ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 23-Nov-2015

Day Change Summary
	Previous	Current
	20-Nov-2015	23-Nov-2015	Change	Change %	Previous Week
Open	126-235	126-205	-0-030	-0.1%	126-300
High	126-305	126-285	-0-020	0.0%	126-305
Low	126-205	126-120	-0-085	-0.2%	126-100
Close	126-215	126-260	0-045	0.1%	126-215
Range	0-100	0-165	0-065	65.0%	0-205
ATR	0-154	0-155	0-001	0.5%	0-000
Volume	955,504	1,717,050	761,546	79.7%	4,925,487

Daily Pivots for day following 23-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-077	128-013	127-031
R3	127-232	127-168	126-305
R2	127-067	127-067	126-290
R1	127-003	127-003	126-275	127-035
PP	126-222	126-222	126-222	126-238
S1	126-158	126-158	126-245	126-190
S2	126-057	126-057	126-230
S3	125-212	125-313	126-215
S4	125-047	125-148	126-169

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-182	128-083	127-008
R3	127-297	127-198	126-271
R2	127-092	127-092	126-253
R1	126-313	126-313	126-234	126-260
PP	126-207	126-207	126-207	126-180
S1	126-108	126-108	126-196	126-055
S2	126-002	126-002	126-177
S3	125-117	125-223	126-159
S4	124-232	125-018	126-102

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-305	126-100	0-205	0.5%	0-132	0.3%	78%	False	False	1,135,309
10	126-305	125-305	1-000	0.8%	0-124	0.3%	86%	False	False	1,016,584
20	129-025	125-225	3-120	2.7%	0-154	0.4%	33%	False	False	1,157,915
40	130-005	125-225	4-100	3.4%	0-166	0.4%	26%	False	False	1,099,638
60	130-005	125-225	4-100	3.4%	0-178	0.4%	26%	False	False	1,074,866
80	130-005	125-225	4-100	3.4%	0-192	0.5%	26%	False	False	868,967
100	130-005	124-160	5-165	4.3%	0-185	0.5%	42%	False	False	695,498
120	130-005	123-310	6-015	4.8%	0-161	0.4%	47%	False	False	579,583

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-032
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	129-026
2.618	128-077
1.618	127-232
1.000	127-130
0.618	127-067
HIGH	126-285
0.618	126-222
0.500	126-202
0.382	126-183
LOW	126-120
0.618	126-018
1.000	125-275
1.618	125-173
2.618	125-008
4.250	124-059

Fisher Pivots for day following 23-Nov-2015
Pivot	1 day	3 day
R1	126-241	126-244
PP	126-222	126-228
S1	126-202	126-212

Download as Excel Spreadsheet

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

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