ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 17-Dec-2015

Day Change Summary
	Previous	Current
	16-Dec-2015	17-Dec-2015	Change	Change %	Previous Week
Open	126-240	126-145	-0-095	-0.2%	126-160
High	126-240	126-285	0-045	0.1%	127-280
Low	126-025	126-145	0-120	0.3%	126-140
Close	126-125	126-240	0-115	0.3%	127-230
Range	0-215	0-140	-0-075	-34.9%	1-140
ATR	0-186	0-184	-0-002	-1.0%	0-000
Volume	15,482	3,233	-12,249	-79.1%	111,354

Daily Pivots for day following 17-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-003	127-262	126-317
R3	127-183	127-122	126-278
R2	127-043	127-043	126-266
R1	126-302	126-302	126-253	127-012
PP	126-223	126-223	126-223	126-239
S1	126-162	126-162	126-227	126-192
S2	126-083	126-083	126-214
S3	125-263	126-022	126-202
S4	125-123	125-202	126-163

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	131-210	131-040	128-163
R3	130-070	129-220	128-036
R2	128-250	128-250	127-314
R1	128-080	128-080	127-272	128-165
PP	127-110	127-110	127-110	127-152
S1	126-260	126-260	127-188	127-025
S2	125-290	125-290	127-146
S3	124-150	125-120	127-104
S4	123-010	123-300	126-297

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-280	126-025	1-255	1.4%	0-222	0.5%	37%	False	False	11,757
10	127-280	125-300	1-300	1.5%	0-196	0.5%	42%	False	False	21,343
20	127-280	125-300	1-300	1.5%	0-178	0.4%	42%	False	False	444,429
40	129-030	125-225	3-125	2.7%	0-168	0.4%	31%	False	False	786,599
60	130-005	125-225	4-100	3.4%	0-174	0.4%	24%	False	False	877,921
80	130-005	125-225	4-100	3.4%	0-182	0.4%	24%	False	False	921,774
100	130-005	125-200	4-125	3.5%	0-192	0.5%	26%	False	False	747,296
120	130-005	124-160	5-165	4.4%	0-184	0.5%	41%	False	False	622,909

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	0-031
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	128-240
2.618	128-012
1.618	127-192
1.000	127-105
0.618	127-052
HIGH	126-285
0.618	126-232
0.500	126-215
0.382	126-198
LOW	126-145
0.618	126-058
1.000	126-005
1.618	125-238
2.618	125-098
4.250	124-190

Fisher Pivots for day following 17-Dec-2015
Pivot	1 day	3 day
R1	126-232	126-228
PP	126-223	126-215
S1	126-215	126-202

Download as Excel Spreadsheet

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

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