ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 24-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2015 |
24-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
126-075 |
126-015 |
-0-060 |
-0.1% |
127-045 |
High |
126-075 |
126-060 |
-0-015 |
0.0% |
127-060 |
Low |
125-285 |
125-305 |
0-020 |
0.0% |
125-125 |
Close |
126-000 |
126-055 |
0-055 |
0.1% |
126-155 |
Range |
0-110 |
0-075 |
-0-035 |
-31.8% |
1-255 |
ATR |
0-185 |
0-177 |
-0-008 |
-4.2% |
0-000 |
Volume |
475,286 |
180,131 |
-295,155 |
-62.1% |
4,802,422 |
|
Daily Pivots for day following 24-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-258 |
126-232 |
126-096 |
|
R3 |
126-183 |
126-157 |
126-076 |
|
R2 |
126-108 |
126-108 |
126-069 |
|
R1 |
126-082 |
126-082 |
126-062 |
126-095 |
PP |
126-033 |
126-033 |
126-033 |
126-040 |
S1 |
126-007 |
126-007 |
126-048 |
126-020 |
S2 |
125-278 |
125-278 |
126-041 |
|
S3 |
125-203 |
125-252 |
126-034 |
|
S4 |
125-128 |
125-177 |
126-014 |
|
|
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 |
125-285 |
0-275 |
0.7% |
0-130 |
0.3% |
33% |
False |
False |
505,436 |
10 |
127-100 |
125-125 |
1-295 |
1.5% |
0-191 |
0.5% |
41% |
False |
False |
782,568 |
20 |
127-100 |
125-090 |
2-010 |
1.6% |
0-197 |
0.5% |
44% |
False |
False |
927,558 |
40 |
127-255 |
125-010 |
2-245 |
2.2% |
0-171 |
0.4% |
41% |
False |
False |
571,750 |
60 |
129-195 |
125-010 |
4-185 |
3.6% |
0-164 |
0.4% |
25% |
False |
False |
381,375 |
80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-128 |
0.3% |
25% |
False |
False |
286,033 |
100 |
129-195 |
125-010 |
4-185 |
3.6% |
0-102 |
0.3% |
25% |
False |
False |
228,827 |
120 |
129-195 |
124-075 |
5-120 |
4.3% |
0-085 |
0.2% |
36% |
False |
False |
190,689 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-059 |
2.618 |
126-256 |
1.618 |
126-181 |
1.000 |
126-135 |
0.618 |
126-106 |
HIGH |
126-060 |
0.618 |
126-031 |
0.500 |
126-022 |
0.382 |
126-014 |
LOW |
125-305 |
0.618 |
125-259 |
1.000 |
125-230 |
1.618 |
125-184 |
2.618 |
125-109 |
4.250 |
124-306 |
|
|
Fisher Pivots for day following 24-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
126-044 |
126-088 |
PP |
126-033 |
126-077 |
S1 |
126-022 |
126-066 |
|