ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 18-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
126-000 |
126-020 |
0-020 |
0.0% |
125-145 |
High |
126-075 |
126-050 |
-0-025 |
-0.1% |
126-000 |
Low |
125-220 |
125-260 |
0-040 |
0.1% |
125-010 |
Close |
126-040 |
126-015 |
-0-025 |
-0.1% |
125-290 |
Range |
0-175 |
0-110 |
-0-065 |
-37.1% |
0-310 |
ATR |
0-158 |
0-155 |
-0-003 |
-2.2% |
0-000 |
Volume |
46,755 |
0 |
-46,755 |
-100.0% |
73,783 |
|
Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-012 |
126-283 |
126-076 |
|
R3 |
126-222 |
126-173 |
126-045 |
|
R2 |
126-112 |
126-112 |
126-035 |
|
R1 |
126-063 |
126-063 |
126-025 |
126-033 |
PP |
126-002 |
126-002 |
126-002 |
125-306 |
S1 |
125-273 |
125-273 |
126-005 |
125-242 |
S2 |
125-212 |
125-212 |
125-315 |
|
S3 |
125-102 |
125-163 |
125-305 |
|
S4 |
124-312 |
125-053 |
125-274 |
|
|
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% |
0-132 |
0.3% |
71% |
False |
False |
25,365 |
10 |
126-155 |
125-010 |
1-145 |
1.2% |
0-149 |
0.4% |
70% |
False |
False |
14,167 |
20 |
128-240 |
125-010 |
3-230 |
3.0% |
0-151 |
0.4% |
27% |
False |
False |
7,561 |
40 |
129-195 |
125-010 |
4-185 |
3.6% |
0-141 |
0.3% |
22% |
False |
False |
3,916 |
60 |
129-195 |
125-010 |
4-185 |
3.6% |
0-094 |
0.2% |
22% |
False |
False |
2,611 |
80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-071 |
0.2% |
22% |
False |
False |
1,958 |
100 |
129-195 |
124-030 |
5-165 |
4.4% |
0-056 |
0.1% |
35% |
False |
False |
1,566 |
120 |
129-195 |
123-160 |
6-035 |
4.8% |
0-047 |
0.1% |
42% |
False |
False |
1,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-198 |
2.618 |
127-018 |
1.618 |
126-228 |
1.000 |
126-160 |
0.618 |
126-118 |
HIGH |
126-050 |
0.618 |
126-008 |
0.500 |
125-315 |
0.382 |
125-302 |
LOW |
125-260 |
0.618 |
125-192 |
1.000 |
125-150 |
1.618 |
125-082 |
2.618 |
124-292 |
4.250 |
124-112 |
|
|
Fisher Pivots for day following 18-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
126-008 |
126-011 |
PP |
126-002 |
126-007 |
S1 |
125-315 |
126-002 |
|