ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 11-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
125-130 |
125-190 |
0-060 |
0.1% |
127-010 |
| High |
125-220 |
125-190 |
-0-030 |
-0.1% |
127-105 |
| Low |
125-095 |
125-120 |
0-025 |
0.1% |
125-085 |
| Close |
125-205 |
125-125 |
-0-080 |
-0.2% |
125-135 |
| Range |
0-125 |
0-070 |
-0-055 |
-44.0% |
2-020 |
| ATR |
0-168 |
0-162 |
-0-006 |
-3.5% |
0-000 |
| Volume |
14,847 |
0 |
-14,847 |
-100.0% |
0 |
|
| Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-035 |
125-310 |
125-164 |
|
| R3 |
125-285 |
125-240 |
125-144 |
|
| R2 |
125-215 |
125-215 |
125-138 |
|
| R1 |
125-170 |
125-170 |
125-131 |
125-158 |
| PP |
125-145 |
125-145 |
125-145 |
125-139 |
| S1 |
125-100 |
125-100 |
125-119 |
125-087 |
| S2 |
125-075 |
125-075 |
125-112 |
|
| S3 |
125-005 |
125-030 |
125-106 |
|
| S4 |
124-255 |
124-280 |
125-086 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-062 |
130-278 |
126-178 |
|
| R3 |
130-042 |
128-258 |
125-317 |
|
| R2 |
128-022 |
128-022 |
125-256 |
|
| R1 |
126-238 |
126-238 |
125-196 |
126-120 |
| PP |
126-002 |
126-002 |
126-002 |
125-262 |
| S1 |
124-218 |
124-218 |
125-075 |
124-100 |
| S2 |
123-302 |
123-302 |
125-014 |
|
| S3 |
121-282 |
122-198 |
124-274 |
|
| S4 |
119-262 |
120-178 |
124-092 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-155 |
125-010 |
1-145 |
1.2% |
0-166 |
0.4% |
25% |
False |
False |
2,969 |
| 10 |
127-255 |
125-010 |
2-245 |
2.2% |
0-164 |
0.4% |
13% |
False |
False |
1,716 |
| 20 |
129-085 |
125-010 |
4-075 |
3.4% |
0-151 |
0.4% |
8% |
False |
False |
1,261 |
| 40 |
129-195 |
125-010 |
4-185 |
3.7% |
0-125 |
0.3% |
8% |
False |
False |
746 |
| 60 |
129-195 |
125-010 |
4-185 |
3.7% |
0-083 |
0.2% |
8% |
False |
False |
497 |
| 80 |
129-195 |
125-000 |
4-195 |
3.7% |
0-062 |
0.2% |
8% |
False |
False |
373 |
| 100 |
129-195 |
123-180 |
6-015 |
4.8% |
0-050 |
0.1% |
30% |
False |
False |
298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-168 |
|
2.618 |
126-053 |
|
1.618 |
125-303 |
|
1.000 |
125-260 |
|
0.618 |
125-233 |
|
HIGH |
125-190 |
|
0.618 |
125-163 |
|
0.500 |
125-155 |
|
0.382 |
125-147 |
|
LOW |
125-120 |
|
0.618 |
125-077 |
|
1.000 |
125-050 |
|
1.618 |
125-007 |
|
2.618 |
124-257 |
|
4.250 |
124-142 |
|
|
| Fisher Pivots for day following 11-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
125-155 |
125-122 |
| PP |
125-145 |
125-118 |
| S1 |
125-135 |
125-115 |
|