ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 26-Oct-2015

Day Change Summary
	Previous	Current
	23-Oct-2015	26-Oct-2015	Change	Change %	Previous Week
Open	128-285	128-130	-0-155	-0.4%	128-305
High	128-295	128-215	-0-080	-0.2%	129-040
Low	128-090	128-105	0-015	0.0%	128-090
Close	128-135	128-190	0-055	0.1%	128-135
Range	0-205	0-110	-0-095	-46.3%	0-270
ATR	0-184	0-179	-0-005	-2.9%	0-000
Volume	1,255,428	743,734	-511,694	-40.8%	5,135,915

Daily Pivots for day following 26-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-180	129-135	128-250
R3	129-070	129-025	128-220
R2	128-280	128-280	128-210
R1	128-235	128-235	128-200	128-258
PP	128-170	128-170	128-170	128-181
S1	128-125	128-125	128-180	128-148
S2	128-060	128-060	128-170
S3	127-270	128-015	128-160
S4	127-160	127-225	128-130

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	131-045	130-200	128-284
R3	130-095	129-250	128-209
R2	129-145	129-145	128-184
R1	128-300	128-300	128-160	128-248
PP	128-195	128-195	128-195	128-169
S1	128-030	128-030	128-110	127-298
S2	127-245	127-245	128-086
S3	126-295	127-080	128-061
S4	126-025	126-130	127-306

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-030	128-090	0-260	0.6%	0-157	0.4%	38%	False	False	998,920
10	129-200	128-090	1-110	1.0%	0-155	0.4%	23%	False	False	977,501
20	130-005	128-055	1-270	1.4%	0-178	0.4%	23%	False	False	1,041,361
40	130-005	126-165	3-160	2.7%	0-189	0.5%	59%	False	False	1,033,341
60	130-005	125-270	4-055	3.2%	0-205	0.5%	66%	False	False	772,650
80	130-005	124-160	5-165	4.3%	0-192	0.5%	74%	False	False	579,893
100	130-005	123-310	6-015	4.7%	0-163	0.4%	76%	False	False	463,917
120	130-005	123-310	6-015	4.7%	0-137	0.3%	76%	False	False	386,597

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	130-042
2.618	129-183
1.618	129-073
1.000	129-005
0.618	128-283
HIGH	128-215
0.618	128-173
0.500	128-160
0.382	128-147
LOW	128-105
0.618	128-037
1.000	127-315
1.618	127-247
2.618	127-137
4.250	126-278

Fisher Pivots for day following 26-Oct-2015
Pivot	1 day	3 day
R1	128-180	128-220
PP	128-170	128-210
S1	128-160	128-200

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

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