ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 19-Oct-2015

Day Change Summary
	Previous	Current
	16-Oct-2015	19-Oct-2015	Change	Change %	Previous Week
Open	129-040	128-305	-0-055	-0.1%	128-180
High	129-095	129-040	-0-055	-0.1%	129-200
Low	128-300	128-230	-0-070	-0.2%	128-140
Close	129-010	128-310	-0-020	0.0%	129-010
Range	0-115	0-130	0-015	13.0%	1-060
ATR	0-194	0-189	-0-005	-2.3%	0-000
Volume	776,692	885,046	108,354	14.0%	4,049,629

Daily Pivots for day following 19-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-050	129-310	129-062
R3	129-240	129-180	129-026
R2	129-110	129-110	129-014
R1	129-050	129-050	129-002	129-080
PP	128-300	128-300	128-300	128-315
S1	128-240	128-240	128-298	128-270
S2	128-170	128-170	128-286
S3	128-040	128-110	128-274
S4	127-230	127-300	128-238

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	128-200	1-000	0.8%	0-153	0.4%	34%	False	False	956,083
10	129-200	128-055	1-145	1.1%	0-158	0.4%	55%	False	False	911,759
20	130-005	127-125	2-200	2.0%	0-190	0.5%	60%	False	False	1,059,242
40	130-005	126-165	3-160	2.7%	0-206	0.5%	70%	False	False	1,026,890
60	130-005	125-200	4-125	3.4%	0-206	0.5%	76%	False	False	689,711
80	130-005	124-000	6-005	4.7%	0-188	0.5%	83%	False	False	517,462
100	130-005	123-310	6-015	4.7%	0-155	0.4%	83%	False	False	413,971
120	130-005	123-310	6-015	4.7%	0-130	0.3%	83%	False	False	344,976

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	0-046
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130-272
2.618	130-060
1.618	129-250
1.000	129-170
0.618	129-120
HIGH	129-040
0.618	128-310
0.500	128-295
0.382	128-280
LOW	128-230
0.618	128-150
1.000	128-100
1.618	128-020
2.618	127-210
4.250	126-318

Fisher Pivots for day following 19-Oct-2015
Pivot	1 day	3 day
R1	128-305	129-055
PP	128-300	129-033
S1	128-295	129-012

Download as Excel Spreadsheet

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

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