ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 17-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
126-035 |
125-220 |
-0-135 |
-0.3% |
125-280 |
High |
126-055 |
126-090 |
0-035 |
0.1% |
127-100 |
Low |
125-125 |
125-210 |
0-085 |
0.2% |
125-250 |
Close |
125-240 |
126-040 |
0-120 |
0.3% |
127-050 |
Range |
0-250 |
0-200 |
-0-050 |
-20.0% |
1-170 |
ATR |
0-198 |
0-198 |
0-000 |
0.1% |
0-000 |
Volume |
1,005,880 |
981,541 |
-24,339 |
-2.4% |
5,113,793 |
|
Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-287 |
127-203 |
126-150 |
|
R3 |
127-087 |
127-003 |
126-095 |
|
R2 |
126-207 |
126-207 |
126-077 |
|
R1 |
126-123 |
126-123 |
126-058 |
126-165 |
PP |
126-007 |
126-007 |
126-007 |
126-028 |
S1 |
125-243 |
125-243 |
126-022 |
125-285 |
S2 |
125-127 |
125-127 |
126-003 |
|
S3 |
124-247 |
125-043 |
125-305 |
|
S4 |
124-047 |
124-163 |
125-250 |
|
|
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% |
0-252 |
0.6% |
38% |
False |
False |
1,059,701 |
10 |
127-100 |
125-090 |
2-010 |
1.6% |
0-221 |
0.5% |
42% |
False |
False |
1,075,272 |
20 |
127-100 |
125-090 |
2-010 |
1.6% |
0-195 |
0.5% |
42% |
False |
False |
1,009,942 |
40 |
128-240 |
125-010 |
3-230 |
2.9% |
0-173 |
0.4% |
29% |
False |
False |
508,752 |
60 |
129-195 |
125-010 |
4-185 |
3.6% |
0-159 |
0.4% |
24% |
False |
False |
339,258 |
80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-119 |
0.3% |
24% |
False |
False |
254,444 |
100 |
129-195 |
125-010 |
4-185 |
3.6% |
0-096 |
0.2% |
24% |
False |
False |
203,555 |
120 |
129-195 |
124-030 |
5-165 |
4.4% |
0-080 |
0.2% |
37% |
False |
False |
169,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-300 |
2.618 |
127-294 |
1.618 |
127-094 |
1.000 |
126-290 |
0.618 |
126-214 |
HIGH |
126-090 |
0.618 |
126-014 |
0.500 |
125-310 |
0.382 |
125-286 |
LOW |
125-210 |
0.618 |
125-086 |
1.000 |
125-010 |
1.618 |
124-206 |
2.618 |
124-006 |
4.250 |
123-000 |
|
|
Fisher Pivots for day following 17-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
126-023 |
126-026 |
PP |
126-007 |
126-012 |
S1 |
125-310 |
125-318 |
|