
R1 |
126-110 |
126-110 |
126-056 |
126-145 |
PP |
126-005 |
126-005 |
126-005 |
126-023 |
S1 |
125-255 |
125-255 |
126-024 |
125-290 |
S2 |
125-150 |
125-150 |
126-008 |
|
S3 |
124-295 |
125-080 |
125-312 |
|
S4 |
124-120 |
124-225 |
125-264 |
|
|
Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-177 |
128-063 |
126-141 |
|
R3 |
127-187 |
127-073 |
126-055 |
|
R2 |
126-197 |
126-197 |
126-027 |
|
R1 |
126-083 |
126-083 |
125-318 |
126-140 |
PP |
125-207 |
125-207 |
125-207 |
125-235 |
S1 |
125-093 |
125-093 |
125-262 |
125-150 |
S2 |
124-217 |
124-217 |
125-233 |
|
S3 |
123-227 |
124-103 |
125-205 |
|
S4 |
122-237 |
123-113 |
125-120 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-105 |
125-110 |
0-315 |
0.8% |
0-124 |
0.3% |
79% |
False |
False |
25,365 |
10 |
126-225 |
125-010 |
1-215 |
1.3% |
0-153 |
0.4% |
65% |
False |
False |
14,167 |
20 |
128-240 |
125-010 |
3-230 |
2.9% |
0-151 |
0.4% |
29% |
False |
False |
7,602 |
40 |
129-195 |
125-010 |
4-185 |
3.6% |
0-138 |
0.3% |
24% |
False |
False |
3,916 |
60 |
129-195 |
125-010 |
4-185 |
3.6% |
0-092 |
0.2% |
24% |
False |
False |
2,611 |
80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-069 |
0.2% |
24% |
False |
False |
1,958 |
100 |
129-195 |
124-030 |
5-165 |
4.4% |
0-055 |
0.1% |
37% |
False |
False |
1,566 |
120 |
129-195 |
123-160 |
6-035 |
4.8% |
0-046 |
0.1% |
43% |
False |
False |
1,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-179 |
2.618 |
127-213 |
1.618 |
127-038 |
1.000 |
126-250 |
0.618 |
126-183 |
HIGH |
126-075 |
0.618 |
126-008 |
0.500 |
125-308 |
0.382 |
125-287 |
LOW |
125-220 |
0.618 |
125-112 |
1.000 |
125-045 |
1.618 |
124-257 |
2.618 |
124-082 |
4.250 |
123-116 |
|
|
Fisher Pivots for day following 17-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
126-023 |
126-017 |
PP |
126-005 |
125-315 |
S1 |
125-308 |
125-292 |
|