ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 03-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
127-005 |
126-215 |
-0-110 |
-0.3% |
126-015 |
High |
127-005 |
126-230 |
-0-095 |
-0.2% |
126-200 |
Low |
126-160 |
125-110 |
-1-050 |
-0.9% |
125-250 |
Close |
126-230 |
125-175 |
-1-055 |
-0.9% |
126-160 |
Range |
0-165 |
1-120 |
0-275 |
166.7% |
0-270 |
ATR |
0-150 |
0-170 |
0-021 |
13.9% |
0-000 |
Volume |
1,039,500 |
1,515,071 |
475,571 |
45.7% |
4,300,679 |
|
Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-318 |
129-047 |
126-097 |
|
R3 |
128-198 |
127-247 |
125-296 |
|
R2 |
127-078 |
127-078 |
125-256 |
|
R1 |
126-127 |
126-127 |
125-215 |
126-042 |
PP |
125-278 |
125-278 |
125-278 |
125-236 |
S1 |
125-007 |
125-007 |
125-135 |
124-242 |
S2 |
124-158 |
124-158 |
125-094 |
|
S3 |
123-038 |
123-207 |
125-054 |
|
S4 |
121-238 |
122-087 |
124-253 |
|
|
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 |
125-110 |
1-235 |
1.4% |
0-216 |
0.5% |
12% |
False |
True |
1,054,253 |
10 |
127-025 |
125-110 |
1-235 |
1.4% |
0-170 |
0.4% |
12% |
False |
True |
944,611 |
20 |
127-025 |
125-010 |
2-015 |
1.6% |
0-159 |
0.4% |
25% |
False |
False |
479,389 |
40 |
129-095 |
125-010 |
4-085 |
3.4% |
0-153 |
0.4% |
12% |
False |
False |
240,014 |
60 |
129-195 |
125-010 |
4-185 |
3.6% |
0-122 |
0.3% |
11% |
False |
False |
160,046 |
80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-092 |
0.2% |
11% |
False |
False |
120,034 |
100 |
129-195 |
124-175 |
5-020 |
4.0% |
0-073 |
0.2% |
20% |
False |
False |
96,027 |
120 |
129-195 |
123-180 |
6-015 |
4.8% |
0-061 |
0.2% |
33% |
False |
False |
80,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-180 |
2.618 |
130-102 |
1.618 |
128-302 |
1.000 |
128-030 |
0.618 |
127-182 |
HIGH |
126-230 |
0.618 |
126-062 |
0.500 |
126-010 |
0.382 |
125-278 |
LOW |
125-110 |
0.618 |
124-158 |
1.000 |
123-310 |
1.618 |
123-038 |
2.618 |
121-238 |
4.250 |
119-160 |
|
|
Fisher Pivots for day following 03-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
126-010 |
126-068 |
PP |
125-278 |
125-317 |
S1 |
125-227 |
125-246 |
|