ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 27-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2015 |
27-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
126-295 |
126-295 |
0-000 |
0.0% |
126-205 |
| High |
127-025 |
127-075 |
0-050 |
0.1% |
127-075 |
| Low |
126-260 |
126-295 |
0-035 |
0.1% |
126-120 |
| Close |
126-315 |
127-025 |
0-030 |
0.1% |
127-025 |
| Range |
0-085 |
0-100 |
0-015 |
17.6% |
0-275 |
| ATR |
0-149 |
0-145 |
-0-003 |
-2.3% |
0-000 |
| Volume |
1,608,815 |
509,241 |
-1,099,574 |
-68.3% |
6,199,501 |
|
| Daily Pivots for day following 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-005 |
127-275 |
127-080 |
|
| R3 |
127-225 |
127-175 |
127-052 |
|
| R2 |
127-125 |
127-125 |
127-043 |
|
| R1 |
127-075 |
127-075 |
127-034 |
127-100 |
| PP |
127-025 |
127-025 |
127-025 |
127-038 |
| S1 |
126-295 |
126-295 |
127-016 |
127-000 |
| S2 |
126-245 |
126-245 |
127-007 |
|
| S3 |
126-145 |
126-195 |
126-318 |
|
| S4 |
126-045 |
126-095 |
126-290 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-152 |
129-043 |
127-176 |
|
| R3 |
128-197 |
128-088 |
127-101 |
|
| R2 |
127-242 |
127-242 |
127-075 |
|
| R1 |
127-133 |
127-133 |
127-050 |
127-188 |
| PP |
126-287 |
126-287 |
126-287 |
126-314 |
| S1 |
126-178 |
126-178 |
127-000 |
126-232 |
| S2 |
126-012 |
126-012 |
126-295 |
|
| S3 |
125-057 |
125-223 |
126-269 |
|
| S4 |
124-102 |
124-268 |
126-194 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-075 |
126-120 |
0-275 |
0.7% |
0-117 |
0.3% |
82% |
True |
False |
1,431,001 |
| 10 |
127-075 |
126-045 |
1-030 |
0.9% |
0-124 |
0.3% |
86% |
True |
False |
1,217,558 |
| 20 |
127-265 |
125-225 |
2-040 |
1.7% |
0-138 |
0.3% |
65% |
False |
False |
1,192,104 |
| 40 |
130-005 |
125-225 |
4-100 |
3.4% |
0-161 |
0.4% |
32% |
False |
False |
1,114,290 |
| 60 |
130-005 |
125-225 |
4-100 |
3.4% |
0-173 |
0.4% |
32% |
False |
False |
1,091,755 |
| 80 |
130-005 |
125-225 |
4-100 |
3.4% |
0-188 |
0.5% |
32% |
False |
False |
924,855 |
| 100 |
130-005 |
124-160 |
5-165 |
4.3% |
0-182 |
0.4% |
47% |
False |
False |
740,320 |
| 120 |
130-005 |
123-310 |
6-015 |
4.8% |
0-161 |
0.4% |
51% |
False |
False |
616,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-180 |
|
2.618 |
128-017 |
|
1.618 |
127-237 |
|
1.000 |
127-175 |
|
0.618 |
127-137 |
|
HIGH |
127-075 |
|
0.618 |
127-037 |
|
0.500 |
127-025 |
|
0.382 |
127-013 |
|
LOW |
126-295 |
|
0.618 |
126-233 |
|
1.000 |
126-195 |
|
1.618 |
126-133 |
|
2.618 |
126-033 |
|
4.250 |
125-190 |
|
|
| Fisher Pivots for day following 27-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-025 |
127-017 |
| PP |
127-025 |
127-008 |
| S1 |
127-025 |
127-000 |
|