ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 10-Nov-2015

Day Change Summary
	Previous	Current
	09-Nov-2015	10-Nov-2015	Change	Change %	Previous Week
Open	126-040	125-315	-0-045	-0.1%	127-245
High	126-045	126-115	0-070	0.2%	127-265
Low	125-225	125-305	0-080	0.2%	125-280
Close	126-010	126-095	0-085	0.2%	126-015
Range	0-140	0-130	-0-010	-7.1%	1-305
ATR	0-183	0-179	-0-004	-2.1%	0-000
Volume	1,310,407	1,127,084	-183,323	-14.0%	6,412,133

Daily Pivots for day following 10-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	127-135	127-085	126-166
R3	127-005	126-275	126-131
R2	126-195	126-195	126-119
R1	126-145	126-145	126-107	126-170
PP	126-065	126-065	126-065	126-078
S1	126-015	126-015	126-083	126-040
S2	125-255	125-255	126-071
S3	125-125	125-205	126-059
S4	124-315	125-075	126-024

Weekly Pivots for week ending 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	132-142	131-063	127-039
R3	130-157	129-078	126-187
R2	128-172	128-172	126-130
R1	127-093	127-093	126-072	126-300
PP	126-187	126-187	126-187	126-130
S1	125-108	125-108	125-278	124-315
S2	124-202	124-202	125-220
S3	122-217	123-123	125-163
S4	120-232	121-138	124-311

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-090	125-225	1-185	1.2%	0-182	0.5%	38%	False	False	1,388,711
10	128-290	125-225	3-065	2.5%	0-182	0.5%	19%	False	False	1,317,560
20	129-200	125-225	3-295	3.1%	0-171	0.4%	15%	False	False	1,153,540
40	130-005	125-225	4-100	3.4%	0-184	0.5%	14%	False	False	1,109,598
60	130-005	125-225	4-100	3.4%	0-197	0.5%	14%	False	False	1,006,240
80	130-005	124-280	5-045	4.1%	0-195	0.5%	28%	False	False	756,302
100	130-005	124-000	6-005	4.8%	0-178	0.4%	38%	False	False	605,112
120	130-005	123-310	6-015	4.8%	0-153	0.4%	39%	False	False	504,260

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128-028
2.618	127-135
1.618	127-005
1.000	126-245
0.618	126-195
HIGH	126-115
0.618	126-065
0.500	126-050
0.382	126-035
LOW	125-305
0.618	125-225
1.000	125-175
1.618	125-095
2.618	124-285
4.250	124-072

Fisher Pivots for day following 10-Nov-2015
Pivot	1 day	3 day
R1	126-080	126-112
PP	126-065	126-107
S1	126-050	126-101

Download as Excel Spreadsheet

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

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