ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 02-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2015 |
02-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
127-200 |
127-245 |
0-045 |
0.1% |
128-130 |
| High |
127-265 |
127-265 |
0-000 |
0.0% |
129-025 |
| Low |
127-145 |
127-110 |
-0-035 |
-0.1% |
127-145 |
| Close |
127-220 |
127-120 |
-0-100 |
-0.2% |
127-220 |
| Range |
0-120 |
0-155 |
0-035 |
29.2% |
1-200 |
| ATR |
0-182 |
0-180 |
-0-002 |
-1.1% |
0-000 |
| Volume |
1,471,261 |
983,049 |
-488,212 |
-33.2% |
6,013,660 |
|
| Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-310 |
128-210 |
127-205 |
|
| R3 |
128-155 |
128-055 |
127-163 |
|
| R2 |
128-000 |
128-000 |
127-148 |
|
| R1 |
127-220 |
127-220 |
127-134 |
127-192 |
| PP |
127-165 |
127-165 |
127-165 |
127-151 |
| S1 |
127-065 |
127-065 |
127-106 |
127-038 |
| S2 |
127-010 |
127-010 |
127-092 |
|
| S3 |
126-175 |
126-230 |
127-077 |
|
| S4 |
126-020 |
126-075 |
127-035 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-303 |
131-302 |
128-186 |
|
| R3 |
131-103 |
130-102 |
128-043 |
|
| R2 |
129-223 |
129-223 |
127-315 |
|
| R1 |
128-222 |
128-222 |
127-268 |
128-122 |
| PP |
128-023 |
128-023 |
128-023 |
127-294 |
| S1 |
127-022 |
127-022 |
127-172 |
126-242 |
| S2 |
126-143 |
126-143 |
127-125 |
|
| S3 |
124-263 |
125-142 |
127-077 |
|
| S4 |
123-063 |
123-262 |
126-254 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-025 |
127-110 |
1-235 |
1.4% |
0-185 |
0.5% |
2% |
False |
True |
1,250,595 |
| 10 |
129-030 |
127-110 |
1-240 |
1.4% |
0-171 |
0.4% |
2% |
False |
True |
1,124,757 |
| 20 |
129-200 |
127-110 |
2-090 |
1.8% |
0-164 |
0.4% |
1% |
False |
True |
1,018,258 |
| 40 |
130-005 |
126-165 |
3-160 |
2.7% |
0-188 |
0.5% |
25% |
False |
False |
1,047,548 |
| 60 |
130-005 |
126-080 |
3-245 |
3.0% |
0-203 |
0.5% |
30% |
False |
False |
876,557 |
| 80 |
130-005 |
124-160 |
5-165 |
4.3% |
0-190 |
0.5% |
52% |
False |
False |
658,022 |
| 100 |
130-005 |
124-000 |
6-005 |
4.7% |
0-168 |
0.4% |
56% |
False |
False |
526,446 |
| 120 |
130-005 |
123-310 |
6-015 |
4.7% |
0-144 |
0.4% |
56% |
False |
False |
438,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-284 |
|
2.618 |
129-031 |
|
1.618 |
128-196 |
|
1.000 |
128-100 |
|
0.618 |
128-041 |
|
HIGH |
127-265 |
|
0.618 |
127-206 |
|
0.500 |
127-188 |
|
0.382 |
127-169 |
|
LOW |
127-110 |
|
0.618 |
127-014 |
|
1.000 |
126-275 |
|
1.618 |
126-179 |
|
2.618 |
126-024 |
|
4.250 |
125-091 |
|
|
| Fisher Pivots for day following 02-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-188 |
127-258 |
| PP |
127-165 |
127-212 |
| S1 |
127-142 |
127-166 |
|