ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 08-Dec-2015

Day Change Summary
	Previous	Current
	07-Dec-2015	08-Dec-2015	Change	Change %	Previous Week
Open	126-160	126-280	0-120	0.3%	127-025
High	127-020	127-050	0-030	0.1%	127-200
Low	126-140	126-255	0-115	0.3%	125-300
Close	126-300	126-295	-0-005	0.0%	126-175
Range	0-200	0-115	-0-085	-42.5%	1-220
ATR	0-175	0-171	-0-004	-2.5%	0-000
Volume	30,109	20,552	-9,557	-31.7%	561,623

Daily Pivots for day following 08-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-012	127-268	127-038
R3	127-217	127-153	127-007
R2	127-102	127-102	126-316
R1	127-038	127-038	126-306	127-070
PP	126-307	126-307	126-307	127-002
S1	126-243	126-243	126-284	126-275
S2	126-192	126-192	126-274
S3	126-077	126-128	126-263
S4	125-282	126-013	126-232

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	127-180	125-300	1-200	1.3%	0-223	0.5%	61%	False	False	50,908
10	127-200	125-300	1-220	1.3%	0-178	0.4%	58%	False	False	509,473
20	127-200	125-300	1-220	1.3%	0-151	0.4%	58%	False	False	763,029
40	129-200	125-225	3-295	3.1%	0-160	0.4%	31%	False	False	950,701
60	130-005	125-225	4-100	3.4%	0-177	0.4%	28%	False	False	992,047
80	130-005	125-225	4-100	3.4%	0-186	0.5%	28%	False	False	931,509
100	130-005	124-280	5-045	4.1%	0-185	0.5%	40%	False	False	746,378
120	130-005	124-000	6-005	4.7%	0-172	0.4%	49%	False	False	622,039

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-035
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	128-219
2.618	128-031
1.618	127-236
1.000	127-165
0.618	127-121
HIGH	127-050
0.618	127-006
0.500	126-312
0.382	126-299
LOW	126-255
0.618	126-184
1.000	126-140
1.618	126-069
2.618	125-274
4.250	125-086

Fisher Pivots for day following 08-Dec-2015
Pivot	1 day	3 day
R1	126-312	126-255
PP	126-307	126-215
S1	126-301	126-175

Download as Excel Spreadsheet

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

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