ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 11-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
127-060 |
126-295 |
-0-085 |
-0.2% |
126-160 |
| High |
127-080 |
127-280 |
0-200 |
0.5% |
127-280 |
| Low |
126-300 |
126-295 |
-0-005 |
0.0% |
126-140 |
| Close |
126-305 |
127-230 |
0-245 |
0.6% |
127-230 |
| Range |
0-100 |
0-305 |
0-205 |
205.0% |
1-140 |
| ATR |
0-168 |
0-177 |
0-010 |
5.9% |
0-000 |
| Volume |
28,202 |
14,980 |
-13,222 |
-46.9% |
111,354 |
|
| Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-117 |
129-318 |
128-078 |
|
| R3 |
129-132 |
129-013 |
127-314 |
|
| R2 |
128-147 |
128-147 |
127-286 |
|
| R1 |
128-028 |
128-028 |
127-258 |
128-088 |
| PP |
127-162 |
127-162 |
127-162 |
127-191 |
| S1 |
127-043 |
127-043 |
127-202 |
127-102 |
| S2 |
126-177 |
126-177 |
127-174 |
|
| S3 |
125-192 |
126-058 |
127-146 |
|
| S4 |
124-207 |
125-073 |
127-062 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-210 |
131-040 |
128-163 |
|
| R3 |
130-070 |
129-220 |
128-036 |
|
| R2 |
128-250 |
128-250 |
127-314 |
|
| R1 |
128-080 |
128-080 |
127-272 |
128-165 |
| PP |
127-110 |
127-110 |
127-110 |
127-152 |
| S1 |
126-260 |
126-260 |
127-188 |
127-025 |
| S2 |
125-290 |
125-290 |
127-146 |
|
| S3 |
124-150 |
125-120 |
127-104 |
|
| S4 |
123-010 |
123-300 |
126-297 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-280 |
126-140 |
1-140 |
1.1% |
0-184 |
0.5% |
89% |
True |
False |
22,270 |
| 10 |
127-280 |
125-300 |
1-300 |
1.5% |
0-206 |
0.5% |
92% |
True |
False |
67,297 |
| 20 |
127-280 |
125-300 |
1-300 |
1.5% |
0-166 |
0.4% |
92% |
True |
False |
642,428 |
| 40 |
129-095 |
125-225 |
3-190 |
2.8% |
0-163 |
0.4% |
56% |
False |
False |
874,252 |
| 60 |
130-005 |
125-225 |
4-100 |
3.4% |
0-174 |
0.4% |
47% |
False |
False |
939,322 |
| 80 |
130-005 |
125-225 |
4-100 |
3.4% |
0-185 |
0.5% |
47% |
False |
False |
931,589 |
| 100 |
130-005 |
125-140 |
4-185 |
3.6% |
0-188 |
0.5% |
50% |
False |
False |
746,940 |
| 120 |
130-005 |
124-000 |
6-005 |
4.7% |
0-177 |
0.4% |
62% |
False |
False |
622,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-296 |
|
2.618 |
130-118 |
|
1.618 |
129-133 |
|
1.000 |
128-265 |
|
0.618 |
128-148 |
|
HIGH |
127-280 |
|
0.618 |
127-163 |
|
0.500 |
127-128 |
|
0.382 |
127-092 |
|
LOW |
126-295 |
|
0.618 |
126-107 |
|
1.000 |
125-310 |
|
1.618 |
125-122 |
|
2.618 |
124-137 |
|
4.250 |
122-279 |
|
|
| Fisher Pivots for day following 11-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-196 |
127-184 |
| PP |
127-162 |
127-138 |
| S1 |
127-128 |
127-092 |
|