ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 22-Oct-2015

Day Change Summary
	Previous	Current
	21-Oct-2015	22-Oct-2015	Change	Change %	Previous Week
Open	128-090	128-115	0-025	0.1%	128-050
High	128-200	128-240	0-040	0.1%	129-095
Low	128-090	128-110	0-020	0.0%	128-050
Close	128-165	128-195	0-030	0.1%	128-230
Range	0-110	0-130	0-020	18.2%	1-045
ATR	0-151	0-150	-0-002	-1.0%	0-000
Volume	819	1,751	932	113.8%	2,410

Daily Pivots for day following 22-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-252	129-193	128-266
R3	129-122	129-063	128-231
R2	128-312	128-312	128-219
R1	128-253	128-253	128-207	128-282
PP	128-182	128-182	128-182	128-196
S1	128-123	128-123	128-183	128-153
S2	128-052	128-052	128-171
S3	127-242	127-313	128-159
S4	127-112	127-183	128-124

Weekly Pivots for week ending 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	132-047	131-183	129-111
R3	131-002	130-138	129-010
R2	129-277	129-277	128-297
R1	129-093	129-093	128-263	129-185
PP	128-232	128-232	128-232	128-278
S1	128-048	128-048	128-197	128-140
S2	127-187	127-187	128-163
S3	126-142	127-003	128-130
S4	125-097	125-278	128-029

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-310	128-045	0-265	0.6%	0-128	0.3%	57%	False	False	514
10	129-095	127-260	1-155	1.2%	0-134	0.3%	54%	False	False	498
20	129-195	127-055	2-140	1.9%	0-136	0.3%	59%	False	False	359
40	129-195	126-005	3-190	2.8%	0-069	0.2%	72%	False	False	179
60	129-195	125-165	4-030	3.2%	0-046	0.1%	76%	False	False	119
80	129-195	124-030	5-165	4.3%	0-034	0.1%	82%	False	False	89
100	129-195	123-160	6-035	4.8%	0-028	0.1%	84%	False	False	71

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130-152
2.618	129-260
1.618	129-130
1.000	129-050
0.618	129-000
HIGH	128-240
0.618	128-190
0.500	128-175
0.382	128-160
LOW	128-110
0.618	128-030
1.000	127-300
1.618	127-220
2.618	127-090
4.250	126-198

Fisher Pivots for day following 22-Oct-2015
Pivot	1 day	3 day
R1	128-188	128-178
PP	128-182	128-160
S1	128-175	128-142

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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