ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 02-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
126-160 |
127-005 |
0-165 |
0.4% |
126-015 |
High |
127-025 |
127-005 |
-0-020 |
0.0% |
126-200 |
Low |
126-075 |
126-160 |
0-085 |
0.2% |
125-250 |
Close |
126-305 |
126-230 |
-0-075 |
-0.2% |
126-160 |
Range |
0-270 |
0-165 |
-0-105 |
-38.9% |
0-270 |
ATR |
0-149 |
0-150 |
0-001 |
0.8% |
0-000 |
Volume |
1,221,403 |
1,039,500 |
-181,903 |
-14.9% |
4,300,679 |
|
Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-093 |
128-007 |
127-001 |
|
R3 |
127-248 |
127-162 |
126-275 |
|
R2 |
127-083 |
127-083 |
126-260 |
|
R1 |
126-317 |
126-317 |
126-245 |
126-278 |
PP |
126-238 |
126-238 |
126-238 |
126-219 |
S1 |
126-152 |
126-152 |
126-215 |
126-112 |
S2 |
126-073 |
126-073 |
126-200 |
|
S3 |
125-228 |
125-307 |
126-185 |
|
S4 |
125-063 |
125-142 |
126-139 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-267 |
128-163 |
126-308 |
|
R3 |
127-317 |
127-213 |
126-234 |
|
R2 |
127-047 |
127-047 |
126-210 |
|
R1 |
126-263 |
126-263 |
126-185 |
126-315 |
PP |
126-097 |
126-097 |
126-097 |
126-122 |
S1 |
125-313 |
125-313 |
126-135 |
126-045 |
S2 |
125-147 |
125-147 |
126-110 |
|
S3 |
124-197 |
125-043 |
126-086 |
|
S4 |
123-247 |
124-093 |
126-012 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-025 |
126-070 |
0-275 |
0.7% |
0-148 |
0.4% |
58% |
False |
False |
1,003,398 |
10 |
127-025 |
125-250 |
1-095 |
1.0% |
0-137 |
0.3% |
72% |
False |
False |
793,104 |
20 |
127-025 |
125-010 |
2-015 |
1.6% |
0-145 |
0.4% |
82% |
False |
False |
403,636 |
40 |
129-095 |
125-010 |
4-085 |
3.4% |
0-146 |
0.4% |
40% |
False |
False |
202,137 |
60 |
129-195 |
125-010 |
4-185 |
3.6% |
0-115 |
0.3% |
37% |
False |
False |
134,795 |
80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-086 |
0.2% |
37% |
False |
False |
101,096 |
100 |
129-195 |
124-175 |
5-020 |
4.0% |
0-069 |
0.2% |
43% |
False |
False |
80,877 |
120 |
129-195 |
123-180 |
6-015 |
4.8% |
0-058 |
0.1% |
52% |
False |
False |
67,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-066 |
2.618 |
128-117 |
1.618 |
127-272 |
1.000 |
127-170 |
0.618 |
127-107 |
HIGH |
127-005 |
0.618 |
126-262 |
0.500 |
126-242 |
0.382 |
126-223 |
LOW |
126-160 |
0.618 |
126-058 |
1.000 |
125-315 |
1.618 |
125-213 |
2.618 |
125-048 |
4.250 |
124-099 |
|
|
Fisher Pivots for day following 02-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
126-242 |
126-223 |
PP |
126-238 |
126-217 |
S1 |
126-234 |
126-210 |
|