ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 17-Nov-2015

Day Change Summary
	Previous	Current
	16-Nov-2015	17-Nov-2015	Change	Change %	Previous Week
Open	126-300	126-210	-0-090	-0.2%	126-040
High	126-300	126-270	-0-030	-0.1%	126-210
Low	126-200	126-100	-0-100	-0.2%	125-225
Close	126-215	126-235	0-020	0.0%	126-170
Range	0-100	0-170	0-070	70.0%	0-305
ATR	0-165	0-166	0-000	0.2%	0-000
Volume	965,992	1,085,777	119,785	12.4%	4,833,717

Daily Pivots for day following 17-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-072	128-003	127-008
R3	127-222	127-153	126-282
R2	127-052	127-052	126-266
R1	126-303	126-303	126-251	127-018
PP	126-202	126-202	126-202	126-219
S1	126-133	126-133	126-219	126-168
S2	126-032	126-032	126-204
S3	125-182	125-283	126-188
S4	125-012	125-113	126-142

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	126-300	126-005	0-295	0.7%	0-123	0.3%	78%	False	False	889,599
10	127-090	125-225	1-185	1.2%	0-152	0.4%	65%	False	False	1,139,155
20	129-030	125-225	3-125	2.7%	0-160	0.4%	30%	False	False	1,126,025
40	130-005	125-225	4-100	3.4%	0-173	0.4%	24%	False	False	1,094,998
60	130-005	125-225	4-100	3.4%	0-187	0.5%	24%	False	False	1,075,071
80	130-005	125-200	4-125	3.5%	0-195	0.5%	25%	False	False	811,791
100	130-005	124-160	5-165	4.4%	0-184	0.5%	41%	False	False	649,591
120	130-005	123-310	6-015	4.8%	0-157	0.4%	46%	False	False	541,327

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	129-032
2.618	128-075
1.618	127-225
1.000	127-120
0.618	127-055
HIGH	126-270
0.618	126-205
0.500	126-185
0.382	126-165
LOW	126-100
0.618	125-315
1.000	125-250
1.618	125-145
2.618	124-295
4.250	124-018

Fisher Pivots for day following 17-Nov-2015
Pivot	1 day	3 day
R1	126-218	126-214
PP	126-202	126-193
S1	126-185	126-172

Download as Excel Spreadsheet

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

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