ECBOT 10 Year T-Note Future March 2016
| Trading Metrics calculated at close of trading on 22-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2015 |
22-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
126-135 |
126-165 |
0-030 |
0.1% |
127-045 |
| High |
126-240 |
126-210 |
-0-030 |
-0.1% |
127-060 |
| Low |
126-085 |
126-050 |
-0-035 |
-0.1% |
125-125 |
| Close |
126-180 |
126-055 |
-0-125 |
-0.3% |
126-155 |
| Range |
0-155 |
0-160 |
0-005 |
3.2% |
1-255 |
| ATR |
0-193 |
0-191 |
-0-002 |
-1.2% |
0-000 |
| Volume |
569,737 |
517,333 |
-52,404 |
-9.2% |
4,802,422 |
|
| Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-265 |
127-160 |
126-143 |
|
| R3 |
127-105 |
127-000 |
126-099 |
|
| R2 |
126-265 |
126-265 |
126-084 |
|
| R1 |
126-160 |
126-160 |
126-070 |
126-132 |
| PP |
126-105 |
126-105 |
126-105 |
126-091 |
| S1 |
126-000 |
126-000 |
126-040 |
125-292 |
| S2 |
125-265 |
125-265 |
126-026 |
|
| S3 |
125-105 |
125-160 |
126-011 |
|
| S4 |
124-265 |
125-000 |
125-287 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-238 |
130-292 |
127-151 |
|
| R3 |
129-303 |
129-037 |
126-313 |
|
| R2 |
128-048 |
128-048 |
126-260 |
|
| R1 |
127-102 |
127-102 |
126-208 |
126-268 |
| PP |
126-113 |
126-113 |
126-113 |
126-036 |
| S1 |
125-167 |
125-167 |
126-102 |
125-012 |
| S2 |
124-178 |
124-178 |
126-050 |
|
| S3 |
122-243 |
123-232 |
125-317 |
|
| S4 |
120-308 |
121-297 |
125-159 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-240 |
125-125 |
1-115 |
1.1% |
0-183 |
0.5% |
57% |
False |
False |
771,837 |
| 10 |
127-100 |
125-125 |
1-295 |
1.5% |
0-206 |
0.5% |
41% |
False |
False |
911,196 |
| 20 |
127-100 |
125-090 |
2-010 |
1.6% |
0-199 |
0.5% |
44% |
False |
False |
1,036,000 |
| 40 |
128-220 |
125-010 |
3-210 |
2.9% |
0-177 |
0.4% |
31% |
False |
False |
555,471 |
| 60 |
129-195 |
125-010 |
4-185 |
3.6% |
0-165 |
0.4% |
25% |
False |
False |
370,454 |
| 80 |
129-195 |
125-010 |
4-185 |
3.6% |
0-125 |
0.3% |
25% |
False |
False |
277,841 |
| 100 |
129-195 |
125-010 |
4-185 |
3.6% |
0-100 |
0.2% |
25% |
False |
False |
222,272 |
| 120 |
129-195 |
124-075 |
5-120 |
4.3% |
0-083 |
0.2% |
36% |
False |
False |
185,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-250 |
|
2.618 |
127-309 |
|
1.618 |
127-149 |
|
1.000 |
127-050 |
|
0.618 |
126-309 |
|
HIGH |
126-210 |
|
0.618 |
126-149 |
|
0.500 |
126-130 |
|
0.382 |
126-111 |
|
LOW |
126-050 |
|
0.618 |
125-271 |
|
1.000 |
125-210 |
|
1.618 |
125-111 |
|
2.618 |
124-271 |
|
4.250 |
124-010 |
|
|
| Fisher Pivots for day following 22-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
126-130 |
126-145 |
| PP |
126-105 |
126-115 |
| S1 |
126-080 |
126-085 |
|