ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 12-Oct-2015

Day Change Summary
	Previous	Current
	09-Oct-2015	12-Oct-2015	Change	Change %	Previous Week
Open	128-165	128-180	0-015	0.0%	129-095
High	128-230	128-260	0-030	0.1%	129-150
Low	128-055	128-140	0-085	0.2%	128-055
Close	128-155	128-245	0-090	0.2%	128-155
Range	0-175	0-120	-0-055	-31.4%	1-095
ATR	0-211	0-205	-0-007	-3.1%	0-000
Volume	955,703	154,259	-801,444	-83.9%	5,081,074

Daily Pivots for day following 12-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-255	129-210	128-311
R3	129-135	129-090	128-278
R2	129-015	129-015	128-267
R1	128-290	128-290	128-256	128-312
PP	128-215	128-215	128-215	128-226
S1	128-170	128-170	128-234	128-192
S2	128-095	128-095	128-223
S3	127-295	128-050	128-212
S4	127-175	127-250	128-179

Weekly Pivots for week ending 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	132-192	131-268	129-063
R3	131-097	130-173	128-269
R2	130-002	130-002	128-231
R1	129-078	129-078	128-193	128-312
PP	128-227	128-227	128-227	128-184
S1	127-303	127-303	128-117	127-218
S2	127-132	127-132	128-079
S3	126-037	126-208	128-041
S4	124-262	125-113	127-247

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-040	128-055	0-305	0.7%	0-163	0.4%	62%	False	False	867,435
10	130-005	128-055	1-270	1.4%	0-202	0.5%	32%	False	False	1,105,221
20	130-005	126-165	3-160	2.7%	0-210	0.5%	64%	False	False	1,074,737
40	130-005	126-160	3-165	2.7%	0-211	0.5%	64%	False	False	912,316
60	130-005	124-280	5-045	4.0%	0-202	0.5%	76%	False	False	610,163
80	130-005	124-000	6-005	4.7%	0-178	0.4%	79%	False	False	457,708
100	130-005	123-310	6-015	4.7%	0-148	0.4%	79%	False	False	366,167
120	130-005	123-310	6-015	4.7%	0-124	0.3%	79%	False	False	305,139

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0-054
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	130-130
2.618	129-254
1.618	129-134
1.000	129-060
0.618	129-014
HIGH	128-260
0.618	128-214
0.500	128-200
0.382	128-186
LOW	128-140
0.618	128-066
1.000	128-020
1.618	127-266
2.618	127-146
4.250	126-270

Fisher Pivots for day following 12-Oct-2015
Pivot	1 day	3 day
R1	128-230	128-229
PP	128-215	128-213
S1	128-200	128-198

Download as Excel Spreadsheet

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

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