ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 25-Nov-2015

Day Change Summary
	Previous	Current
	24-Nov-2015	25-Nov-2015	Change	Change %	Previous Week
Open	126-275	126-295	0-020	0.0%	126-300
High	127-060	127-025	-0-035	-0.1%	126-305
Low	126-245	126-260	0-015	0.0%	126-100
Close	126-290	126-315	0-025	0.1%	126-215
Range	0-135	0-085	-0-050	-37.0%	0-205
ATR	0-154	0-149	-0-005	-3.2%	0-000
Volume	2,364,395	1,608,815	-755,580	-32.0%	4,925,487

Daily Pivots for day following 25-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	127-242	127-203	127-042
R3	127-157	127-118	127-018
R2	127-072	127-072	127-011
R1	127-033	127-033	127-003	127-052
PP	126-307	126-307	126-307	126-316
S1	126-268	126-268	126-307	126-288
S2	126-222	126-222	126-299
S3	126-137	126-183	126-292
S4	126-052	126-098	126-268

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	127-060	126-120	0-260	0.6%	0-119	0.3%	75%	False	False	1,532,511
10	127-060	126-005	1-055	0.9%	0-126	0.3%	83%	False	False	1,278,037
20	128-085	125-225	2-180	2.0%	0-144	0.4%	50%	False	False	1,245,092
40	130-005	125-225	4-100	3.4%	0-162	0.4%	30%	False	False	1,133,123
60	130-005	125-225	4-100	3.4%	0-174	0.4%	30%	False	False	1,100,810
80	130-005	125-225	4-100	3.4%	0-190	0.5%	30%	False	False	918,537
100	130-005	124-160	5-165	4.3%	0-182	0.4%	45%	False	False	735,229
120	130-005	123-310	6-015	4.8%	0-161	0.4%	50%	False	False	612,693

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-035
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	128-066
2.618	127-248
1.618	127-163
1.000	127-110
0.618	127-078
HIGH	127-025
0.618	126-313
0.500	126-302
0.382	126-292
LOW	126-260
0.618	126-207
1.000	126-175
1.618	126-122
2.618	126-037
4.250	125-219

Fisher Pivots for day following 25-Nov-2015
Pivot	1 day	3 day
R1	126-311	126-293
PP	126-307	126-272
S1	126-302	126-250

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

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