ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 26-Oct-2015

Day Change Summary
	Previous	Current
	23-Oct-2015	26-Oct-2015	Change	Change %	Previous Week
Open	128-060	128-005	-0-055	-0.1%	128-175
High	128-060	128-080	0-020	0.0%	128-240
Low	127-290	127-300	0-010	0.0%	127-290
Close	128-005	128-060	0-055	0.1%	128-005
Range	0-090	0-100	0-010	11.1%	0-270
ATR	0-155	0-151	-0-004	-2.5%	0-000
Volume	0	1,221	1,221		2,570

Daily Pivots for day following 26-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-020	128-300	128-115
R3	128-240	128-200	128-088
R2	128-140	128-140	128-078
R1	128-100	128-100	128-069	128-120
PP	128-040	128-040	128-040	128-050
S1	128-000	128-000	128-051	128-020
S2	127-260	127-260	128-042
S3	127-160	127-220	128-032
S4	127-060	127-120	128-005

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-242	130-073	128-153
R3	129-292	129-123	128-079
R2	129-022	129-022	128-054
R1	128-173	128-173	128-030	128-122
PP	128-072	128-072	128-072	128-046
S1	127-223	127-223	127-300	127-173
S2	127-122	127-122	127-275
S3	126-172	126-273	127-251
S4	125-222	126-003	127-177

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-240	127-290	0-270	0.7%	0-121	0.3%	33%	False	False	758
10	129-095	127-290	1-125	1.1%	0-131	0.3%	20%	False	False	619
20	129-195	127-260	1-255	1.4%	0-142	0.3%	21%	False	False	419
40	129-195	126-005	3-190	2.8%	0-074	0.2%	60%	False	False	210
60	129-195	125-165	4-030	3.2%	0-049	0.1%	65%	False	False	140
80	129-195	124-075	5-120	4.2%	0-037	0.1%	74%	False	False	105
100	129-195	123-160	6-035	4.8%	0-029	0.1%	77%	False	False	84

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129-185
2.618	129-022
1.618	128-242
1.000	128-180
0.618	128-142
HIGH	128-080
0.618	128-042
0.500	128-030
0.382	128-018
LOW	127-300
0.618	127-238
1.000	127-200
1.618	127-138
2.618	127-038
4.250	126-195

Fisher Pivots for day following 26-Oct-2015
Pivot	1 day	3 day
R1	128-050	128-105
PP	128-040	128-090
S1	128-030	128-075

Download as Excel Spreadsheet

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

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