ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 15-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
127-045 |
126-140 |
-0-225 |
-0.6% |
125-280 |
High |
127-060 |
126-190 |
-0-190 |
-0.5% |
127-100 |
Low |
126-120 |
125-290 |
-0-150 |
-0.4% |
125-250 |
Close |
126-135 |
126-035 |
-0-100 |
-0.2% |
127-050 |
Range |
0-260 |
0-220 |
-0-040 |
-15.4% |
1-170 |
ATR |
0-192 |
0-194 |
0-002 |
1.1% |
0-000 |
Volume |
1,078,215 |
952,089 |
-126,126 |
-11.7% |
5,113,793 |
|
Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-085 |
127-280 |
126-156 |
|
R3 |
127-185 |
127-060 |
126-096 |
|
R2 |
126-285 |
126-285 |
126-075 |
|
R1 |
126-160 |
126-160 |
126-055 |
126-112 |
PP |
126-065 |
126-065 |
126-065 |
126-041 |
S1 |
125-260 |
125-260 |
126-015 |
125-212 |
S2 |
125-165 |
125-165 |
125-315 |
|
S3 |
124-265 |
125-040 |
125-294 |
|
S4 |
124-045 |
124-140 |
125-234 |
|
|
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 |
125-290 |
1-130 |
1.1% |
0-230 |
0.6% |
14% |
False |
True |
1,050,555 |
10 |
127-100 |
125-090 |
2-010 |
1.6% |
0-236 |
0.6% |
41% |
False |
False |
1,131,987 |
20 |
127-100 |
125-090 |
2-010 |
1.6% |
0-187 |
0.5% |
41% |
False |
False |
912,908 |
40 |
128-240 |
125-010 |
3-230 |
2.9% |
0-169 |
0.4% |
29% |
False |
False |
459,087 |
60 |
129-195 |
125-010 |
4-185 |
3.6% |
0-152 |
0.4% |
24% |
False |
False |
306,135 |
80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-114 |
0.3% |
24% |
False |
False |
229,601 |
100 |
129-195 |
125-010 |
4-185 |
3.6% |
0-091 |
0.2% |
24% |
False |
False |
183,681 |
120 |
129-195 |
123-180 |
6-015 |
4.8% |
0-076 |
0.2% |
42% |
False |
False |
153,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-165 |
2.618 |
128-126 |
1.618 |
127-226 |
1.000 |
127-090 |
0.618 |
127-006 |
HIGH |
126-190 |
0.618 |
126-106 |
0.500 |
126-080 |
0.382 |
126-054 |
LOW |
125-290 |
0.618 |
125-154 |
1.000 |
125-070 |
1.618 |
124-254 |
2.618 |
124-034 |
4.250 |
122-315 |
|
|
Fisher Pivots for day following 15-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
126-080 |
126-195 |
PP |
126-065 |
126-142 |
S1 |
126-050 |
126-088 |
|