ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 23-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2015 |
23-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
126-165 |
126-075 |
-0-090 |
-0.2% |
127-045 |
High |
126-210 |
126-075 |
-0-135 |
-0.3% |
127-060 |
Low |
126-050 |
125-285 |
-0-085 |
-0.2% |
125-125 |
Close |
126-055 |
126-000 |
-0-055 |
-0.1% |
126-155 |
Range |
0-160 |
0-110 |
-0-050 |
-31.3% |
1-255 |
ATR |
0-191 |
0-185 |
-0-006 |
-3.0% |
0-000 |
Volume |
517,333 |
475,286 |
-42,047 |
-8.1% |
4,802,422 |
|
Daily Pivots for day following 23-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-023 |
126-282 |
126-060 |
|
R3 |
126-233 |
126-172 |
126-030 |
|
R2 |
126-123 |
126-123 |
126-020 |
|
R1 |
126-062 |
126-062 |
126-010 |
126-038 |
PP |
126-013 |
126-013 |
126-013 |
126-001 |
S1 |
125-272 |
125-272 |
125-310 |
125-248 |
S2 |
125-223 |
125-223 |
125-300 |
|
S3 |
125-113 |
125-162 |
125-290 |
|
S4 |
125-003 |
125-052 |
125-260 |
|
|
Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-238 |
130-292 |
127-151 |
|
R3 |
129-303 |
129-037 |
126-313 |
|
R2 |
128-048 |
128-048 |
126-260 |
|
R1 |
127-102 |
127-102 |
126-208 |
126-268 |
PP |
126-113 |
126-113 |
126-113 |
126-036 |
S1 |
125-167 |
125-167 |
126-102 |
125-012 |
S2 |
124-178 |
124-178 |
126-050 |
|
S3 |
122-243 |
123-232 |
125-317 |
|
S4 |
120-308 |
121-297 |
125-159 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
126-240 |
125-210 |
1-030 |
0.9% |
0-155 |
0.4% |
31% |
False |
False |
665,718 |
10 |
127-100 |
125-125 |
1-295 |
1.5% |
0-196 |
0.5% |
32% |
False |
False |
843,133 |
20 |
127-100 |
125-090 |
2-010 |
1.6% |
0-198 |
0.5% |
35% |
False |
False |
981,592 |
40 |
128-165 |
125-010 |
3-155 |
2.8% |
0-176 |
0.4% |
28% |
False |
False |
567,247 |
60 |
129-195 |
125-010 |
4-185 |
3.6% |
0-165 |
0.4% |
21% |
False |
False |
378,372 |
80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-127 |
0.3% |
21% |
False |
False |
283,782 |
100 |
129-195 |
125-010 |
4-185 |
3.6% |
0-101 |
0.3% |
21% |
False |
False |
227,025 |
120 |
129-195 |
124-075 |
5-120 |
4.3% |
0-084 |
0.2% |
33% |
False |
False |
189,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-222 |
2.618 |
127-043 |
1.618 |
126-253 |
1.000 |
126-185 |
0.618 |
126-143 |
HIGH |
126-075 |
0.618 |
126-033 |
0.500 |
126-020 |
0.382 |
126-007 |
LOW |
125-285 |
0.618 |
125-217 |
1.000 |
125-175 |
1.618 |
125-107 |
2.618 |
124-317 |
4.250 |
124-138 |
|
|
Fisher Pivots for day following 23-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
126-020 |
126-102 |
PP |
126-013 |
126-068 |
S1 |
126-007 |
126-034 |
|