ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 16-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
125-170 |
126-085 |
0-235 |
0.6% |
125-145 |
| High |
126-000 |
126-105 |
0-105 |
0.3% |
126-000 |
| Low |
125-160 |
126-005 |
0-165 |
0.4% |
125-010 |
| Close |
125-290 |
126-020 |
0-050 |
0.1% |
125-290 |
| Range |
0-160 |
0-100 |
-0-060 |
-37.5% |
0-310 |
| ATR |
0-159 |
0-157 |
-0-002 |
-1.1% |
0-000 |
| Volume |
30,340 |
21,136 |
-9,204 |
-30.3% |
73,783 |
|
| Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-023 |
126-282 |
126-075 |
|
| R3 |
126-243 |
126-182 |
126-048 |
|
| R2 |
126-143 |
126-143 |
126-038 |
|
| R1 |
126-082 |
126-082 |
126-029 |
126-062 |
| PP |
126-043 |
126-043 |
126-043 |
126-034 |
| S1 |
125-302 |
125-302 |
126-011 |
125-282 |
| S2 |
125-263 |
125-263 |
126-002 |
|
| S3 |
125-163 |
125-202 |
125-312 |
|
| S4 |
125-063 |
125-102 |
125-285 |
|
|
| 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 |
126-105 |
125-095 |
1-010 |
0.8% |
0-114 |
0.3% |
74% |
True |
False |
18,983 |
| 10 |
126-310 |
125-010 |
1-300 |
1.5% |
0-151 |
0.4% |
53% |
False |
False |
9,491 |
| 20 |
128-240 |
125-010 |
3-230 |
2.9% |
0-151 |
0.4% |
28% |
False |
False |
5,265 |
| 40 |
129-195 |
125-010 |
4-185 |
3.6% |
0-134 |
0.3% |
23% |
False |
False |
2,748 |
| 60 |
129-195 |
125-010 |
4-185 |
3.6% |
0-089 |
0.2% |
23% |
False |
False |
1,832 |
| 80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-067 |
0.2% |
23% |
False |
False |
1,374 |
| 100 |
129-195 |
123-180 |
6-015 |
4.8% |
0-054 |
0.1% |
41% |
False |
False |
1,099 |
| 120 |
129-195 |
123-160 |
6-035 |
4.8% |
0-045 |
0.1% |
42% |
False |
False |
916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-210 |
|
2.618 |
127-047 |
|
1.618 |
126-267 |
|
1.000 |
126-205 |
|
0.618 |
126-167 |
|
HIGH |
126-105 |
|
0.618 |
126-067 |
|
0.500 |
126-055 |
|
0.382 |
126-043 |
|
LOW |
126-005 |
|
0.618 |
125-263 |
|
1.000 |
125-225 |
|
1.618 |
125-163 |
|
2.618 |
125-063 |
|
4.250 |
124-220 |
|
|
| Fisher Pivots for day following 16-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-055 |
125-316 |
| PP |
126-043 |
125-292 |
| S1 |
126-032 |
125-268 |
|