ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 03-Dec-2015

Day Change Summary
	Previous	Current
	02-Dec-2015	03-Dec-2015	Change	Change %	Previous Week
Open	127-175	127-075	-0-100	-0.2%	126-205
High	127-180	127-095	-0-085	-0.2%	127-075
Low	127-030	125-315	-1-035	-0.9%	126-120
Close	127-095	126-060	-1-035	-0.9%	127-025
Range	0-150	1-100	0-270	180.0%	0-275
ATR	0-149	0-169	0-019	12.9%	0-000
Volume	58,676	86,929	28,253	48.2%	6,199,501

Daily Pivots for day following 03-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-137	129-198	126-291
R3	129-037	128-098	126-176
R2	127-257	127-257	126-137
R1	126-318	126-318	126-098	126-238
PP	126-157	126-157	126-157	126-116
S1	125-218	125-218	126-022	125-138
S2	125-057	125-057	125-303
S3	123-277	124-118	125-264
S4	122-177	123-018	125-149

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	127-200	125-315	1-205	1.3%	0-203	0.5%	12%	False	True	202,517
10	127-200	125-315	1-205	1.3%	0-161	0.4%	12%	False	True	867,514
20	127-200	125-225	1-295	1.5%	0-155	0.4%	25%	False	False	979,710
40	129-200	125-225	3-295	3.1%	0-160	0.4%	12%	False	False	1,005,272
60	130-005	125-225	4-100	3.4%	0-175	0.4%	11%	False	False	1,029,094
80	130-005	125-225	4-100	3.4%	0-188	0.5%	11%	False	False	930,901
100	130-005	124-280	5-045	4.1%	0-183	0.5%	26%	False	False	745,302
120	130-005	124-000	6-005	4.8%	0-168	0.4%	36%	False	False	621,131

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	0-032
Widest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	132-280
2.618	130-235
1.618	129-135
1.000	128-195
0.618	128-035
HIGH	127-095
0.618	126-255
0.500	126-205
0.382	126-155
LOW	125-315
0.618	125-055
1.000	124-215
1.618	123-275
2.618	122-175
4.250	120-130

Fisher Pivots for day following 03-Dec-2015
Pivot	1 day	3 day
R1	126-205	126-258
PP	126-157	126-192
S1	126-108	126-126

Download as Excel Spreadsheet

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

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