ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 19-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
126-220 |
126-195 |
-0-025 |
-0.1% |
126-040 |
| High |
126-250 |
126-285 |
0-035 |
0.1% |
126-210 |
| Low |
126-135 |
126-175 |
0-040 |
0.1% |
125-225 |
| Close |
126-210 |
126-250 |
0-040 |
0.1% |
126-170 |
| Range |
0-115 |
0-110 |
-0-005 |
-4.3% |
0-305 |
| ATR |
0-162 |
0-158 |
-0-004 |
-2.3% |
0-000 |
| Volume |
901,423 |
1,016,791 |
115,368 |
12.8% |
4,833,717 |
|
| Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-247 |
127-198 |
126-310 |
|
| R3 |
127-137 |
127-088 |
126-280 |
|
| R2 |
127-027 |
127-027 |
126-270 |
|
| R1 |
126-298 |
126-298 |
126-260 |
127-002 |
| PP |
126-237 |
126-237 |
126-237 |
126-249 |
| S1 |
126-188 |
126-188 |
126-240 |
126-212 |
| S2 |
126-127 |
126-127 |
126-230 |
|
| S3 |
126-017 |
126-078 |
126-220 |
|
| S4 |
125-227 |
125-288 |
126-190 |
|
|
| 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 |
126-045 |
0-255 |
0.6% |
0-132 |
0.3% |
80% |
False |
False |
1,004,116 |
| 10 |
127-000 |
125-225 |
1-095 |
1.0% |
0-147 |
0.4% |
83% |
False |
False |
1,064,826 |
| 20 |
129-025 |
125-225 |
3-120 |
2.7% |
0-157 |
0.4% |
32% |
False |
False |
1,124,246 |
| 40 |
130-005 |
125-225 |
4-100 |
3.4% |
0-169 |
0.4% |
25% |
False |
False |
1,088,343 |
| 60 |
130-005 |
125-225 |
4-100 |
3.4% |
0-180 |
0.4% |
25% |
False |
False |
1,074,666 |
| 80 |
130-005 |
125-200 |
4-125 |
3.5% |
0-195 |
0.5% |
26% |
False |
False |
835,683 |
| 100 |
130-005 |
124-160 |
5-165 |
4.4% |
0-185 |
0.5% |
41% |
False |
False |
668,773 |
| 120 |
130-005 |
123-310 |
6-015 |
4.8% |
0-159 |
0.4% |
47% |
False |
False |
557,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-112 |
|
2.618 |
127-253 |
|
1.618 |
127-143 |
|
1.000 |
127-075 |
|
0.618 |
127-033 |
|
HIGH |
126-285 |
|
0.618 |
126-243 |
|
0.500 |
126-230 |
|
0.382 |
126-217 |
|
LOW |
126-175 |
|
0.618 |
126-107 |
|
1.000 |
126-065 |
|
1.618 |
125-317 |
|
2.618 |
125-207 |
|
4.250 |
125-028 |
|
|
| Fisher Pivots for day following 19-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-243 |
126-231 |
| PP |
126-237 |
126-212 |
| S1 |
126-230 |
126-192 |
|