ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 01-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
127-025 |
127-025 |
0-000 |
0.0% |
126-205 |
| High |
127-050 |
127-200 |
0-150 |
0.4% |
127-075 |
| Low |
126-280 |
126-265 |
-0-015 |
0.0% |
126-120 |
| Close |
127-005 |
127-165 |
0-160 |
0.4% |
127-025 |
| Range |
0-090 |
0-255 |
0-165 |
183.3% |
0-275 |
| ATR |
0-141 |
0-149 |
0-008 |
5.8% |
0-000 |
| Volume |
258,723 |
99,019 |
-159,704 |
-61.7% |
6,199,501 |
|
| Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-228 |
129-132 |
127-305 |
|
| R3 |
128-293 |
128-197 |
127-235 |
|
| R2 |
128-038 |
128-038 |
127-212 |
|
| R1 |
127-262 |
127-262 |
127-188 |
127-310 |
| PP |
127-103 |
127-103 |
127-103 |
127-128 |
| S1 |
127-007 |
127-007 |
127-142 |
127-055 |
| S2 |
126-168 |
126-168 |
127-118 |
|
| S3 |
125-233 |
126-072 |
127-095 |
|
| S4 |
124-298 |
125-137 |
127-025 |
|
|
| 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 |
127-200 |
126-245 |
0-275 |
0.7% |
0-133 |
0.3% |
87% |
True |
False |
968,038 |
| 10 |
127-200 |
126-100 |
1-100 |
1.0% |
0-132 |
0.3% |
92% |
True |
False |
1,051,673 |
| 20 |
127-200 |
125-225 |
1-295 |
1.5% |
0-142 |
0.3% |
94% |
True |
False |
1,087,276 |
| 40 |
129-200 |
125-225 |
3-295 |
3.1% |
0-153 |
0.4% |
46% |
False |
False |
1,052,767 |
| 60 |
130-005 |
125-225 |
4-100 |
3.4% |
0-172 |
0.4% |
42% |
False |
False |
1,060,791 |
| 80 |
130-005 |
125-225 |
4-100 |
3.4% |
0-188 |
0.5% |
42% |
False |
False |
929,236 |
| 100 |
130-005 |
124-160 |
5-165 |
4.3% |
0-180 |
0.4% |
55% |
False |
False |
743,872 |
| 120 |
130-005 |
124-000 |
6-005 |
4.7% |
0-163 |
0.4% |
58% |
False |
False |
619,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-004 |
|
2.618 |
129-228 |
|
1.618 |
128-293 |
|
1.000 |
128-135 |
|
0.618 |
128-038 |
|
HIGH |
127-200 |
|
0.618 |
127-103 |
|
0.500 |
127-072 |
|
0.382 |
127-042 |
|
LOW |
126-265 |
|
0.618 |
126-107 |
|
1.000 |
126-010 |
|
1.618 |
125-172 |
|
2.618 |
124-237 |
|
4.250 |
123-141 |
|
|
| Fisher Pivots for day following 01-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-134 |
127-134 |
| PP |
127-103 |
127-103 |
| S1 |
127-072 |
127-072 |
|