ECBOT 10 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 31-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
125-220 |
125-225 |
0-005 |
0.0% |
126-135 |
High |
125-255 |
125-315 |
0-060 |
0.1% |
126-240 |
Low |
125-140 |
125-200 |
0-060 |
0.1% |
125-285 |
Close |
125-195 |
125-290 |
0-095 |
0.2% |
126-055 |
Range |
0-115 |
0-115 |
0-000 |
0.0% |
0-275 |
ATR |
0-174 |
0-170 |
-0-004 |
-2.2% |
0-000 |
Volume |
706,089 |
459,340 |
-246,749 |
-34.9% |
1,742,487 |
|
Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-293 |
126-247 |
126-033 |
|
R3 |
126-178 |
126-132 |
126-002 |
|
R2 |
126-063 |
126-063 |
125-311 |
|
R1 |
126-017 |
126-017 |
125-301 |
126-040 |
PP |
125-268 |
125-268 |
125-268 |
125-280 |
S1 |
125-222 |
125-222 |
125-279 |
125-245 |
S2 |
125-153 |
125-153 |
125-269 |
|
S3 |
125-038 |
125-107 |
125-258 |
|
S4 |
124-243 |
124-312 |
125-227 |
|
|
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% |
0-136 |
0.3% |
48% |
False |
False |
458,699 |
10 |
126-240 |
125-140 |
1-100 |
1.0% |
0-146 |
0.4% |
36% |
False |
False |
562,209 |
20 |
127-100 |
125-090 |
2-010 |
1.6% |
0-195 |
0.5% |
31% |
False |
False |
845,417 |
40 |
127-100 |
125-010 |
2-090 |
1.8% |
0-170 |
0.4% |
38% |
False |
False |
624,526 |
60 |
129-095 |
125-010 |
4-085 |
3.4% |
0-163 |
0.4% |
21% |
False |
False |
416,564 |
80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-135 |
0.3% |
19% |
False |
False |
312,450 |
100 |
129-195 |
125-010 |
4-185 |
3.6% |
0-108 |
0.3% |
19% |
False |
False |
249,960 |
120 |
129-195 |
124-175 |
5-020 |
4.0% |
0-090 |
0.2% |
27% |
False |
False |
208,300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-164 |
2.618 |
126-296 |
1.618 |
126-181 |
1.000 |
126-110 |
0.618 |
126-066 |
HIGH |
125-315 |
0.618 |
125-271 |
0.500 |
125-258 |
0.382 |
125-244 |
LOW |
125-200 |
0.618 |
125-129 |
1.000 |
125-085 |
1.618 |
125-014 |
2.618 |
124-219 |
4.250 |
124-031 |
|
|
Fisher Pivots for day following 31-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
125-279 |
125-288 |
PP |
125-268 |
125-285 |
S1 |
125-258 |
125-282 |
|