ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 08-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
125-280 |
126-100 |
0-140 |
0.3% |
126-160 |
High |
126-155 |
126-195 |
0-040 |
0.1% |
127-025 |
Low |
125-250 |
126-060 |
0-130 |
0.3% |
125-090 |
Close |
126-110 |
126-105 |
-0-005 |
0.0% |
125-295 |
Range |
0-225 |
0-135 |
-0-090 |
-40.0% |
1-255 |
ATR |
0-180 |
0-176 |
-0-003 |
-1.8% |
0-000 |
Volume |
882,975 |
1,008,344 |
125,369 |
14.2% |
6,349,002 |
|
Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-205 |
127-130 |
126-179 |
|
R3 |
127-070 |
126-315 |
126-142 |
|
R2 |
126-255 |
126-255 |
126-130 |
|
R1 |
126-180 |
126-180 |
126-117 |
126-218 |
PP |
126-120 |
126-120 |
126-120 |
126-139 |
S1 |
126-045 |
126-045 |
126-093 |
126-082 |
S2 |
125-305 |
125-305 |
126-080 |
|
S3 |
125-170 |
125-230 |
126-068 |
|
S4 |
125-035 |
125-095 |
126-031 |
|
|
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 |
127-005 |
125-090 |
1-235 |
1.4% |
0-243 |
0.6% |
60% |
False |
False |
1,213,420 |
10 |
127-025 |
125-090 |
1-255 |
1.4% |
0-192 |
0.5% |
58% |
False |
False |
1,160,803 |
20 |
127-025 |
125-090 |
1-255 |
1.4% |
0-158 |
0.4% |
58% |
False |
False |
655,016 |
40 |
129-095 |
125-010 |
4-085 |
3.4% |
0-158 |
0.4% |
30% |
False |
False |
327,827 |
60 |
129-195 |
125-010 |
4-185 |
3.6% |
0-133 |
0.3% |
28% |
False |
False |
218,588 |
80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-099 |
0.2% |
28% |
False |
False |
163,941 |
100 |
129-195 |
124-175 |
5-020 |
4.0% |
0-080 |
0.2% |
35% |
False |
False |
131,153 |
120 |
129-195 |
123-180 |
6-015 |
4.8% |
0-066 |
0.2% |
46% |
False |
False |
109,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-129 |
2.618 |
127-228 |
1.618 |
127-093 |
1.000 |
127-010 |
0.618 |
126-278 |
HIGH |
126-195 |
0.618 |
126-143 |
0.500 |
126-128 |
0.382 |
126-112 |
LOW |
126-060 |
0.618 |
125-297 |
1.000 |
125-245 |
1.618 |
125-162 |
2.618 |
125-027 |
4.250 |
124-126 |
|
|
Fisher Pivots for day following 08-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
126-128 |
126-064 |
PP |
126-120 |
126-023 |
S1 |
126-112 |
125-302 |
|