ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 13-Nov-2015

Day Change Summary
	Previous	Current
	12-Nov-2015	13-Nov-2015	Change	Change %	Previous Week
Open	126-040	126-075	0-035	0.1%	126-040
High	126-120	126-210	0-090	0.2%	126-210
Low	126-005	126-045	0-040	0.1%	125-225
Close	126-065	126-170	0-105	0.3%	126-170
Range	0-115	0-165	0-050	43.5%	0-305
ATR	0-168	0-168	0-000	-0.1%	0-000
Volume	1,114,026	1,050,601	-63,425	-5.7%	4,833,717

Daily Pivots for day following 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	127-317	127-248	126-261
R3	127-152	127-083	126-215
R2	126-307	126-307	126-200
R1	126-238	126-238	126-185	126-272
PP	126-142	126-142	126-142	126-159
S1	126-073	126-073	126-155	126-108
S2	125-297	125-297	126-140
S3	125-132	125-228	126-125
S4	124-287	125-063	126-079

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-050	128-255	127-018
R3	128-065	127-270	126-254
R2	127-080	127-080	126-226
R1	126-285	126-285	126-198	127-022
PP	126-095	126-095	126-095	126-124
S1	125-300	125-300	126-142	126-038
S2	125-110	125-110	126-114
S3	124-125	124-315	126-086
S4	123-140	124-010	126-002

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-210	125-225	0-305	0.8%	0-123	0.3%	87%	True	False	966,743
10	127-265	125-225	2-040	1.7%	0-156	0.4%	39%	False	False	1,124,585
20	129-040	125-225	3-135	2.7%	0-162	0.4%	24%	False	False	1,119,771
40	130-005	125-225	4-100	3.4%	0-178	0.4%	19%	False	False	1,086,451
60	130-005	125-225	4-100	3.4%	0-192	0.5%	19%	False	False	1,044,518
80	130-005	125-200	4-125	3.5%	0-194	0.5%	21%	False	False	786,185
100	130-005	124-000	6-005	4.8%	0-182	0.4%	42%	False	False	629,074
120	130-005	123-310	6-015	4.8%	0-155	0.4%	42%	False	False	524,229

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	128-271
2.618	128-002
1.618	127-157
1.000	127-055
0.618	126-312
HIGH	126-210
0.618	126-147
0.500	126-128
0.382	126-108
LOW	126-045
0.618	125-263
1.000	125-200
1.618	125-098
2.618	124-253
4.250	123-304

Fisher Pivots for day following 13-Nov-2015
Pivot	1 day	3 day
R1	126-156	126-149
PP	126-142	126-128
S1	126-128	126-108

Download as Excel Spreadsheet

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

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