ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 04-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2015 |
04-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
127-075 |
126-100 |
-0-295 |
-0.7% |
127-025 |
| High |
127-095 |
126-210 |
-0-205 |
-0.5% |
127-200 |
| Low |
125-315 |
125-300 |
-0-015 |
0.0% |
125-300 |
| Close |
126-060 |
126-175 |
0-115 |
0.3% |
126-175 |
| Range |
1-100 |
0-230 |
-0-190 |
-45.2% |
1-220 |
| ATR |
0-169 |
0-173 |
0-004 |
2.6% |
0-000 |
| Volume |
86,929 |
58,276 |
-28,653 |
-33.0% |
561,623 |
|
| Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-172 |
128-083 |
126-302 |
|
| R3 |
127-262 |
127-173 |
126-238 |
|
| R2 |
127-032 |
127-032 |
126-217 |
|
| R1 |
126-263 |
126-263 |
126-196 |
126-308 |
| PP |
126-122 |
126-122 |
126-122 |
126-144 |
| S1 |
126-033 |
126-033 |
126-154 |
126-078 |
| S2 |
125-212 |
125-212 |
126-133 |
|
| S3 |
124-302 |
125-123 |
126-112 |
|
| S4 |
124-072 |
124-213 |
126-048 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-245 |
130-270 |
127-152 |
|
| R3 |
130-025 |
129-050 |
127-004 |
|
| R2 |
128-125 |
128-125 |
126-274 |
|
| R1 |
127-150 |
127-150 |
126-224 |
127-028 |
| PP |
126-225 |
126-225 |
126-225 |
126-164 |
| S1 |
125-250 |
125-250 |
126-126 |
125-128 |
| S2 |
125-005 |
125-005 |
126-076 |
|
| S3 |
123-105 |
124-030 |
126-026 |
|
| S4 |
121-205 |
122-130 |
125-198 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-200 |
125-300 |
1-220 |
1.3% |
0-229 |
0.6% |
36% |
False |
True |
112,324 |
| 10 |
127-200 |
125-300 |
1-220 |
1.3% |
0-173 |
0.4% |
36% |
False |
True |
771,662 |
| 20 |
127-200 |
125-225 |
1-295 |
1.5% |
0-160 |
0.4% |
44% |
False |
False |
918,244 |
| 40 |
129-200 |
125-225 |
3-295 |
3.1% |
0-160 |
0.4% |
22% |
False |
False |
977,184 |
| 60 |
130-005 |
125-225 |
4-100 |
3.4% |
0-177 |
0.4% |
20% |
False |
False |
1,012,748 |
| 80 |
130-005 |
125-225 |
4-100 |
3.4% |
0-187 |
0.5% |
20% |
False |
False |
931,299 |
| 100 |
130-005 |
124-280 |
5-045 |
4.1% |
0-183 |
0.5% |
33% |
False |
False |
745,884 |
| 120 |
130-005 |
124-000 |
6-005 |
4.8% |
0-170 |
0.4% |
42% |
False |
False |
621,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-228 |
|
2.618 |
128-172 |
|
1.618 |
127-262 |
|
1.000 |
127-120 |
|
0.618 |
127-032 |
|
HIGH |
126-210 |
|
0.618 |
126-122 |
|
0.500 |
126-095 |
|
0.382 |
126-068 |
|
LOW |
125-300 |
|
0.618 |
125-158 |
|
1.000 |
125-070 |
|
1.618 |
124-248 |
|
2.618 |
124-018 |
|
4.250 |
122-282 |
|
|
| Fisher Pivots for day following 04-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-148 |
126-240 |
| PP |
126-122 |
126-218 |
| S1 |
126-095 |
126-197 |
|