ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 05-Nov-2015

Day Change Summary
	Previous	Current
	04-Nov-2015	05-Nov-2015	Change	Change %	Previous Week
Open	127-050	126-305	-0-065	-0.2%	128-130
High	127-090	127-020	-0-070	-0.2%	129-025
Low	126-255	126-215	-0-040	-0.1%	127-145
Close	126-295	126-265	-0-030	-0.1%	127-220
Range	0-155	0-125	-0-030	-19.4%	1-200
ATR	0-177	0-173	-0-004	-2.1%	0-000
Volume	1,373,910	1,287,589	-86,321	-6.3%	6,013,660

Daily Pivots for day following 05-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-008	127-262	127-014
R3	127-203	127-137	126-299
R2	127-078	127-078	126-288
R1	127-012	127-012	126-276	126-302
PP	126-273	126-273	126-273	126-259
S1	126-207	126-207	126-254	126-178
S2	126-148	126-148	126-242
S3	126-023	126-082	126-231
S4	125-218	125-277	126-196

Weekly Pivots for week ending 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	132-303	131-302	128-186
R3	131-103	130-102	128-043
R2	129-223	129-223	127-315
R1	128-222	128-222	127-268	128-122
PP	128-023	128-023	128-023	127-294
S1	127-022	127-022	127-172	126-242
S2	126-143	126-143	127-125
S3	124-263	125-142	127-077
S4	123-063	123-262	126-254

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-265	126-215	1-050	0.9%	0-141	0.3%	14%	False	True	1,207,765
10	129-025	126-215	2-130	1.9%	0-167	0.4%	6%	False	True	1,183,665
20	129-200	126-215	2-305	2.3%	0-160	0.4%	5%	False	True	1,036,123
40	130-005	126-165	3-160	2.8%	0-185	0.5%	9%	False	False	1,060,000
60	130-005	126-160	3-165	2.8%	0-196	0.5%	9%	False	False	935,651
80	130-005	124-280	5-045	4.1%	0-189	0.5%	38%	False	False	702,793
100	130-005	124-000	6-005	4.7%	0-172	0.4%	47%	False	False	562,291
120	130-005	123-310	6-015	4.8%	0-148	0.4%	47%	False	False	468,576

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0-026
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	128-231
2.618	128-027
1.618	127-222
1.000	127-145
0.618	127-097
HIGH	127-020
0.618	126-292
0.500	126-278
0.382	126-263
LOW	126-215
0.618	126-138
1.000	126-090
1.618	126-013
2.618	125-208
4.250	125-004

Fisher Pivots for day following 05-Nov-2015
Pivot	1 day	3 day
R1	126-278	127-030
PP	126-273	127-002
S1	126-269	126-293

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

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