ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 27-Oct-2015

Day Change Summary
	Previous	Current
	26-Oct-2015	27-Oct-2015	Change	Change %	Previous Week
Open	128-005	128-090	0-085	0.2%	128-175
High	128-080	128-220	0-140	0.3%	128-240
Low	127-300	128-090	0-110	0.3%	127-290
Close	128-060	128-175	0-115	0.3%	128-005
Range	0-100	0-130	0-030	30.0%	0-270
ATR	0-151	0-152	0-001	0.4%	0-000
Volume	1,221	4,278	3,057	250.4%	2,570

Daily Pivots for day following 27-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-232	129-173	128-246
R3	129-102	129-043	128-211
R2	128-292	128-292	128-199
R1	128-233	128-233	128-187	128-262
PP	128-162	128-162	128-162	128-176
S1	128-103	128-103	128-163	128-133
S2	128-032	128-032	128-151
S3	127-222	127-293	128-139
S4	127-092	127-163	128-104

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%	0-112	0.3%	76%	False	False	1,613
10	129-095	127-290	1-125	1.1%	0-134	0.3%	46%	False	False	1,022
20	129-195	127-260	1-255	1.4%	0-142	0.3%	41%	False	False	624
40	129-195	126-005	3-190	2.8%	0-077	0.2%	70%	False	False	317
60	129-195	125-165	4-030	3.2%	0-051	0.1%	74%	False	False	211
80	129-195	124-075	5-120	4.2%	0-038	0.1%	80%	False	False	158
100	129-195	123-160	6-035	4.8%	0-031	0.1%	83%	False	False	126

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	0-024
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	130-132
2.618	129-240
1.618	129-110
1.000	129-030
0.618	128-300
HIGH	128-220
0.618	128-170
0.500	128-155
0.382	128-140
LOW	128-090
0.618	128-010
1.000	127-280
1.618	127-200
2.618	127-070
4.250	126-178

Fisher Pivots for day following 27-Oct-2015
Pivot	1 day	3 day
R1	128-168	128-148
PP	128-162	128-122
S1	128-155	128-095

Download as Excel Spreadsheet

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

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