ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 30-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2015 |
30-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
126-080 |
125-220 |
-0-180 |
-0.4% |
126-135 |
High |
126-105 |
125-255 |
-0-170 |
-0.4% |
126-240 |
Low |
125-175 |
125-140 |
-0-035 |
-0.1% |
125-285 |
Close |
125-210 |
125-195 |
-0-015 |
0.0% |
126-055 |
Range |
0-250 |
0-115 |
-0-135 |
-54.0% |
0-275 |
ATR |
0-179 |
0-174 |
-0-005 |
-2.5% |
0-000 |
Volume |
620,234 |
706,089 |
85,855 |
13.8% |
1,742,487 |
|
Daily Pivots for day following 30-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-222 |
126-163 |
125-258 |
|
R3 |
126-107 |
126-048 |
125-227 |
|
R2 |
125-312 |
125-312 |
125-216 |
|
R1 |
125-253 |
125-253 |
125-206 |
125-225 |
PP |
125-197 |
125-197 |
125-197 |
125-182 |
S1 |
125-138 |
125-138 |
125-184 |
125-110 |
S2 |
125-082 |
125-082 |
125-174 |
|
S3 |
124-287 |
125-023 |
125-163 |
|
S4 |
124-172 |
124-228 |
125-132 |
|
|
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 |
126-130 |
125-140 |
0-310 |
0.8% |
0-135 |
0.3% |
18% |
False |
True |
461,889 |
10 |
126-240 |
125-125 |
1-115 |
1.1% |
0-159 |
0.4% |
16% |
False |
False |
616,863 |
20 |
127-100 |
125-090 |
2-010 |
1.6% |
0-198 |
0.5% |
16% |
False |
False |
874,425 |
40 |
127-100 |
125-010 |
2-090 |
1.8% |
0-171 |
0.4% |
25% |
False |
False |
613,043 |
60 |
129-095 |
125-010 |
4-085 |
3.4% |
0-163 |
0.4% |
14% |
False |
False |
408,935 |
80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-134 |
0.3% |
13% |
False |
False |
306,709 |
100 |
129-195 |
125-010 |
4-185 |
3.6% |
0-107 |
0.3% |
13% |
False |
False |
245,367 |
120 |
129-195 |
124-075 |
5-120 |
4.3% |
0-089 |
0.2% |
26% |
False |
False |
204,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-104 |
2.618 |
126-236 |
1.618 |
126-121 |
1.000 |
126-050 |
0.618 |
126-006 |
HIGH |
125-255 |
0.618 |
125-211 |
0.500 |
125-198 |
0.382 |
125-184 |
LOW |
125-140 |
0.618 |
125-069 |
1.000 |
125-025 |
1.618 |
124-274 |
2.618 |
124-159 |
4.250 |
123-291 |
|
|
Fisher Pivots for day following 30-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
125-198 |
125-295 |
PP |
125-197 |
125-262 |
S1 |
125-196 |
125-228 |
|