ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 22-Oct-2015

Day Change Summary
	Previous	Current
	21-Oct-2015	22-Oct-2015	Change	Change %	Previous Week
Open	128-180	128-295	0-115	0.3%	128-180
High	129-000	129-030	0-030	0.1%	129-200
Low	128-170	128-215	0-045	0.1%	128-140
Close	128-280	128-300	0-020	0.0%	129-010
Range	0-150	0-135	-0-015	-10.0%	1-060
ATR	0-186	0-182	-0-004	-2.0%	0-000
Volume	846,532	1,107,265	260,733	30.8%	4,049,629

Daily Pivots for day following 22-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-053	129-312	129-054
R3	129-238	129-177	129-017
R2	129-103	129-103	129-005
R1	129-042	129-042	128-312	129-072
PP	128-288	128-288	128-288	128-304
S1	128-227	128-227	128-288	128-258
S2	128-153	128-153	128-275
S3	128-018	128-092	128-263
S4	127-203	127-277	128-226

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	129-095	128-155	0-260	0.6%	0-143	0.3%	56%	False	False	931,435
10	129-200	128-055	1-145	1.1%	0-153	0.4%	53%	False	False	888,581
20	130-005	127-140	2-185	2.0%	0-182	0.4%	58%	False	False	1,052,441
40	130-005	126-165	3-160	2.7%	0-192	0.5%	69%	False	False	1,049,877
60	130-005	125-200	4-125	3.4%	0-208	0.5%	75%	False	False	739,495
80	130-005	124-160	5-165	4.3%	0-192	0.5%	80%	False	False	554,905
100	130-005	123-310	6-015	4.7%	0-159	0.4%	82%	False	False	443,925
120	130-005	123-310	6-015	4.7%	0-134	0.3%	82%	False	False	369,938

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-038
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	130-284
2.618	130-063
1.618	129-248
1.000	129-165
0.618	129-113
HIGH	129-030
0.618	128-298
0.500	128-282
0.382	128-267
LOW	128-215
0.618	128-132
1.000	128-080
1.618	127-317
2.618	127-182
4.250	126-281

Fisher Pivots for day following 22-Oct-2015
Pivot	1 day	3 day
R1	128-294	128-284
PP	128-288	128-268
S1	128-282	128-252

Download as Excel Spreadsheet

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

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