ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 16-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
126-140 |
126-035 |
-0-105 |
-0.3% |
125-280 |
High |
126-190 |
126-055 |
-0-135 |
-0.3% |
127-100 |
Low |
125-290 |
125-125 |
-0-165 |
-0.4% |
125-250 |
Close |
126-035 |
125-240 |
-0-115 |
-0.3% |
127-050 |
Range |
0-220 |
0-250 |
0-030 |
13.6% |
1-170 |
ATR |
0-194 |
0-198 |
0-004 |
2.1% |
0-000 |
Volume |
952,089 |
1,005,880 |
53,791 |
5.6% |
5,113,793 |
|
Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-037 |
127-228 |
126-058 |
|
R3 |
127-107 |
126-298 |
125-309 |
|
R2 |
126-177 |
126-177 |
125-286 |
|
R1 |
126-048 |
126-048 |
125-263 |
125-308 |
PP |
125-247 |
125-247 |
125-247 |
125-216 |
S1 |
125-118 |
125-118 |
125-217 |
125-058 |
S2 |
124-317 |
124-317 |
125-194 |
|
S3 |
124-067 |
124-188 |
125-171 |
|
S4 |
123-137 |
123-258 |
125-102 |
|
|
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 |
125-125 |
1-295 |
1.5% |
0-238 |
0.6% |
19% |
False |
True |
1,020,548 |
10 |
127-100 |
125-090 |
2-010 |
1.6% |
0-245 |
0.6% |
23% |
False |
False |
1,128,625 |
20 |
127-100 |
125-090 |
2-010 |
1.6% |
0-191 |
0.5% |
23% |
False |
False |
960,865 |
40 |
128-240 |
125-010 |
3-230 |
3.0% |
0-171 |
0.4% |
19% |
False |
False |
484,234 |
60 |
129-195 |
125-010 |
4-185 |
3.6% |
0-156 |
0.4% |
16% |
False |
False |
322,899 |
80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-117 |
0.3% |
16% |
False |
False |
242,174 |
100 |
129-195 |
125-010 |
4-185 |
3.6% |
0-094 |
0.2% |
16% |
False |
False |
193,739 |
120 |
129-195 |
124-030 |
5-165 |
4.4% |
0-078 |
0.2% |
30% |
False |
False |
161,449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-158 |
2.618 |
128-070 |
1.618 |
127-140 |
1.000 |
126-305 |
0.618 |
126-210 |
HIGH |
126-055 |
0.618 |
125-280 |
0.500 |
125-250 |
0.382 |
125-220 |
LOW |
125-125 |
0.618 |
124-290 |
1.000 |
124-195 |
1.618 |
124-040 |
2.618 |
123-110 |
4.250 |
122-022 |
|
|
Fisher Pivots for day following 16-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
125-250 |
126-092 |
PP |
125-247 |
126-035 |
S1 |
125-243 |
125-298 |
|