ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 10-Dec-2015

Day Change Summary
	Previous	Current
	09-Dec-2015	10-Dec-2015	Change	Change %	Previous Week
Open	126-310	127-060	0-070	0.2%	127-025
High	127-105	127-080	-0-025	-0.1%	127-200
Low	126-225	126-300	0-075	0.2%	125-300
Close	127-080	126-305	-0-095	-0.2%	126-175
Range	0-200	0-100	-0-100	-50.0%	1-220
ATR	0-173	0-168	-0-005	-3.0%	0-000
Volume	17,511	28,202	10,691	61.1%	561,623

Daily Pivots for day following 10-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	127-315	127-250	127-040
R3	127-215	127-150	127-012
R2	127-115	127-115	127-003
R1	127-050	127-050	126-314	127-032
PP	127-015	127-015	127-015	127-006
S1	126-270	126-270	126-296	126-252
S2	126-235	126-235	126-287
S3	126-135	126-170	126-278
S4	126-035	126-070	126-250

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	127-105	125-300	1-125	1.1%	0-169	0.4%	73%	False	False	30,930
10	127-200	125-300	1-220	1.3%	0-186	0.5%	60%	False	False	116,723
20	127-200	125-300	1-220	1.3%	0-156	0.4%	60%	False	False	697,380
40	129-200	125-225	3-295	3.1%	0-159	0.4%	32%	False	False	900,875
60	130-005	125-225	4-100	3.4%	0-174	0.4%	29%	False	False	958,847
80	130-005	125-225	4-100	3.4%	0-186	0.5%	29%	False	False	931,797
100	130-005	125-130	4-195	3.6%	0-186	0.5%	34%	False	False	746,800
120	130-005	124-000	6-005	4.7%	0-175	0.4%	49%	False	False	622,420

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-039
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	128-185
2.618	128-022
1.618	127-242
1.000	127-180
0.618	127-142
HIGH	127-080
0.618	127-042
0.500	127-030
0.382	127-018
LOW	126-300
0.618	126-238
1.000	126-200
1.618	126-138
2.618	126-038
4.250	125-195

Fisher Pivots for day following 10-Dec-2015
Pivot	1 day	3 day
R1	127-030	127-005
PP	127-015	126-318
S1	127-000	126-312

Download as Excel Spreadsheet

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

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