ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 23-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
126-235 |
126-205 |
-0-030 |
-0.1% |
126-300 |
| High |
126-305 |
126-285 |
-0-020 |
0.0% |
126-305 |
| Low |
126-205 |
126-120 |
-0-085 |
-0.2% |
126-100 |
| Close |
126-215 |
126-260 |
0-045 |
0.1% |
126-215 |
| Range |
0-100 |
0-165 |
0-065 |
65.0% |
0-205 |
| ATR |
0-154 |
0-155 |
0-001 |
0.5% |
0-000 |
| Volume |
955,504 |
1,717,050 |
761,546 |
79.7% |
4,925,487 |
|
| Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-077 |
128-013 |
127-031 |
|
| R3 |
127-232 |
127-168 |
126-305 |
|
| R2 |
127-067 |
127-067 |
126-290 |
|
| R1 |
127-003 |
127-003 |
126-275 |
127-035 |
| PP |
126-222 |
126-222 |
126-222 |
126-238 |
| S1 |
126-158 |
126-158 |
126-245 |
126-190 |
| S2 |
126-057 |
126-057 |
126-230 |
|
| S3 |
125-212 |
125-313 |
126-215 |
|
| S4 |
125-047 |
125-148 |
126-169 |
|
|
| 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% |
0-132 |
0.3% |
78% |
False |
False |
1,135,309 |
| 10 |
126-305 |
125-305 |
1-000 |
0.8% |
0-124 |
0.3% |
86% |
False |
False |
1,016,584 |
| 20 |
129-025 |
125-225 |
3-120 |
2.7% |
0-154 |
0.4% |
33% |
False |
False |
1,157,915 |
| 40 |
130-005 |
125-225 |
4-100 |
3.4% |
0-166 |
0.4% |
26% |
False |
False |
1,099,638 |
| 60 |
130-005 |
125-225 |
4-100 |
3.4% |
0-178 |
0.4% |
26% |
False |
False |
1,074,866 |
| 80 |
130-005 |
125-225 |
4-100 |
3.4% |
0-192 |
0.5% |
26% |
False |
False |
868,967 |
| 100 |
130-005 |
124-160 |
5-165 |
4.3% |
0-185 |
0.5% |
42% |
False |
False |
695,498 |
| 120 |
130-005 |
123-310 |
6-015 |
4.8% |
0-161 |
0.4% |
47% |
False |
False |
579,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-026 |
|
2.618 |
128-077 |
|
1.618 |
127-232 |
|
1.000 |
127-130 |
|
0.618 |
127-067 |
|
HIGH |
126-285 |
|
0.618 |
126-222 |
|
0.500 |
126-202 |
|
0.382 |
126-183 |
|
LOW |
126-120 |
|
0.618 |
126-018 |
|
1.000 |
125-275 |
|
1.618 |
125-173 |
|
2.618 |
125-008 |
|
4.250 |
124-059 |
|
|
| Fisher Pivots for day following 23-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-241 |
126-244 |
| PP |
126-222 |
126-228 |
| S1 |
126-202 |
126-212 |
|