ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 07-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2015 |
07-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
125-215 |
125-280 |
0-065 |
0.2% |
126-160 |
High |
126-020 |
126-155 |
0-135 |
0.3% |
127-025 |
Low |
125-090 |
125-250 |
0-160 |
0.4% |
125-090 |
Close |
125-295 |
126-110 |
0-135 |
0.3% |
125-295 |
Range |
0-250 |
0-225 |
-0-025 |
-10.0% |
1-255 |
ATR |
0-176 |
0-180 |
0-003 |
2.0% |
0-000 |
Volume |
1,621,210 |
882,975 |
-738,235 |
-45.5% |
6,349,002 |
|
Daily Pivots for day following 07-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-100 |
128-010 |
126-234 |
|
R3 |
127-195 |
127-105 |
126-172 |
|
R2 |
126-290 |
126-290 |
126-151 |
|
R1 |
126-200 |
126-200 |
126-131 |
126-245 |
PP |
126-065 |
126-065 |
126-065 |
126-088 |
S1 |
125-295 |
125-295 |
126-089 |
126-020 |
S2 |
125-160 |
125-160 |
126-069 |
|
S3 |
124-255 |
125-070 |
126-048 |
|
S4 |
124-030 |
124-165 |
125-306 |
|
|
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% |
0-270 |
0.7% |
59% |
False |
False |
1,256,031 |
10 |
127-025 |
125-090 |
1-255 |
1.4% |
0-196 |
0.5% |
59% |
False |
False |
1,153,265 |
20 |
127-025 |
125-010 |
2-015 |
1.6% |
0-158 |
0.4% |
64% |
False |
False |
604,598 |
40 |
129-095 |
125-010 |
4-085 |
3.4% |
0-156 |
0.4% |
31% |
False |
False |
302,619 |
60 |
129-195 |
125-010 |
4-185 |
3.6% |
0-130 |
0.3% |
29% |
False |
False |
201,783 |
80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-098 |
0.2% |
29% |
False |
False |
151,337 |
100 |
129-195 |
124-175 |
5-020 |
4.0% |
0-078 |
0.2% |
35% |
False |
False |
121,069 |
120 |
129-195 |
123-180 |
6-015 |
4.8% |
0-065 |
0.2% |
46% |
False |
False |
100,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-151 |
2.618 |
128-104 |
1.618 |
127-199 |
1.000 |
127-060 |
0.618 |
126-294 |
HIGH |
126-155 |
0.618 |
126-069 |
0.500 |
126-042 |
0.382 |
126-016 |
LOW |
125-250 |
0.618 |
125-111 |
1.000 |
125-025 |
1.618 |
124-206 |
2.618 |
123-301 |
4.250 |
122-254 |
|
|
Fisher Pivots for day following 07-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
126-088 |
126-073 |
PP |
126-065 |
126-037 |
S1 |
126-042 |
126-000 |
|