ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 20-Oct-2015

Day Change Summary
	Previous	Current
	19-Oct-2015	20-Oct-2015	Change	Change %	Previous Week
Open	128-175	128-110	-0-065	-0.2%	128-050
High	128-240	128-220	-0-020	0.0%	129-095
Low	128-125	128-045	-0-080	-0.2%	128-050
Close	128-205	128-065	-0-140	-0.3%	128-230
Range	0-115	0-175	0-060	52.2%	1-045
ATR	0-151	0-153	0-002	1.1%	0-000
Volume

Daily Pivots for day following 20-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-315	129-205	128-161
R3	129-140	129-030	128-113
R2	128-285	128-285	128-097
R1	128-175	128-175	128-081	128-142
PP	128-110	128-110	128-110	128-094
S1	128-000	128-000	128-049	127-287
S2	127-255	127-255	128-033
S3	127-080	127-145	128-017
S4	126-225	126-290	127-289

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	128-045	1-050	0.9%	0-156	0.4%	5%	False	True	432
10	129-095	127-260	1-155	1.2%	0-147	0.4%	26%	False	False	241
20	129-195	127-055	2-140	1.9%	0-126	0.3%	42%	False	False	231
40	129-195	126-005	3-190	2.8%	0-063	0.2%	61%	False	False	115
60	129-195	125-165	4-030	3.2%	0-042	0.1%	66%	False	False	77
80	129-195	124-030	5-165	4.3%	0-031	0.1%	75%	False	False	57
100	129-195	123-160	6-035	4.8%	0-025	0.1%	77%	False	False	46

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	131-004
2.618	130-038
1.618	129-183
1.000	129-075
0.618	129-008
HIGH	128-220
0.618	128-153
0.500	128-132
0.382	128-112
LOW	128-045
0.618	127-257
1.000	127-190
1.618	127-082
2.618	126-227
4.250	125-261

Fisher Pivots for day following 20-Oct-2015
Pivot	1 day	3 day
R1	128-132	128-178
PP	128-110	128-140
S1	128-087	128-102

Download as Excel Spreadsheet

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

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