ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 07-Dec-2015

Day Change Summary
	Previous	Current
	04-Dec-2015	07-Dec-2015	Change	Change %	Previous Week
Open	126-100	126-160	0-060	0.1%	127-025
High	126-210	127-020	0-130	0.3%	127-200
Low	125-300	126-140	0-160	0.4%	125-300
Close	126-175	126-300	0-125	0.3%	126-175
Range	0-230	0-200	-0-030	-13.0%	1-220
ATR	0-173	0-175	0-002	1.1%	0-000
Volume	58,276	30,109	-28,167	-48.3%	561,623

Daily Pivots for day following 07-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-220	128-140	127-090
R3	128-020	127-260	127-035
R2	127-140	127-140	127-017
R1	127-060	127-060	126-318	127-100
PP	126-260	126-260	126-260	126-280
S1	126-180	126-180	126-282	126-220
S2	126-060	126-060	126-263
S3	125-180	125-300	126-245
S4	124-300	125-100	126-190

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%	0-251	0.6%	59%	False	False	66,601
10	127-200	125-300	1-220	1.3%	0-183	0.5%	59%	False	False	679,123
20	127-200	125-225	1-295	1.5%	0-152	0.4%	64%	False	False	827,521
40	129-200	125-225	3-295	3.1%	0-161	0.4%	31%	False	False	954,044
60	130-005	125-225	4-100	3.4%	0-177	0.4%	29%	False	False	1,000,878
80	130-005	125-225	4-100	3.4%	0-186	0.5%	29%	False	False	931,399
100	130-005	124-280	5-045	4.0%	0-184	0.5%	40%	False	False	746,183
120	130-005	124-000	6-005	4.7%	0-172	0.4%	49%	False	False	621,868

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	0-040
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	129-230
2.618	128-224
1.618	128-024
1.000	127-220
0.618	127-144
HIGH	127-020
0.618	126-264
0.500	126-240
0.382	126-216
LOW	126-140
0.618	126-016
1.000	125-260
1.618	125-136
2.618	124-256
4.250	123-250

Fisher Pivots for day following 07-Dec-2015
Pivot	1 day	3 day
R1	126-280	126-266
PP	126-260	126-232
S1	126-240	126-198

Download as Excel Spreadsheet

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

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