ECBOT 10 Year T-Note Future December 2015
| Trading Metrics calculated at close of trading on 18-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2015 |
18-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
126-145 |
126-280 |
0-135 |
0.3% |
127-215 |
| High |
126-285 |
127-075 |
0-110 |
0.3% |
127-240 |
| Low |
126-145 |
126-270 |
0-125 |
0.3% |
126-025 |
| Close |
126-240 |
127-040 |
0-120 |
0.3% |
127-040 |
| Range |
0-140 |
0-125 |
-0-015 |
-10.7% |
1-215 |
| ATR |
0-184 |
0-182 |
-0-002 |
-1.1% |
0-000 |
| Volume |
3,233 |
5,357 |
2,124 |
65.7% |
49,166 |
|
| Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-077 |
128-023 |
127-109 |
|
| R3 |
127-272 |
127-218 |
127-074 |
|
| R2 |
127-147 |
127-147 |
127-063 |
|
| R1 |
127-093 |
127-093 |
127-051 |
127-120 |
| PP |
127-022 |
127-022 |
127-022 |
127-035 |
| S1 |
126-288 |
126-288 |
127-029 |
126-315 |
| S2 |
126-217 |
126-217 |
127-017 |
|
| S3 |
126-092 |
126-163 |
127-006 |
|
| S4 |
125-287 |
126-038 |
126-291 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-000 |
131-075 |
128-014 |
|
| R3 |
130-105 |
129-180 |
127-187 |
|
| R2 |
128-210 |
128-210 |
127-138 |
|
| R1 |
127-285 |
127-285 |
127-089 |
127-140 |
| PP |
126-315 |
126-315 |
126-315 |
126-242 |
| S1 |
126-070 |
126-070 |
126-311 |
125-245 |
| S2 |
125-100 |
125-100 |
126-262 |
|
| S3 |
123-205 |
124-175 |
126-213 |
|
| S4 |
121-310 |
122-280 |
126-066 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-240 |
126-025 |
1-215 |
1.3% |
0-186 |
0.5% |
63% |
False |
False |
9,833 |
| 10 |
127-280 |
126-025 |
1-255 |
1.4% |
0-185 |
0.5% |
58% |
False |
False |
16,052 |
| 20 |
127-280 |
125-300 |
1-300 |
1.5% |
0-179 |
0.4% |
61% |
False |
False |
393,857 |
| 40 |
129-025 |
125-225 |
3-120 |
2.7% |
0-168 |
0.4% |
42% |
False |
False |
759,051 |
| 60 |
130-005 |
125-225 |
4-100 |
3.4% |
0-172 |
0.4% |
33% |
False |
False |
856,848 |
| 80 |
130-005 |
125-225 |
4-100 |
3.4% |
0-180 |
0.4% |
33% |
False |
False |
904,464 |
| 100 |
130-005 |
125-200 |
4-125 |
3.5% |
0-192 |
0.5% |
34% |
False |
False |
747,318 |
| 120 |
130-005 |
124-160 |
5-165 |
4.3% |
0-184 |
0.5% |
48% |
False |
False |
622,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-286 |
|
2.618 |
128-082 |
|
1.618 |
127-277 |
|
1.000 |
127-200 |
|
0.618 |
127-152 |
|
HIGH |
127-075 |
|
0.618 |
127-027 |
|
0.500 |
127-012 |
|
0.382 |
126-318 |
|
LOW |
126-270 |
|
0.618 |
126-193 |
|
1.000 |
126-145 |
|
1.618 |
126-068 |
|
2.618 |
125-263 |
|
4.250 |
125-059 |
|
|
| Fisher Pivots for day following 18-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
127-031 |
126-310 |
| PP |
127-022 |
126-260 |
| S1 |
127-012 |
126-210 |
|