ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 12-Nov-2015

Day Change Summary
	Previous	Current
	11-Nov-2015	12-Nov-2015	Change	Change %	Previous Week
Open	126-040	126-040	0-000	0.0%	127-245
High	126-075	126-120	0-045	0.1%	127-265
Low	126-010	126-005	-0-005	0.0%	125-280
Close	126-020	126-065	0-045	0.1%	126-015
Range	0-065	0-115	0-050	76.9%	1-305
ATR	0-172	0-168	-0-004	-2.4%	0-000
Volume	231,599	1,114,026	882,427	381.0%	6,412,133

Daily Pivots for day following 12-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	127-088	127-032	126-128
R3	126-293	126-237	126-097
R2	126-178	126-178	126-086
R1	126-122	126-122	126-076	126-150
PP	126-063	126-063	126-063	126-078
S1	126-007	126-007	126-054	126-035
S2	125-268	125-268	126-044
S3	125-153	125-212	126-033
S4	125-038	125-097	126-002

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	127-000	125-225	1-095	1.0%	0-162	0.4%	39%	False	False	1,125,536
10	127-265	125-225	2-040	1.7%	0-152	0.4%	24%	False	False	1,166,651
20	129-095	125-225	3-190	2.8%	0-160	0.4%	14%	False	False	1,106,075
40	130-005	125-225	4-100	3.4%	0-178	0.4%	12%	False	False	1,087,769
60	130-005	125-225	4-100	3.4%	0-192	0.5%	12%	False	False	1,027,977
80	130-005	125-140	4-185	3.6%	0-194	0.5%	17%	False	False	773,068
100	130-005	124-000	6-005	4.8%	0-180	0.4%	37%	False	False	618,568
120	130-005	123-310	6-015	4.8%	0-155	0.4%	37%	False	False	515,474

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-289
2.618	127-101
1.618	126-306
1.000	126-235
0.618	126-191
HIGH	126-120
0.618	126-076
0.500	126-062
0.382	126-049
LOW	126-005
0.618	125-254
1.000	125-210
1.618	125-139
2.618	125-024
4.250	124-156

Fisher Pivots for day following 12-Nov-2015
Pivot	1 day	3 day
R1	126-064	126-061
PP	126-063	126-057
S1	126-062	126-052

Download as Excel Spreadsheet

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

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