ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 16-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
127-035 |
126-240 |
-0-115 |
-0.3% |
126-160 |
| High |
127-060 |
126-240 |
-0-140 |
-0.3% |
127-280 |
| Low |
126-170 |
126-025 |
-0-145 |
-0.4% |
126-140 |
| Close |
126-230 |
126-125 |
-0-105 |
-0.3% |
127-230 |
| Range |
0-210 |
0-215 |
0-005 |
2.4% |
1-140 |
| ATR |
0-184 |
0-186 |
0-002 |
1.2% |
0-000 |
| Volume |
14,284 |
15,482 |
1,198 |
8.4% |
111,354 |
|
| Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-135 |
128-025 |
126-243 |
|
| R3 |
127-240 |
127-130 |
126-184 |
|
| R2 |
127-025 |
127-025 |
126-164 |
|
| R1 |
126-235 |
126-235 |
126-145 |
126-182 |
| PP |
126-130 |
126-130 |
126-130 |
126-104 |
| S1 |
126-020 |
126-020 |
126-105 |
125-288 |
| S2 |
125-235 |
125-235 |
126-086 |
|
| S3 |
125-020 |
125-125 |
126-066 |
|
| S4 |
124-125 |
124-230 |
126-007 |
|
|
| 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 |
126-025 |
1-255 |
1.4% |
0-214 |
0.5% |
17% |
False |
True |
16,751 |
| 10 |
127-280 |
125-300 |
1-300 |
1.5% |
0-224 |
0.6% |
23% |
False |
False |
29,713 |
| 20 |
127-280 |
125-300 |
1-300 |
1.5% |
0-177 |
0.4% |
23% |
False |
False |
489,338 |
| 40 |
129-030 |
125-225 |
3-125 |
2.7% |
0-168 |
0.4% |
20% |
False |
False |
807,681 |
| 60 |
130-005 |
125-225 |
4-100 |
3.4% |
0-175 |
0.4% |
16% |
False |
False |
893,111 |
| 80 |
130-005 |
125-225 |
4-100 |
3.4% |
0-185 |
0.5% |
16% |
False |
False |
928,638 |
| 100 |
130-005 |
125-200 |
4-125 |
3.5% |
0-191 |
0.5% |
17% |
False |
False |
747,301 |
| 120 |
130-005 |
124-160 |
5-165 |
4.4% |
0-183 |
0.5% |
34% |
False |
False |
622,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-194 |
|
2.618 |
128-163 |
|
1.618 |
127-268 |
|
1.000 |
127-135 |
|
0.618 |
127-053 |
|
HIGH |
126-240 |
|
0.618 |
126-158 |
|
0.500 |
126-132 |
|
0.382 |
126-107 |
|
LOW |
126-025 |
|
0.618 |
125-212 |
|
1.000 |
125-130 |
|
1.618 |
124-317 |
|
2.618 |
124-102 |
|
4.250 |
123-071 |
|
|
| Fisher Pivots for day following 16-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-132 |
126-292 |
| PP |
126-130 |
126-237 |
| S1 |
126-128 |
126-181 |
|