ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 10-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2015 |
10-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
126-040 |
125-315 |
-0-045 |
-0.1% |
127-245 |
| High |
126-045 |
126-115 |
0-070 |
0.2% |
127-265 |
| Low |
125-225 |
125-305 |
0-080 |
0.2% |
125-280 |
| Close |
126-010 |
126-095 |
0-085 |
0.2% |
126-015 |
| Range |
0-140 |
0-130 |
-0-010 |
-7.1% |
1-305 |
| ATR |
0-183 |
0-179 |
-0-004 |
-2.1% |
0-000 |
| Volume |
1,310,407 |
1,127,084 |
-183,323 |
-14.0% |
6,412,133 |
|
| Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-135 |
127-085 |
126-166 |
|
| R3 |
127-005 |
126-275 |
126-131 |
|
| R2 |
126-195 |
126-195 |
126-119 |
|
| R1 |
126-145 |
126-145 |
126-107 |
126-170 |
| PP |
126-065 |
126-065 |
126-065 |
126-078 |
| S1 |
126-015 |
126-015 |
126-083 |
126-040 |
| S2 |
125-255 |
125-255 |
126-071 |
|
| S3 |
125-125 |
125-205 |
126-059 |
|
| S4 |
124-315 |
125-075 |
126-024 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-142 |
131-063 |
127-039 |
|
| R3 |
130-157 |
129-078 |
126-187 |
|
| R2 |
128-172 |
128-172 |
126-130 |
|
| R1 |
127-093 |
127-093 |
126-072 |
126-300 |
| PP |
126-187 |
126-187 |
126-187 |
126-130 |
| S1 |
125-108 |
125-108 |
125-278 |
124-315 |
| S2 |
124-202 |
124-202 |
125-220 |
|
| S3 |
122-217 |
123-123 |
125-163 |
|
| S4 |
120-232 |
121-138 |
124-311 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-090 |
125-225 |
1-185 |
1.2% |
0-182 |
0.5% |
38% |
False |
False |
1,388,711 |
| 10 |
128-290 |
125-225 |
3-065 |
2.5% |
0-182 |
0.5% |
19% |
False |
False |
1,317,560 |
| 20 |
129-200 |
125-225 |
3-295 |
3.1% |
0-171 |
0.4% |
15% |
False |
False |
1,153,540 |
| 40 |
130-005 |
125-225 |
4-100 |
3.4% |
0-184 |
0.5% |
14% |
False |
False |
1,109,598 |
| 60 |
130-005 |
125-225 |
4-100 |
3.4% |
0-197 |
0.5% |
14% |
False |
False |
1,006,240 |
| 80 |
130-005 |
124-280 |
5-045 |
4.1% |
0-195 |
0.5% |
28% |
False |
False |
756,302 |
| 100 |
130-005 |
124-000 |
6-005 |
4.8% |
0-178 |
0.4% |
38% |
False |
False |
605,112 |
| 120 |
130-005 |
123-310 |
6-015 |
4.8% |
0-153 |
0.4% |
39% |
False |
False |
504,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-028 |
|
2.618 |
127-135 |
|
1.618 |
127-005 |
|
1.000 |
126-245 |
|
0.618 |
126-195 |
|
HIGH |
126-115 |
|
0.618 |
126-065 |
|
0.500 |
126-050 |
|
0.382 |
126-035 |
|
LOW |
125-305 |
|
0.618 |
125-225 |
|
1.000 |
125-175 |
|
1.618 |
125-095 |
|
2.618 |
124-285 |
|
4.250 |
124-072 |
|
|
| Fisher Pivots for day following 10-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-080 |
126-112 |
| PP |
126-065 |
126-107 |
| S1 |
126-050 |
126-101 |
|