ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 13-Oct-2015

Day Change Summary
	Previous	Current
	12-Oct-2015	13-Oct-2015	Change	Change %	Previous Week
Open	128-050	128-160	0-110	0.3%	128-235
High	128-120	128-185	0-065	0.2%	129-000
Low	128-050	128-085	0-035	0.1%	127-260
Close	128-115	128-150	0-035	0.1%	128-025
Range	0-070	0-100	0-030	42.9%	1-060
ATR	0-153	0-149	-0-004	-2.5%	0-000
Volume	5	245	240	4,800.0%	1,595

Daily Pivots for day following 13-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-120	129-075	128-205
R3	129-020	128-295	128-178
R2	128-240	128-240	128-168
R1	128-195	128-195	128-159	128-168
PP	128-140	128-140	128-140	128-126
S1	128-095	128-095	128-141	128-068
S2	128-040	128-040	128-132
S3	127-260	127-315	128-123
S4	127-160	127-215	128-095

Weekly Pivots for week ending 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	131-275	131-050	128-234
R3	130-215	129-310	128-129
R2	129-155	129-155	128-095
R1	128-250	128-250	128-060	128-172
PP	128-095	128-095	128-095	128-056
S1	127-190	127-190	127-310	127-112
S2	127-035	127-035	127-275
S3	125-295	126-130	127-240
S4	124-235	125-070	127-136

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-260	127-260	1-000	0.8%	0-138	0.3%	66%	False	False	50
10	129-195	127-260	1-255	1.4%	0-150	0.4%	37%	False	False	226
20	129-195	126-005	3-190	2.8%	0-087	0.2%	68%	False	False	123
40	129-195	126-005	3-190	2.8%	0-043	0.1%	68%	False	False	61
60	129-195	124-280	4-235	3.7%	0-029	0.1%	76%	False	False	41
80	129-195	123-180	6-015	4.7%	0-022	0.1%	81%	False	False	30

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129-290
2.618	129-127
1.618	129-027
1.000	128-285
0.618	128-247
HIGH	128-185
0.618	128-147
0.500	128-135
0.382	128-123
LOW	128-085
0.618	128-023
1.000	127-305
1.618	127-243
2.618	127-143
4.250	126-300

Fisher Pivots for day following 13-Oct-2015
Pivot	1 day	3 day
R1	128-145	128-121
PP	128-140	128-092
S1	128-135	128-062

Download as Excel Spreadsheet

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

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