ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 23-Nov-2015

Day Change Summary
	Previous	Current
	20-Nov-2015	23-Nov-2015	Change	Change %	Previous Week
Open	126-050	126-015	-0-035	-0.1%	126-085
High	126-115	126-110	-0-005	0.0%	126-115
Low	126-020	125-250	-0-090	-0.2%	125-220
Close	126-025	126-085	0-060	0.1%	126-025
Range	0-095	0-180	0-085	89.5%	0-215
ATR	0-148	0-150	0-002	1.6%	0-000
Volume	286,524	932,961	646,437	225.6%	485,537

Daily Pivots for day following 23-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	127-262	127-193	126-184
R3	127-082	127-013	126-134
R2	126-222	126-222	126-118
R1	126-153	126-153	126-102	126-188
PP	126-042	126-042	126-042	126-059
S1	125-293	125-293	126-068	126-008
S2	125-182	125-182	126-052
S3	125-002	125-113	126-036
S4	124-142	124-253	125-306

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-018	127-237	126-143
R3	127-123	127-022	126-084
R2	126-228	126-228	126-064
R1	126-127	126-127	126-045	126-070
PP	126-013	126-013	126-013	125-305
S1	125-232	125-232	126-005	125-175
S2	125-118	125-118	125-306
S3	124-223	125-017	125-286
S4	124-008	124-122	125-227

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-115	125-220	0-215	0.5%	0-134	0.3%	86%	False	False	279,472
10	126-115	125-095	1-020	0.8%	0-124	0.3%	91%	False	False	149,228
20	128-220	125-010	3-210	2.9%	0-155	0.4%	34%	False	False	74,943
40	129-195	125-010	4-185	3.6%	0-148	0.4%	27%	False	False	37,681
60	129-195	125-010	4-185	3.6%	0-101	0.2%	27%	False	False	25,121
80	129-195	125-010	4-185	3.6%	0-075	0.2%	27%	False	False	18,841
100	129-195	124-075	5-120	4.3%	0-060	0.1%	38%	False	False	15,072
120	129-195	123-160	6-035	4.8%	0-050	0.1%	45%	False	False	12,560

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-033
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	128-235
2.618	127-261
1.618	127-081
1.000	126-290
0.618	126-221
HIGH	126-110
0.618	126-041
0.500	126-020
0.382	125-319
LOW	125-250
0.618	125-139
1.000	125-070
1.618	124-279
2.618	124-099
4.250	123-125

Fisher Pivots for day following 23-Nov-2015
Pivot	1 day	3 day
R1	126-063	126-064
PP	126-042	126-043
S1	126-020	126-022

Download as Excel Spreadsheet

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

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