ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 09-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
126-100 |
126-140 |
0-040 |
0.1% |
126-160 |
High |
126-195 |
126-245 |
0-050 |
0.1% |
127-025 |
Low |
126-060 |
126-035 |
-0-025 |
-0.1% |
125-090 |
Close |
126-105 |
126-215 |
0-110 |
0.3% |
125-295 |
Range |
0-135 |
0-210 |
0-075 |
55.6% |
1-255 |
ATR |
0-176 |
0-179 |
0-002 |
1.4% |
0-000 |
Volume |
1,008,344 |
1,155,916 |
147,572 |
14.6% |
6,349,002 |
|
Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-155 |
128-075 |
127-010 |
|
R3 |
127-265 |
127-185 |
126-273 |
|
R2 |
127-055 |
127-055 |
126-254 |
|
R1 |
126-295 |
126-295 |
126-234 |
127-015 |
PP |
126-165 |
126-165 |
126-165 |
126-185 |
S1 |
126-085 |
126-085 |
126-196 |
126-125 |
S2 |
125-275 |
125-275 |
126-176 |
|
S3 |
125-065 |
125-195 |
126-157 |
|
S4 |
124-175 |
124-305 |
126-100 |
|
|
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 |
126-245 |
125-090 |
1-155 |
1.2% |
0-252 |
0.6% |
94% |
True |
False |
1,236,703 |
10 |
127-025 |
125-090 |
1-255 |
1.4% |
0-200 |
0.5% |
77% |
False |
False |
1,120,050 |
20 |
127-025 |
125-090 |
1-255 |
1.4% |
0-162 |
0.4% |
77% |
False |
False |
712,069 |
40 |
129-095 |
125-010 |
4-085 |
3.4% |
0-161 |
0.4% |
38% |
False |
False |
356,719 |
60 |
129-195 |
125-010 |
4-185 |
3.6% |
0-136 |
0.3% |
36% |
False |
False |
237,854 |
80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-102 |
0.3% |
36% |
False |
False |
178,390 |
100 |
129-195 |
124-280 |
4-235 |
3.7% |
0-082 |
0.2% |
38% |
False |
False |
142,712 |
120 |
129-195 |
123-180 |
6-015 |
4.8% |
0-068 |
0.2% |
51% |
False |
False |
118,927 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-178 |
2.618 |
128-155 |
1.618 |
127-265 |
1.000 |
127-135 |
0.618 |
127-055 |
HIGH |
126-245 |
0.618 |
126-165 |
0.500 |
126-140 |
0.382 |
126-115 |
LOW |
126-035 |
0.618 |
125-225 |
1.000 |
125-145 |
1.618 |
125-015 |
2.618 |
124-125 |
4.250 |
123-102 |
|
|
Fisher Pivots for day following 09-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
126-190 |
126-172 |
PP |
126-165 |
126-130 |
S1 |
126-140 |
126-088 |
|