ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 15-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
127-215 |
127-035 |
-0-180 |
-0.4% |
126-160 |
| High |
127-240 |
127-060 |
-0-180 |
-0.4% |
127-280 |
| Low |
127-000 |
126-170 |
-0-150 |
-0.4% |
126-140 |
| Close |
127-010 |
126-230 |
-0-100 |
-0.2% |
127-230 |
| Range |
0-240 |
0-210 |
-0-030 |
-12.5% |
1-140 |
| ATR |
0-182 |
0-184 |
0-002 |
1.1% |
0-000 |
| Volume |
10,810 |
14,284 |
3,474 |
32.1% |
111,354 |
|
| Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-250 |
128-130 |
127-026 |
|
| R3 |
128-040 |
127-240 |
126-288 |
|
| R2 |
127-150 |
127-150 |
126-268 |
|
| R1 |
127-030 |
127-030 |
126-249 |
126-305 |
| PP |
126-260 |
126-260 |
126-260 |
126-238 |
| S1 |
126-140 |
126-140 |
126-211 |
126-095 |
| S2 |
126-050 |
126-050 |
126-192 |
|
| S3 |
125-160 |
125-250 |
126-172 |
|
| S4 |
124-270 |
125-040 |
126-114 |
|
|
| 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 |
126-170 |
1-110 |
1.1% |
0-211 |
0.5% |
14% |
False |
True |
17,157 |
| 10 |
127-280 |
125-300 |
1-300 |
1.5% |
0-217 |
0.5% |
40% |
False |
False |
34,032 |
| 20 |
127-280 |
125-300 |
1-300 |
1.5% |
0-175 |
0.4% |
40% |
False |
False |
542,853 |
| 40 |
129-030 |
125-225 |
3-125 |
2.7% |
0-168 |
0.4% |
30% |
False |
False |
833,335 |
| 60 |
130-005 |
125-225 |
4-100 |
3.4% |
0-175 |
0.4% |
24% |
False |
False |
908,638 |
| 80 |
130-005 |
125-225 |
4-100 |
3.4% |
0-187 |
0.5% |
24% |
False |
False |
930,113 |
| 100 |
130-005 |
125-200 |
4-125 |
3.5% |
0-191 |
0.5% |
25% |
False |
False |
747,161 |
| 120 |
130-005 |
124-000 |
6-005 |
4.7% |
0-181 |
0.4% |
45% |
False |
False |
622,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-312 |
|
2.618 |
128-290 |
|
1.618 |
128-080 |
|
1.000 |
127-270 |
|
0.618 |
127-190 |
|
HIGH |
127-060 |
|
0.618 |
126-300 |
|
0.500 |
126-275 |
|
0.382 |
126-250 |
|
LOW |
126-170 |
|
0.618 |
126-040 |
|
1.000 |
125-280 |
|
1.618 |
125-150 |
|
2.618 |
124-260 |
|
4.250 |
123-238 |
|
|
| Fisher Pivots for day following 15-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-275 |
127-065 |
| PP |
126-260 |
127-013 |
| S1 |
126-245 |
126-282 |
|