ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 16-Oct-2015

Day Change Summary
	Previous	Current
	15-Oct-2015	16-Oct-2015	Change	Change %	Previous Week
Open	129-190	129-040	-0-150	-0.4%	128-180
High	129-200	129-095	-0-105	-0.3%	129-200
Low	129-025	128-300	-0-045	-0.1%	128-140
Close	129-040	129-010	-0-030	-0.1%	129-010
Range	0-175	0-115	-0-060	-34.3%	1-060
ATR	0-200	0-194	-0-006	-3.0%	0-000
Volume	1,079,901	776,692	-303,209	-28.1%	4,049,629

Daily Pivots for day following 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-053	129-307	129-073
R3	129-258	129-192	129-042
R2	129-143	129-143	129-031
R1	129-077	129-077	129-021	129-052
PP	129-028	129-028	129-028	129-016
S1	128-282	128-282	128-319	128-258
S2	128-233	128-233	128-309
S3	128-118	128-167	128-298
S4	128-003	128-052	128-267

Weekly Pivots for week ending 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	132-190	132-000	129-219
R3	131-130	130-260	129-114
R2	130-070	130-070	129-080
R1	129-200	129-200	129-045	129-295
PP	129-010	129-010	129-010	129-058
S1	128-140	128-140	128-295	128-235
S2	127-270	127-270	128-260
S3	126-210	127-080	128-226
S4	125-150	126-020	128-121

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-200	128-140	1-060	0.9%	0-151	0.4%	50%	False	False	809,925
10	129-200	128-055	1-145	1.1%	0-167	0.4%	59%	False	False	913,070
20	130-005	127-105	2-220	2.1%	0-193	0.5%	63%	False	False	1,053,130
40	130-005	126-165	3-160	2.7%	0-207	0.5%	72%	False	False	1,006,891
60	130-005	125-200	4-125	3.4%	0-205	0.5%	78%	False	False	674,990
80	130-005	124-000	6-005	4.7%	0-186	0.5%	84%	False	False	506,399
100	130-005	123-310	6-015	4.7%	0-154	0.4%	84%	False	False	405,120
120	130-005	123-310	6-015	4.7%	0-129	0.3%	84%	False	False	337,600

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-046
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	130-264
2.618	130-076
1.618	129-281
1.000	129-210
0.618	129-166
HIGH	129-095
0.618	129-051
0.500	129-038
0.382	129-024
LOW	128-300
0.618	128-229
1.000	128-185
1.618	128-114
2.618	127-319
4.250	127-131

Fisher Pivots for day following 16-Oct-2015
Pivot	1 day	3 day
R1	129-038	129-085
PP	129-028	129-060
S1	129-019	129-035

Download as Excel Spreadsheet

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

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