ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 04-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2015 |
04-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
126-215 |
125-215 |
-1-000 |
-0.8% |
126-160 |
High |
126-230 |
126-020 |
-0-210 |
-0.5% |
127-025 |
Low |
125-110 |
125-090 |
-0-020 |
0.0% |
125-090 |
Close |
125-175 |
125-295 |
0-120 |
0.3% |
125-295 |
Range |
1-120 |
0-250 |
-0-190 |
-43.2% |
1-255 |
ATR |
0-170 |
0-176 |
0-006 |
3.3% |
0-000 |
Volume |
1,515,071 |
1,621,210 |
106,139 |
7.0% |
6,349,002 |
|
Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-032 |
127-253 |
126-112 |
|
R3 |
127-102 |
127-003 |
126-044 |
|
R2 |
126-172 |
126-172 |
126-021 |
|
R1 |
126-073 |
126-073 |
125-318 |
126-122 |
PP |
125-242 |
125-242 |
125-242 |
125-266 |
S1 |
125-143 |
125-143 |
125-272 |
125-192 |
S2 |
124-312 |
124-312 |
125-249 |
|
S3 |
124-062 |
124-213 |
125-226 |
|
S4 |
123-132 |
123-283 |
125-158 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-155 |
130-160 |
126-291 |
|
R3 |
129-220 |
128-225 |
126-133 |
|
R2 |
127-285 |
127-285 |
126-080 |
|
R1 |
126-290 |
126-290 |
126-028 |
126-160 |
PP |
126-030 |
126-030 |
126-030 |
125-285 |
S1 |
125-035 |
125-035 |
125-242 |
124-225 |
S2 |
124-095 |
124-095 |
125-190 |
|
S3 |
122-160 |
123-100 |
125-137 |
|
S4 |
120-225 |
121-165 |
124-299 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-025 |
125-090 |
1-255 |
1.4% |
0-245 |
0.6% |
36% |
False |
True |
1,269,800 |
10 |
127-025 |
125-090 |
1-255 |
1.4% |
0-184 |
0.5% |
36% |
False |
True |
1,093,620 |
20 |
127-025 |
125-010 |
2-015 |
1.6% |
0-166 |
0.4% |
44% |
False |
False |
560,450 |
40 |
129-095 |
125-010 |
4-085 |
3.4% |
0-154 |
0.4% |
21% |
False |
False |
280,544 |
60 |
129-195 |
125-010 |
4-185 |
3.6% |
0-127 |
0.3% |
19% |
False |
False |
187,066 |
80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-095 |
0.2% |
19% |
False |
False |
140,300 |
100 |
129-195 |
124-175 |
5-020 |
4.0% |
0-076 |
0.2% |
27% |
False |
False |
112,240 |
120 |
129-195 |
123-180 |
6-015 |
4.8% |
0-063 |
0.2% |
39% |
False |
False |
93,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-122 |
2.618 |
128-034 |
1.618 |
127-104 |
1.000 |
126-270 |
0.618 |
126-174 |
HIGH |
126-020 |
0.618 |
125-244 |
0.500 |
125-215 |
0.382 |
125-186 |
LOW |
125-090 |
0.618 |
124-256 |
1.000 |
124-160 |
1.618 |
124-006 |
2.618 |
123-076 |
4.250 |
121-308 |
|
|
Fisher Pivots for day following 04-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
125-268 |
126-048 |
PP |
125-242 |
126-023 |
S1 |
125-215 |
125-319 |
|