ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 03-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2015 |
03-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
127-245 |
127-160 |
-0-085 |
-0.2% |
128-130 |
| High |
127-265 |
127-165 |
-0-100 |
-0.2% |
129-025 |
| Low |
127-110 |
127-015 |
-0-095 |
-0.2% |
127-145 |
| Close |
127-120 |
127-035 |
-0-085 |
-0.2% |
127-220 |
| Range |
0-155 |
0-150 |
-0-005 |
-3.2% |
1-200 |
| ATR |
0-180 |
0-178 |
-0-002 |
-1.2% |
0-000 |
| Volume |
983,049 |
923,018 |
-60,031 |
-6.1% |
6,013,660 |
|
| Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-202 |
128-108 |
127-118 |
|
| R3 |
128-052 |
127-278 |
127-076 |
|
| R2 |
127-222 |
127-222 |
127-062 |
|
| R1 |
127-128 |
127-128 |
127-049 |
127-100 |
| PP |
127-072 |
127-072 |
127-072 |
127-058 |
| S1 |
126-298 |
126-298 |
127-021 |
126-270 |
| S2 |
126-242 |
126-242 |
127-008 |
|
| S3 |
126-092 |
126-148 |
126-314 |
|
| S4 |
125-262 |
125-318 |
126-272 |
|
|
| 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 |
128-290 |
127-015 |
1-275 |
1.5% |
0-182 |
0.4% |
3% |
False |
True |
1,246,409 |
| 10 |
129-030 |
127-015 |
2-015 |
1.6% |
0-168 |
0.4% |
3% |
False |
True |
1,112,895 |
| 20 |
129-200 |
127-015 |
2-185 |
2.0% |
0-166 |
0.4% |
2% |
False |
True |
1,011,503 |
| 40 |
130-005 |
126-165 |
3-160 |
2.8% |
0-187 |
0.5% |
17% |
False |
False |
1,050,733 |
| 60 |
130-005 |
126-110 |
3-215 |
2.9% |
0-202 |
0.5% |
21% |
False |
False |
891,852 |
| 80 |
130-005 |
124-250 |
5-075 |
4.1% |
0-189 |
0.5% |
44% |
False |
False |
669,529 |
| 100 |
130-005 |
124-000 |
6-005 |
4.7% |
0-169 |
0.4% |
52% |
False |
False |
535,676 |
| 120 |
130-005 |
123-310 |
6-015 |
4.8% |
0-146 |
0.4% |
52% |
False |
False |
446,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-162 |
|
2.618 |
128-238 |
|
1.618 |
128-088 |
|
1.000 |
127-315 |
|
0.618 |
127-258 |
|
HIGH |
127-165 |
|
0.618 |
127-108 |
|
0.500 |
127-090 |
|
0.382 |
127-072 |
|
LOW |
127-015 |
|
0.618 |
126-242 |
|
1.000 |
126-185 |
|
1.618 |
126-092 |
|
2.618 |
125-262 |
|
4.250 |
125-018 |
|
|
| Fisher Pivots for day following 03-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-090 |
127-140 |
| PP |
127-072 |
127-105 |
| S1 |
127-053 |
127-070 |
|