ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 13-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
125-140 |
125-170 |
0-030 |
0.1% |
125-145 |
| High |
125-225 |
126-000 |
0-095 |
0.2% |
126-000 |
| Low |
125-110 |
125-160 |
0-050 |
0.1% |
125-010 |
| Close |
125-170 |
125-290 |
0-120 |
0.3% |
125-290 |
| Range |
0-115 |
0-160 |
0-045 |
39.2% |
0-310 |
| ATR |
0-159 |
0-159 |
0-000 |
0.1% |
0-000 |
| Volume |
28,596 |
30,340 |
1,744 |
6.1% |
73,783 |
|
| Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-097 |
127-033 |
126-058 |
|
| R3 |
126-257 |
126-193 |
126-014 |
|
| R2 |
126-097 |
126-097 |
125-319 |
|
| R1 |
126-033 |
126-033 |
125-305 |
126-065 |
| PP |
125-257 |
125-257 |
125-257 |
125-273 |
| S1 |
125-193 |
125-193 |
125-275 |
125-225 |
| S2 |
125-097 |
125-097 |
125-261 |
|
| S3 |
124-257 |
125-033 |
125-246 |
|
| S4 |
124-097 |
124-193 |
125-202 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-177 |
128-063 |
126-141 |
|
| R3 |
127-187 |
127-073 |
126-055 |
|
| R2 |
126-197 |
126-197 |
126-027 |
|
| R1 |
126-083 |
126-083 |
125-318 |
126-140 |
| PP |
125-207 |
125-207 |
125-207 |
125-235 |
| S1 |
125-093 |
125-093 |
125-262 |
125-150 |
| S2 |
124-217 |
124-217 |
125-233 |
|
| S3 |
123-227 |
124-103 |
125-205 |
|
| S4 |
122-237 |
123-113 |
125-120 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-000 |
125-010 |
0-310 |
0.8% |
0-122 |
0.3% |
90% |
True |
False |
14,756 |
| 10 |
127-105 |
125-010 |
2-095 |
1.8% |
0-157 |
0.4% |
38% |
False |
False |
7,378 |
| 20 |
128-240 |
125-010 |
3-230 |
3.0% |
0-152 |
0.4% |
24% |
False |
False |
4,208 |
| 40 |
129-195 |
125-010 |
4-185 |
3.6% |
0-132 |
0.3% |
19% |
False |
False |
2,219 |
| 60 |
129-195 |
125-010 |
4-185 |
3.6% |
0-088 |
0.2% |
19% |
False |
False |
1,479 |
| 80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-066 |
0.2% |
19% |
False |
False |
1,109 |
| 100 |
129-195 |
123-180 |
6-015 |
4.8% |
0-053 |
0.1% |
39% |
False |
False |
887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-040 |
|
2.618 |
127-099 |
|
1.618 |
126-259 |
|
1.000 |
126-160 |
|
0.618 |
126-099 |
|
HIGH |
126-000 |
|
0.618 |
125-259 |
|
0.500 |
125-240 |
|
0.382 |
125-221 |
|
LOW |
125-160 |
|
0.618 |
125-061 |
|
1.000 |
125-000 |
|
1.618 |
124-221 |
|
2.618 |
124-061 |
|
4.250 |
123-120 |
|
|
| Fisher Pivots for day following 13-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
125-273 |
125-265 |
| PP |
125-257 |
125-240 |
| S1 |
125-240 |
125-215 |
|