ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 20-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
126-195 |
126-235 |
0-040 |
0.1% |
126-300 |
| High |
126-285 |
126-305 |
0-020 |
0.0% |
126-305 |
| Low |
126-175 |
126-205 |
0-030 |
0.1% |
126-100 |
| Close |
126-250 |
126-215 |
-0-035 |
-0.1% |
126-215 |
| Range |
0-110 |
0-100 |
-0-010 |
-9.1% |
0-205 |
| ATR |
0-158 |
0-154 |
-0-004 |
-2.6% |
0-000 |
| Volume |
1,016,791 |
955,504 |
-61,287 |
-6.0% |
4,925,487 |
|
| Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-222 |
127-158 |
126-270 |
|
| R3 |
127-122 |
127-058 |
126-242 |
|
| R2 |
127-022 |
127-022 |
126-233 |
|
| R1 |
126-278 |
126-278 |
126-224 |
126-260 |
| PP |
126-242 |
126-242 |
126-242 |
126-232 |
| S1 |
126-178 |
126-178 |
126-206 |
126-160 |
| S2 |
126-142 |
126-142 |
126-197 |
|
| S3 |
126-042 |
126-078 |
126-188 |
|
| S4 |
125-262 |
125-298 |
126-160 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-182 |
128-083 |
127-008 |
|
| R3 |
127-297 |
127-198 |
126-271 |
|
| R2 |
127-092 |
127-092 |
126-253 |
|
| R1 |
126-313 |
126-313 |
126-234 |
126-260 |
| PP |
126-207 |
126-207 |
126-207 |
126-180 |
| S1 |
126-108 |
126-108 |
126-196 |
126-055 |
| S2 |
126-002 |
126-002 |
126-177 |
|
| S3 |
125-117 |
125-223 |
126-159 |
|
| S4 |
124-232 |
125-018 |
126-102 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-305 |
126-100 |
0-205 |
0.5% |
0-119 |
0.3% |
56% |
True |
False |
985,097 |
| 10 |
126-305 |
125-225 |
1-080 |
1.0% |
0-121 |
0.3% |
78% |
True |
False |
975,920 |
| 20 |
129-025 |
125-225 |
3-120 |
2.7% |
0-152 |
0.4% |
29% |
False |
False |
1,109,249 |
| 40 |
130-005 |
125-225 |
4-100 |
3.4% |
0-167 |
0.4% |
22% |
False |
False |
1,082,173 |
| 60 |
130-005 |
125-225 |
4-100 |
3.4% |
0-178 |
0.4% |
22% |
False |
False |
1,062,319 |
| 80 |
130-005 |
125-225 |
4-100 |
3.4% |
0-194 |
0.5% |
22% |
False |
False |
847,562 |
| 100 |
130-005 |
124-160 |
5-165 |
4.4% |
0-184 |
0.5% |
39% |
False |
False |
678,328 |
| 120 |
130-005 |
123-310 |
6-015 |
4.8% |
0-160 |
0.4% |
45% |
False |
False |
565,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-090 |
|
2.618 |
127-247 |
|
1.618 |
127-147 |
|
1.000 |
127-085 |
|
0.618 |
127-047 |
|
HIGH |
126-305 |
|
0.618 |
126-267 |
|
0.500 |
126-255 |
|
0.382 |
126-243 |
|
LOW |
126-205 |
|
0.618 |
126-143 |
|
1.000 |
126-105 |
|
1.618 |
126-043 |
|
2.618 |
125-263 |
|
4.250 |
125-100 |
|
|
| Fisher Pivots for day following 20-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-255 |
126-220 |
| PP |
126-242 |
126-218 |
| S1 |
126-228 |
126-217 |
|