ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 28-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2015 |
28-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
126-015 |
126-030 |
0-015 |
0.0% |
126-135 |
High |
126-060 |
126-130 |
0-070 |
0.2% |
126-240 |
Low |
125-305 |
126-005 |
0-020 |
0.0% |
125-285 |
Close |
126-055 |
126-085 |
0-030 |
0.1% |
126-055 |
Range |
0-075 |
0-125 |
0-050 |
66.7% |
0-275 |
ATR |
0-177 |
0-173 |
-0-004 |
-2.1% |
0-000 |
Volume |
180,131 |
327,705 |
147,574 |
81.9% |
1,742,487 |
|
Daily Pivots for day following 28-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-128 |
127-072 |
126-154 |
|
R3 |
127-003 |
126-267 |
126-119 |
|
R2 |
126-198 |
126-198 |
126-108 |
|
R1 |
126-142 |
126-142 |
126-096 |
126-170 |
PP |
126-073 |
126-073 |
126-073 |
126-088 |
S1 |
126-017 |
126-017 |
126-074 |
126-045 |
S2 |
125-268 |
125-268 |
126-062 |
|
S3 |
125-143 |
125-212 |
126-051 |
|
S4 |
125-018 |
125-087 |
126-016 |
|
|
Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-272 |
128-118 |
126-206 |
|
R3 |
127-317 |
127-163 |
126-131 |
|
R2 |
127-042 |
127-042 |
126-105 |
|
R1 |
126-208 |
126-208 |
126-080 |
126-148 |
PP |
126-087 |
126-087 |
126-087 |
126-056 |
S1 |
125-253 |
125-253 |
126-030 |
125-192 |
S2 |
125-132 |
125-132 |
126-005 |
|
S3 |
124-177 |
124-298 |
125-299 |
|
S4 |
123-222 |
124-023 |
125-224 |
|
|
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% |
0-125 |
0.3% |
44% |
False |
False |
414,038 |
10 |
127-060 |
125-125 |
1-255 |
1.4% |
0-170 |
0.4% |
49% |
False |
False |
687,261 |
20 |
127-100 |
125-090 |
2-010 |
1.6% |
0-198 |
0.5% |
48% |
False |
False |
916,770 |
40 |
127-105 |
125-010 |
2-095 |
1.8% |
0-169 |
0.4% |
54% |
False |
False |
579,943 |
60 |
129-195 |
125-010 |
4-185 |
3.6% |
0-164 |
0.4% |
27% |
False |
False |
386,835 |
80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-129 |
0.3% |
27% |
False |
False |
290,130 |
100 |
129-195 |
125-010 |
4-185 |
3.6% |
0-103 |
0.3% |
27% |
False |
False |
232,104 |
120 |
129-195 |
124-075 |
5-120 |
4.3% |
0-086 |
0.2% |
38% |
False |
False |
193,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-021 |
2.618 |
127-137 |
1.618 |
127-012 |
1.000 |
126-255 |
0.618 |
126-207 |
HIGH |
126-130 |
0.618 |
126-082 |
0.500 |
126-068 |
0.382 |
126-053 |
LOW |
126-005 |
0.618 |
125-248 |
1.000 |
125-200 |
1.618 |
125-123 |
2.618 |
124-318 |
4.250 |
124-114 |
|
|
Fisher Pivots for day following 28-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
126-079 |
126-072 |
PP |
126-073 |
126-060 |
S1 |
126-068 |
126-048 |
|