ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 28-Oct-2015

Day Change Summary
	Previous	Current
	27-Oct-2015	28-Oct-2015	Change	Change %	Previous Week
Open	128-090	128-145	0-055	0.1%	128-175
High	128-220	128-165	-0-055	-0.1%	128-240
Low	128-090	127-210	-0-200	-0.5%	127-290
Close	128-175	127-240	-0-255	-0.6%	128-005
Range	0-130	0-275	0-145	111.5%	0-270
ATR	0-152	0-161	0-010	6.3%	0-000
Volume	4,278	0	-4,278	-100.0%	2,570

Daily Pivots for day following 28-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-177	130-003	128-071
R3	129-222	129-048	127-316
R2	128-267	128-267	127-290
R1	128-093	128-093	127-265	128-042
PP	127-312	127-312	127-312	127-286
S1	127-138	127-138	127-215	127-088
S2	127-037	127-037	127-190
S3	126-082	126-183	127-164
S4	125-127	125-228	127-089

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	127-210	1-030	0.9%	0-145	0.4%	9%	False	True	1,450
10	129-085	127-210	1-195	1.3%	0-139	0.3%	6%	False	True	806
20	129-195	127-210	1-305	1.5%	0-149	0.4%	5%	False	True	624
40	129-195	126-005	3-190	2.8%	0-084	0.2%	48%	False	False	317
60	129-195	125-165	4-030	3.2%	0-056	0.1%	55%	False	False	211
80	129-195	124-075	5-120	4.2%	0-042	0.1%	65%	False	False	158
100	129-195	123-160	6-035	4.8%	0-033	0.1%	70%	False	False	126

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 108 trading days

Fibonacci Retracements and Extensions
4.250	132-054
2.618	130-245
1.618	129-290
1.000	129-120
0.618	129-015
HIGH	128-165
0.618	128-060
0.500	128-028
0.382	127-315
LOW	127-210
0.618	127-040
1.000	126-255
1.618	126-085
2.618	125-130
4.250	124-001

Fisher Pivots for day following 28-Oct-2015
Pivot	1 day	3 day
R1	128-028	128-055
PP	127-312	128-010
S1	127-276	127-285

Download as Excel Spreadsheet

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

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