ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 23-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
126-050 |
126-015 |
-0-035 |
-0.1% |
126-085 |
High |
126-115 |
126-110 |
-0-005 |
0.0% |
126-115 |
Low |
126-020 |
125-250 |
-0-090 |
-0.2% |
125-220 |
Close |
126-025 |
126-085 |
0-060 |
0.1% |
126-025 |
Range |
0-095 |
0-180 |
0-085 |
89.5% |
0-215 |
ATR |
0-148 |
0-150 |
0-002 |
1.6% |
0-000 |
Volume |
286,524 |
932,961 |
646,437 |
225.6% |
485,537 |
|
Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-262 |
127-193 |
126-184 |
|
R3 |
127-082 |
127-013 |
126-134 |
|
R2 |
126-222 |
126-222 |
126-118 |
|
R1 |
126-153 |
126-153 |
126-102 |
126-188 |
PP |
126-042 |
126-042 |
126-042 |
126-059 |
S1 |
125-293 |
125-293 |
126-068 |
126-008 |
S2 |
125-182 |
125-182 |
126-052 |
|
S3 |
125-002 |
125-113 |
126-036 |
|
S4 |
124-142 |
124-253 |
125-306 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-018 |
127-237 |
126-143 |
|
R3 |
127-123 |
127-022 |
126-084 |
|
R2 |
126-228 |
126-228 |
126-064 |
|
R1 |
126-127 |
126-127 |
126-045 |
126-070 |
PP |
126-013 |
126-013 |
126-013 |
125-305 |
S1 |
125-232 |
125-232 |
126-005 |
125-175 |
S2 |
125-118 |
125-118 |
125-306 |
|
S3 |
124-223 |
125-017 |
125-286 |
|
S4 |
124-008 |
124-122 |
125-227 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-115 |
125-220 |
0-215 |
0.5% |
0-134 |
0.3% |
86% |
False |
False |
279,472 |
10 |
126-115 |
125-095 |
1-020 |
0.8% |
0-124 |
0.3% |
91% |
False |
False |
149,228 |
20 |
128-220 |
125-010 |
3-210 |
2.9% |
0-155 |
0.4% |
34% |
False |
False |
74,943 |
40 |
129-195 |
125-010 |
4-185 |
3.6% |
0-148 |
0.4% |
27% |
False |
False |
37,681 |
60 |
129-195 |
125-010 |
4-185 |
3.6% |
0-101 |
0.2% |
27% |
False |
False |
25,121 |
80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-075 |
0.2% |
27% |
False |
False |
18,841 |
100 |
129-195 |
124-075 |
5-120 |
4.3% |
0-060 |
0.1% |
38% |
False |
False |
15,072 |
120 |
129-195 |
123-160 |
6-035 |
4.8% |
0-050 |
0.1% |
45% |
False |
False |
12,560 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-235 |
2.618 |
127-261 |
1.618 |
127-081 |
1.000 |
126-290 |
0.618 |
126-221 |
HIGH |
126-110 |
0.618 |
126-041 |
0.500 |
126-020 |
0.382 |
125-319 |
LOW |
125-250 |
0.618 |
125-139 |
1.000 |
125-070 |
1.618 |
124-279 |
2.618 |
124-099 |
4.250 |
123-125 |
|
|
Fisher Pivots for day following 23-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
126-063 |
126-064 |
PP |
126-042 |
126-043 |
S1 |
126-020 |
126-022 |
|