ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 10-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
126-140 |
126-175 |
0-035 |
0.1% |
126-160 |
High |
126-245 |
126-225 |
-0-020 |
0.0% |
127-025 |
Low |
126-035 |
126-095 |
0-060 |
0.1% |
125-090 |
Close |
126-215 |
126-105 |
-0-110 |
-0.3% |
125-295 |
Range |
0-210 |
0-130 |
-0-080 |
-38.1% |
1-255 |
ATR |
0-179 |
0-175 |
-0-003 |
-2.0% |
0-000 |
Volume |
1,155,916 |
785,778 |
-370,138 |
-32.0% |
6,349,002 |
|
Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-212 |
127-128 |
126-176 |
|
R3 |
127-082 |
126-318 |
126-141 |
|
R2 |
126-272 |
126-272 |
126-129 |
|
R1 |
126-188 |
126-188 |
126-117 |
126-165 |
PP |
126-142 |
126-142 |
126-142 |
126-130 |
S1 |
126-058 |
126-058 |
126-093 |
126-035 |
S2 |
126-012 |
126-012 |
126-081 |
|
S3 |
125-202 |
125-248 |
126-069 |
|
S4 |
125-072 |
125-118 |
126-034 |
|
|
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% |
0-190 |
0.5% |
71% |
False |
False |
1,090,844 |
10 |
127-025 |
125-090 |
1-255 |
1.4% |
0-203 |
0.5% |
58% |
False |
False |
1,072,549 |
20 |
127-025 |
125-090 |
1-255 |
1.4% |
0-165 |
0.4% |
58% |
False |
False |
751,358 |
40 |
129-085 |
125-010 |
4-075 |
3.4% |
0-158 |
0.4% |
31% |
False |
False |
376,309 |
60 |
129-195 |
125-010 |
4-185 |
3.6% |
0-138 |
0.3% |
28% |
False |
False |
250,950 |
80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-104 |
0.3% |
28% |
False |
False |
188,212 |
100 |
129-195 |
125-000 |
4-195 |
3.6% |
0-083 |
0.2% |
29% |
False |
False |
150,570 |
120 |
129-195 |
123-180 |
6-015 |
4.8% |
0-069 |
0.2% |
46% |
False |
False |
125,475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-138 |
2.618 |
127-245 |
1.618 |
127-115 |
1.000 |
127-035 |
0.618 |
126-305 |
HIGH |
126-225 |
0.618 |
126-175 |
0.500 |
126-160 |
0.382 |
126-145 |
LOW |
126-095 |
0.618 |
126-015 |
1.000 |
125-285 |
1.618 |
125-205 |
2.618 |
125-075 |
4.250 |
124-182 |
|
|
Fisher Pivots for day following 10-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
126-160 |
126-140 |
PP |
126-142 |
126-128 |
S1 |
126-123 |
126-117 |
|