ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 25-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2015 |
25-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
126-095 |
126-120 |
0-025 |
0.1% |
126-085 |
High |
126-200 |
126-170 |
-0-030 |
-0.1% |
126-115 |
Low |
126-070 |
126-070 |
0-000 |
0.0% |
125-220 |
Close |
126-115 |
126-125 |
0-010 |
0.0% |
126-025 |
Range |
0-130 |
0-100 |
-0-030 |
-23.1% |
0-215 |
ATR |
0-149 |
0-145 |
-0-003 |
-2.3% |
0-000 |
Volume |
1,563,447 |
1,260,796 |
-302,651 |
-19.4% |
485,537 |
|
Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-102 |
127-053 |
126-180 |
|
R3 |
127-002 |
126-273 |
126-152 |
|
R2 |
126-222 |
126-222 |
126-143 |
|
R1 |
126-173 |
126-173 |
126-134 |
126-198 |
PP |
126-122 |
126-122 |
126-122 |
126-134 |
S1 |
126-073 |
126-073 |
126-116 |
126-098 |
S2 |
126-022 |
126-022 |
126-107 |
|
S3 |
125-242 |
125-293 |
126-098 |
|
S4 |
125-142 |
125-193 |
126-070 |
|
|
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 |
126-200 |
125-250 |
0-270 |
0.7% |
0-123 |
0.3% |
72% |
False |
False |
834,970 |
10 |
126-200 |
125-110 |
1-090 |
1.0% |
0-128 |
0.3% |
82% |
False |
False |
430,167 |
20 |
127-255 |
125-010 |
2-245 |
2.2% |
0-146 |
0.4% |
49% |
False |
False |
215,941 |
40 |
129-195 |
125-010 |
4-185 |
3.6% |
0-147 |
0.4% |
30% |
False |
False |
108,283 |
60 |
129-195 |
125-010 |
4-185 |
3.6% |
0-104 |
0.3% |
30% |
False |
False |
72,192 |
80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-078 |
0.2% |
30% |
False |
False |
54,144 |
100 |
129-195 |
124-075 |
5-120 |
4.3% |
0-063 |
0.2% |
40% |
False |
False |
43,315 |
120 |
129-195 |
123-160 |
6-035 |
4.8% |
0-052 |
0.1% |
47% |
False |
False |
36,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-275 |
2.618 |
127-112 |
1.618 |
127-012 |
1.000 |
126-270 |
0.618 |
126-232 |
HIGH |
126-170 |
0.618 |
126-132 |
0.500 |
126-120 |
0.382 |
126-108 |
LOW |
126-070 |
0.618 |
126-008 |
1.000 |
125-290 |
1.618 |
125-228 |
2.618 |
125-128 |
4.250 |
124-285 |
|
|
Fisher Pivots for day following 25-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
126-123 |
126-105 |
PP |
126-122 |
126-085 |
S1 |
126-120 |
126-065 |
|