ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 20-Oct-2015

Day Change Summary
	Previous	Current
	19-Oct-2015	20-Oct-2015	Change	Change %	Previous Week
Open	128-305	128-315	0-010	0.0%	128-180
High	129-040	129-020	-0-020	0.0%	129-200
Low	128-230	128-155	-0-075	-0.2%	128-140
Close	128-310	128-180	-0-130	-0.3%	129-010
Range	0-130	0-185	0-055	42.3%	1-060
ATR	0-189	0-189	0-000	-0.2%	0-000
Volume	885,046	1,041,644	156,598	17.7%	4,049,629

Daily Pivots for day following 20-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-140	130-025	128-282
R3	129-275	129-160	128-231
R2	129-090	129-090	128-214
R1	128-295	128-295	128-197	128-260
PP	128-225	128-225	128-225	128-208
S1	128-110	128-110	128-163	128-075
S2	128-040	128-040	128-146
S3	127-175	127-245	128-129
S4	126-310	127-060	128-078

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	128-155	1-045	0.9%	0-167	0.4%	7%	False	True	999,661
10	129-200	128-055	1-145	1.1%	0-164	0.4%	27%	False	False	910,112
20	130-005	127-140	2-185	2.0%	0-187	0.5%	44%	False	False	1,063,971
40	130-005	126-165	3-160	2.7%	0-201	0.5%	58%	False	False	1,049,594
60	130-005	125-200	4-125	3.4%	0-206	0.5%	67%	False	False	707,047
80	130-005	124-160	5-165	4.3%	0-190	0.5%	74%	False	False	530,483
100	130-005	123-310	6-015	4.7%	0-157	0.4%	76%	False	False	424,387
120	130-005	123-310	6-015	4.7%	0-132	0.3%	76%	False	False	353,656

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-044
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	131-166
2.618	130-184
1.618	129-319
1.000	129-205
0.618	129-134
HIGH	129-020
0.618	128-269
0.500	128-248
0.382	128-226
LOW	128-155
0.618	128-041
1.000	127-290
1.618	127-176
2.618	126-311
4.250	126-009

Fisher Pivots for day following 20-Oct-2015
Pivot	1 day	3 day
R1	128-248	128-285
PP	128-225	128-250
S1	128-202	128-215

Download as Excel Spreadsheet

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

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