ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 30-Nov-2015

Day Change Summary
	Previous	Current
	27-Nov-2015	30-Nov-2015	Change	Change %	Previous Week
Open	126-295	127-025	0-050	0.1%	126-205
High	127-075	127-050	-0-025	-0.1%	127-075
Low	126-295	126-280	-0-015	0.0%	126-120
Close	127-025	127-005	-0-020	0.0%	127-025
Range	0-100	0-090	-0-010	-10.0%	0-275
ATR	0-145	0-141	-0-004	-2.7%	0-000
Volume	509,241	258,723	-250,518	-49.2%	6,199,501

Daily Pivots for day following 30-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	127-275	127-230	127-054
R3	127-185	127-140	127-030
R2	127-095	127-095	127-022
R1	127-050	127-050	127-013	127-028
PP	127-005	127-005	127-005	126-314
S1	126-280	126-280	126-317	126-258
S2	126-235	126-235	126-308
S3	126-145	126-190	126-300
S4	126-055	126-100	126-276

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-152	129-043	127-176
R3	128-197	128-088	127-101
R2	127-242	127-242	127-075
R1	127-133	127-133	127-050	127-188
PP	126-287	126-287	126-287	126-314
S1	126-178	126-178	127-000	126-232
S2	126-012	126-012	126-295
S3	125-057	125-223	126-269
S4	124-102	124-268	126-194

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-075	126-120	0-275	0.7%	0-115	0.3%	75%	False	False	1,291,644
10	127-075	126-100	0-295	0.7%	0-117	0.3%	76%	False	False	1,138,371
20	127-265	125-225	2-040	1.7%	0-136	0.3%	62%	False	False	1,131,478
40	129-200	125-225	3-295	3.1%	0-152	0.4%	33%	False	False	1,072,745
60	130-005	125-225	4-100	3.4%	0-172	0.4%	30%	False	False	1,080,139
80	130-005	125-225	4-100	3.4%	0-187	0.5%	30%	False	False	928,044
100	130-005	124-160	5-165	4.3%	0-180	0.4%	46%	False	False	742,895
120	130-005	124-000	6-005	4.7%	0-162	0.4%	50%	False	False	619,093

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-112
2.618	127-286
1.618	127-196
1.000	127-140
0.618	127-106
HIGH	127-050
0.618	127-016
0.500	127-005
0.382	126-314
LOW	126-280
0.618	126-224
1.000	126-190
1.618	126-134
2.618	126-044
4.250	125-218

Fisher Pivots for day following 30-Nov-2015
Pivot	1 day	3 day
R1	127-005	127-008
PP	127-005	127-007
S1	127-005	127-006

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

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