ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 19-Oct-2015

Day Change Summary
	Previous	Current
	16-Oct-2015	19-Oct-2015	Change	Change %	Previous Week
Open	128-235	128-175	-0-060	-0.1%	128-050
High	128-310	128-240	-0-070	-0.2%	129-095
Low	128-200	128-125	-0-075	-0.2%	128-050
Close	128-230	128-205	-0-025	-0.1%	128-230
Range	0-110	0-115	0-005	4.5%	1-045
ATR	0-154	0-151	-0-003	-1.8%	0-000
Volume

Daily Pivots for day following 19-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-215	129-165	128-268
R3	129-100	129-050	128-237
R2	128-305	128-305	128-226
R1	128-255	128-255	128-216	128-280
PP	128-190	128-190	128-190	128-202
S1	128-140	128-140	128-194	128-165
S2	128-075	128-075	128-184
S3	127-280	128-025	128-173
S4	127-165	127-230	128-142

Weekly Pivots for week ending 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	132-047	131-183	129-111
R3	131-002	130-138	129-010
R2	129-277	129-277	128-297
R1	129-093	129-093	128-263	129-185
PP	128-232	128-232	128-232	128-278
S1	128-048	128-048	128-197	128-140
S2	127-187	127-187	128-163
S3	126-142	127-003	128-130
S4	125-097	125-278	128-029

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-095	128-085	1-010	0.8%	0-141	0.3%	36%	False	False	481
10	129-095	127-260	1-155	1.2%	0-140	0.3%	56%	False	False	400
20	129-195	127-055	2-140	1.9%	0-117	0.3%	60%	False	False	231
40	129-195	126-005	3-190	2.8%	0-058	0.1%	73%	False	False	115
60	129-195	125-165	4-030	3.2%	0-039	0.1%	76%	False	False	77
80	129-195	123-180	6-015	4.7%	0-029	0.1%	84%	False	False	57
100	129-195	123-160	6-035	4.7%	0-023	0.1%	84%	False	False	46

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	0-025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130-089
2.618	129-221
1.618	129-106
1.000	129-035
0.618	128-311
HIGH	128-240
0.618	128-196
0.500	128-182
0.382	128-169
LOW	128-125
0.618	128-054
1.000	128-010
1.618	127-259
2.618	127-144
4.250	126-276

Fisher Pivots for day following 19-Oct-2015
Pivot	1 day	3 day
R1	128-197	128-265
PP	128-190	128-245
S1	128-182	128-225

Download as Excel Spreadsheet

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

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