ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 19-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
126-020 |
126-000 |
-0-020 |
0.0% |
125-145 |
High |
126-050 |
126-095 |
0-045 |
0.1% |
126-000 |
Low |
125-260 |
125-305 |
0-045 |
0.1% |
125-010 |
Close |
126-015 |
126-055 |
0-040 |
0.1% |
125-290 |
Range |
0-110 |
0-110 |
0-000 |
0.0% |
0-310 |
ATR |
0-155 |
0-152 |
-0-003 |
-2.1% |
0-000 |
Volume |
0 |
131,122 |
131,122 |
|
73,783 |
|
Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-055 |
127-005 |
126-116 |
|
R3 |
126-265 |
126-215 |
126-085 |
|
R2 |
126-155 |
126-155 |
126-075 |
|
R1 |
126-105 |
126-105 |
126-065 |
126-130 |
PP |
126-045 |
126-045 |
126-045 |
126-058 |
S1 |
125-315 |
125-315 |
126-045 |
126-020 |
S2 |
125-255 |
125-255 |
126-035 |
|
S3 |
125-145 |
125-205 |
126-025 |
|
S4 |
125-035 |
125-095 |
125-314 |
|
|
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 |
125-160 |
0-265 |
0.7% |
0-131 |
0.3% |
81% |
False |
False |
45,870 |
10 |
126-140 |
125-010 |
1-130 |
1.1% |
0-148 |
0.4% |
81% |
False |
False |
27,279 |
20 |
128-220 |
125-010 |
3-210 |
2.9% |
0-150 |
0.4% |
31% |
False |
False |
14,030 |
40 |
129-195 |
125-010 |
4-185 |
3.6% |
0-143 |
0.4% |
25% |
False |
False |
7,195 |
60 |
129-195 |
125-010 |
4-185 |
3.6% |
0-096 |
0.2% |
25% |
False |
False |
4,796 |
80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-072 |
0.2% |
25% |
False |
False |
3,597 |
100 |
129-195 |
124-030 |
5-165 |
4.4% |
0-058 |
0.1% |
38% |
False |
False |
2,878 |
120 |
129-195 |
123-160 |
6-035 |
4.8% |
0-048 |
0.1% |
44% |
False |
False |
2,398 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-243 |
2.618 |
127-063 |
1.618 |
126-273 |
1.000 |
126-205 |
0.618 |
126-163 |
HIGH |
126-095 |
0.618 |
126-053 |
0.500 |
126-040 |
0.382 |
126-027 |
LOW |
125-305 |
0.618 |
125-237 |
1.000 |
125-195 |
1.618 |
125-127 |
2.618 |
125-017 |
4.250 |
124-157 |
|
|
Fisher Pivots for day following 19-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
126-050 |
126-036 |
PP |
126-045 |
126-017 |
S1 |
126-040 |
125-318 |
|