ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 04-Dec-2015

Day Change Summary
	Previous	Current
	03-Dec-2015	04-Dec-2015	Change	Change %	Previous Week
Open	127-075	126-100	-0-295	-0.7%	127-025
High	127-095	126-210	-0-205	-0.5%	127-200
Low	125-315	125-300	-0-015	0.0%	125-300
Close	126-060	126-175	0-115	0.3%	126-175
Range	1-100	0-230	-0-190	-45.2%	1-220
ATR	0-169	0-173	0-004	2.6%	0-000
Volume	86,929	58,276	-28,653	-33.0%	561,623

Daily Pivots for day following 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-172	128-083	126-302
R3	127-262	127-173	126-238
R2	127-032	127-032	126-217
R1	126-263	126-263	126-196	126-308
PP	126-122	126-122	126-122	126-144
S1	126-033	126-033	126-154	126-078
S2	125-212	125-212	126-133
S3	124-302	125-123	126-112
S4	124-072	124-213	126-048

Weekly Pivots for week ending 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	131-245	130-270	127-152
R3	130-025	129-050	127-004
R2	128-125	128-125	126-274
R1	127-150	127-150	126-224	127-028
PP	126-225	126-225	126-225	126-164
S1	125-250	125-250	126-126	125-128
S2	125-005	125-005	126-076
S3	123-105	124-030	126-026
S4	121-205	122-130	125-198

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-200	125-300	1-220	1.3%	0-229	0.6%	36%	False	True	112,324
10	127-200	125-300	1-220	1.3%	0-173	0.4%	36%	False	True	771,662
20	127-200	125-225	1-295	1.5%	0-160	0.4%	44%	False	False	918,244
40	129-200	125-225	3-295	3.1%	0-160	0.4%	22%	False	False	977,184
60	130-005	125-225	4-100	3.4%	0-177	0.4%	20%	False	False	1,012,748
80	130-005	125-225	4-100	3.4%	0-187	0.5%	20%	False	False	931,299
100	130-005	124-280	5-045	4.1%	0-183	0.5%	33%	False	False	745,884
120	130-005	124-000	6-005	4.8%	0-170	0.4%	42%	False	False	621,617

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129-228
2.618	128-172
1.618	127-262
1.000	127-120
0.618	127-032
HIGH	126-210
0.618	126-122
0.500	126-095
0.382	126-068
LOW	125-300
0.618	125-158
1.000	125-070
1.618	124-248
2.618	124-018
4.250	122-282

Fisher Pivots for day following 04-Dec-2015
Pivot	1 day	3 day
R1	126-148	126-240
PP	126-122	126-218
S1	126-095	126-197

Download as Excel Spreadsheet

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

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