ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 21-Oct-2015

Day Change Summary
	Previous	Current
	20-Oct-2015	21-Oct-2015	Change	Change %	Previous Week
Open	128-315	128-180	-0-135	-0.3%	128-180
High	129-020	129-000	-0-020	0.0%	129-200
Low	128-155	128-170	0-015	0.0%	128-140
Close	128-180	128-280	0-100	0.2%	129-010
Range	0-185	0-150	-0-035	-18.9%	1-060
ATR	0-189	0-186	-0-003	-1.5%	0-000
Volume	1,041,644	846,532	-195,112	-18.7%	4,049,629

Daily Pivots for day following 21-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-067	130-003	129-042
R3	129-237	129-173	129-001
R2	129-087	129-087	128-308
R1	129-023	129-023	128-294	129-055
PP	128-257	128-257	128-257	128-272
S1	128-193	128-193	128-266	128-225
S2	128-107	128-107	128-252
S3	127-277	128-043	128-239
S4	127-127	127-213	128-198

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%	0-151	0.4%	34%	False	False	925,963
10	129-200	128-055	1-145	1.1%	0-162	0.4%	48%	False	False	896,036
20	130-005	127-140	2-185	2.0%	0-185	0.4%	56%	False	False	1,060,567
40	130-005	126-165	3-160	2.7%	0-196	0.5%	67%	False	False	1,056,949
60	130-005	125-200	4-125	3.4%	0-207	0.5%	74%	False	False	721,095
80	130-005	124-160	5-165	4.3%	0-192	0.5%	79%	False	False	541,064
100	130-005	123-310	6-015	4.7%	0-158	0.4%	81%	False	False	432,852
120	130-005	123-310	6-015	4.7%	0-133	0.3%	81%	False	False	360,710

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-043
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130-318
2.618	130-073
1.618	129-243
1.000	129-150
0.618	129-093
HIGH	129-000
0.618	128-263
0.500	128-245
0.382	128-227
LOW	128-170
0.618	128-077
1.000	128-020
1.618	127-247
2.618	127-097
4.250	126-172

Fisher Pivots for day following 21-Oct-2015
Pivot	1 day	3 day
R1	128-268	128-272
PP	128-257	128-265
S1	128-245	128-258

Download as Excel Spreadsheet

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

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