ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 12-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2015 |
12-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
125-190 |
125-140 |
-0-050 |
-0.1% |
127-010 |
| High |
125-190 |
125-225 |
0-035 |
0.1% |
127-105 |
| Low |
125-120 |
125-110 |
-0-010 |
0.0% |
125-085 |
| Close |
125-125 |
125-170 |
0-045 |
0.1% |
125-135 |
| Range |
0-070 |
0-115 |
0-045 |
64.2% |
2-020 |
| ATR |
0-162 |
0-159 |
-0-003 |
-2.1% |
0-000 |
| Volume |
0 |
28,596 |
28,596 |
|
0 |
|
| Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-193 |
126-137 |
125-233 |
|
| R3 |
126-078 |
126-022 |
125-202 |
|
| R2 |
125-283 |
125-283 |
125-191 |
|
| R1 |
125-227 |
125-227 |
125-181 |
125-255 |
| PP |
125-168 |
125-168 |
125-168 |
125-183 |
| S1 |
125-112 |
125-112 |
125-159 |
125-140 |
| S2 |
125-053 |
125-053 |
125-149 |
|
| S3 |
124-258 |
124-317 |
125-138 |
|
| S4 |
124-143 |
124-202 |
125-107 |
|
|
| 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 |
126-140 |
125-010 |
1-130 |
1.1% |
0-165 |
0.4% |
36% |
False |
False |
8,688 |
| 10 |
127-105 |
125-010 |
2-095 |
1.8% |
0-152 |
0.4% |
22% |
False |
False |
4,575 |
| 20 |
128-310 |
125-010 |
3-300 |
3.1% |
0-149 |
0.4% |
13% |
False |
False |
2,691 |
| 40 |
129-195 |
125-010 |
4-185 |
3.6% |
0-128 |
0.3% |
11% |
False |
False |
1,461 |
| 60 |
129-195 |
125-010 |
4-185 |
3.6% |
0-085 |
0.2% |
11% |
False |
False |
974 |
| 80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-064 |
0.2% |
11% |
False |
False |
730 |
| 100 |
129-195 |
123-180 |
6-015 |
4.8% |
0-051 |
0.1% |
33% |
False |
False |
584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-074 |
|
2.618 |
126-206 |
|
1.618 |
126-091 |
|
1.000 |
126-020 |
|
0.618 |
125-296 |
|
HIGH |
125-225 |
|
0.618 |
125-181 |
|
0.500 |
125-168 |
|
0.382 |
125-154 |
|
LOW |
125-110 |
|
0.618 |
125-039 |
|
1.000 |
124-315 |
|
1.618 |
124-244 |
|
2.618 |
124-129 |
|
4.250 |
123-261 |
|
|
| Fisher Pivots for day following 12-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
125-169 |
125-167 |
| PP |
125-168 |
125-163 |
| S1 |
125-168 |
125-160 |
|