ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 14-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
126-100 |
127-045 |
0-265 |
0.7% |
125-280 |
High |
127-100 |
127-060 |
-0-040 |
-0.1% |
127-100 |
Low |
126-090 |
126-120 |
0-030 |
0.1% |
125-250 |
Close |
127-050 |
126-135 |
-0-235 |
-0.6% |
127-050 |
Range |
1-010 |
0-260 |
-0-070 |
-21.2% |
1-170 |
ATR |
0-186 |
0-192 |
0-005 |
2.8% |
0-000 |
Volume |
1,280,780 |
1,078,215 |
-202,565 |
-15.8% |
5,113,793 |
|
Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-032 |
128-183 |
126-278 |
|
R3 |
128-092 |
127-243 |
126-206 |
|
R2 |
127-152 |
127-152 |
126-183 |
|
R1 |
126-303 |
126-303 |
126-159 |
126-258 |
PP |
126-212 |
126-212 |
126-212 |
126-189 |
S1 |
126-043 |
126-043 |
126-111 |
125-318 |
S2 |
125-272 |
125-272 |
126-087 |
|
S3 |
125-012 |
125-103 |
126-064 |
|
S4 |
124-072 |
124-163 |
125-312 |
|
|
Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-110 |
130-250 |
128-000 |
|
R3 |
129-260 |
129-080 |
127-185 |
|
R2 |
128-090 |
128-090 |
127-140 |
|
R1 |
127-230 |
127-230 |
127-095 |
128-000 |
PP |
126-240 |
126-240 |
126-240 |
126-285 |
S1 |
126-060 |
126-060 |
127-005 |
126-150 |
S2 |
125-070 |
125-070 |
126-280 |
|
S3 |
123-220 |
124-210 |
126-235 |
|
S4 |
122-050 |
123-040 |
126-100 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-100 |
126-035 |
1-065 |
1.0% |
0-213 |
0.5% |
26% |
False |
False |
1,061,806 |
10 |
127-100 |
125-090 |
2-010 |
1.6% |
0-242 |
0.6% |
56% |
False |
False |
1,158,919 |
20 |
127-100 |
125-090 |
2-010 |
1.6% |
0-181 |
0.4% |
56% |
False |
False |
866,361 |
40 |
128-240 |
125-010 |
3-230 |
2.9% |
0-166 |
0.4% |
37% |
False |
False |
435,284 |
60 |
129-195 |
125-010 |
4-185 |
3.6% |
0-148 |
0.4% |
30% |
False |
False |
290,266 |
80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-111 |
0.3% |
30% |
False |
False |
217,700 |
100 |
129-195 |
125-010 |
4-185 |
3.6% |
0-089 |
0.2% |
30% |
False |
False |
174,160 |
120 |
129-195 |
123-180 |
6-015 |
4.8% |
0-074 |
0.2% |
47% |
False |
False |
145,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-205 |
2.618 |
129-101 |
1.618 |
128-161 |
1.000 |
128-000 |
0.618 |
127-221 |
HIGH |
127-060 |
0.618 |
126-281 |
0.500 |
126-250 |
0.382 |
126-219 |
LOW |
126-120 |
0.618 |
125-279 |
1.000 |
125-180 |
1.618 |
125-019 |
2.618 |
124-079 |
4.250 |
122-295 |
|
|
Fisher Pivots for day following 14-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
126-250 |
126-255 |
PP |
126-212 |
126-215 |
S1 |
126-173 |
126-175 |
|