ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 09-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2015 |
09-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
126-280 |
126-310 |
0-030 |
0.1% |
127-025 |
| High |
127-050 |
127-105 |
0-055 |
0.1% |
127-200 |
| Low |
126-255 |
126-225 |
-0-030 |
-0.1% |
125-300 |
| Close |
126-295 |
127-080 |
0-105 |
0.3% |
126-175 |
| Range |
0-115 |
0-200 |
0-085 |
73.9% |
1-220 |
| ATR |
0-171 |
0-173 |
0-002 |
1.2% |
0-000 |
| Volume |
20,552 |
17,511 |
-3,041 |
-14.8% |
561,623 |
|
| Daily Pivots for day following 09-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-310 |
128-235 |
127-190 |
|
| R3 |
128-110 |
128-035 |
127-135 |
|
| R2 |
127-230 |
127-230 |
127-117 |
|
| R1 |
127-155 |
127-155 |
127-098 |
127-192 |
| PP |
127-030 |
127-030 |
127-030 |
127-049 |
| S1 |
126-275 |
126-275 |
127-062 |
126-312 |
| S2 |
126-150 |
126-150 |
127-043 |
|
| S3 |
125-270 |
126-075 |
127-025 |
|
| S4 |
125-070 |
125-195 |
126-290 |
|
|
| 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 |
127-105 |
125-300 |
1-125 |
1.1% |
0-233 |
0.6% |
94% |
True |
False |
42,675 |
| 10 |
127-200 |
125-300 |
1-220 |
1.3% |
0-184 |
0.5% |
78% |
False |
False |
274,785 |
| 20 |
127-200 |
125-300 |
1-220 |
1.3% |
0-154 |
0.4% |
78% |
False |
False |
707,550 |
| 40 |
129-200 |
125-225 |
3-295 |
3.1% |
0-163 |
0.4% |
39% |
False |
False |
930,545 |
| 60 |
130-005 |
125-225 |
4-100 |
3.4% |
0-174 |
0.4% |
36% |
False |
False |
975,582 |
| 80 |
130-005 |
125-225 |
4-100 |
3.4% |
0-186 |
0.5% |
36% |
False |
False |
931,567 |
| 100 |
130-005 |
124-280 |
5-045 |
4.0% |
0-187 |
0.5% |
46% |
False |
False |
746,552 |
| 120 |
130-005 |
124-000 |
6-005 |
4.7% |
0-174 |
0.4% |
54% |
False |
False |
622,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-315 |
|
2.618 |
128-309 |
|
1.618 |
128-109 |
|
1.000 |
127-305 |
|
0.618 |
127-229 |
|
HIGH |
127-105 |
|
0.618 |
127-029 |
|
0.500 |
127-005 |
|
0.382 |
126-301 |
|
LOW |
126-225 |
|
0.618 |
126-101 |
|
1.000 |
126-025 |
|
1.618 |
125-221 |
|
2.618 |
125-021 |
|
4.250 |
124-015 |
|
|
| Fisher Pivots for day following 09-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-055 |
127-041 |
| PP |
127-030 |
127-002 |
| S1 |
127-005 |
126-282 |
|