ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 16-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
126-075 |
126-300 |
0-225 |
0.6% |
126-040 |
| High |
126-210 |
126-300 |
0-090 |
0.2% |
126-210 |
| Low |
126-045 |
126-200 |
0-155 |
0.4% |
125-225 |
| Close |
126-170 |
126-215 |
0-045 |
0.1% |
126-170 |
| Range |
0-165 |
0-100 |
-0-065 |
-39.4% |
0-305 |
| ATR |
0-168 |
0-165 |
-0-003 |
-1.6% |
0-000 |
| Volume |
1,050,601 |
965,992 |
-84,609 |
-8.1% |
4,833,717 |
|
| Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-218 |
127-157 |
126-270 |
|
| R3 |
127-118 |
127-057 |
126-242 |
|
| R2 |
127-018 |
127-018 |
126-233 |
|
| R1 |
126-277 |
126-277 |
126-224 |
126-258 |
| PP |
126-238 |
126-238 |
126-238 |
126-229 |
| S1 |
126-177 |
126-177 |
126-206 |
126-158 |
| S2 |
126-138 |
126-138 |
126-197 |
|
| S3 |
126-038 |
126-077 |
126-188 |
|
| S4 |
125-258 |
125-297 |
126-160 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-050 |
128-255 |
127-018 |
|
| R3 |
128-065 |
127-270 |
126-254 |
|
| R2 |
127-080 |
127-080 |
126-226 |
|
| R1 |
126-285 |
126-285 |
126-198 |
127-022 |
| PP |
126-095 |
126-095 |
126-095 |
126-124 |
| S1 |
125-300 |
125-300 |
126-142 |
126-038 |
| S2 |
125-110 |
125-110 |
126-114 |
|
| S3 |
124-125 |
124-315 |
126-086 |
|
| S4 |
123-140 |
124-010 |
126-002 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-300 |
125-305 |
0-315 |
0.8% |
0-115 |
0.3% |
73% |
True |
False |
897,860 |
| 10 |
127-165 |
125-225 |
1-260 |
1.4% |
0-150 |
0.4% |
53% |
False |
False |
1,122,879 |
| 20 |
129-030 |
125-225 |
3-125 |
2.7% |
0-161 |
0.4% |
29% |
False |
False |
1,123,818 |
| 40 |
130-005 |
125-225 |
4-100 |
3.4% |
0-176 |
0.4% |
22% |
False |
False |
1,091,530 |
| 60 |
130-005 |
125-225 |
4-100 |
3.4% |
0-191 |
0.5% |
22% |
False |
False |
1,059,200 |
| 80 |
130-005 |
125-200 |
4-125 |
3.5% |
0-195 |
0.5% |
24% |
False |
False |
798,237 |
| 100 |
130-005 |
124-000 |
6-005 |
4.7% |
0-182 |
0.4% |
44% |
False |
False |
638,733 |
| 120 |
130-005 |
123-310 |
6-015 |
4.8% |
0-156 |
0.4% |
45% |
False |
False |
532,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-085 |
|
2.618 |
127-242 |
|
1.618 |
127-142 |
|
1.000 |
127-080 |
|
0.618 |
127-042 |
|
HIGH |
126-300 |
|
0.618 |
126-262 |
|
0.500 |
126-250 |
|
0.382 |
126-238 |
|
LOW |
126-200 |
|
0.618 |
126-138 |
|
1.000 |
126-100 |
|
1.618 |
126-038 |
|
2.618 |
125-258 |
|
4.250 |
125-095 |
|
|
| Fisher Pivots for day following 16-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-250 |
126-194 |
| PP |
126-238 |
126-173 |
| S1 |
126-227 |
126-152 |
|