ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 03-Nov-2015

Day Change Summary
	Previous	Current
	02-Nov-2015	03-Nov-2015	Change	Change %	Previous Week
Open	127-010	126-270	-0-060	-0.1%	128-005
High	127-105	126-310	-0-115	-0.3%	128-220
Low	126-265	126-155	-0-110	-0.3%	126-305
Close	126-270	126-175	-0-095	-0.2%	127-065
Range	0-160	0-155	-0-005	-3.1%	1-235
ATR	0-162	0-162	-0-001	-0.3%	0-000
Volume

Daily Pivots for day following 03-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-038	127-262	126-260
R3	127-203	127-107	126-218
R2	127-048	127-048	126-203
R1	126-272	126-272	126-189	126-243
PP	126-213	126-213	126-213	126-199
S1	126-117	126-117	126-161	126-088
S2	126-058	126-058	126-147
S3	125-223	125-282	126-132
S4	125-068	125-127	126-090

Weekly Pivots for week ending 30-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	132-262	131-238	128-050
R3	131-027	130-003	127-218
R2	129-112	129-112	127-167
R1	128-088	128-088	127-116	127-302
PP	127-197	127-197	127-197	127-144
S1	126-173	126-173	127-014	126-067
S2	125-282	125-282	126-283
S3	124-047	124-258	126-232
S4	122-132	123-023	126-080

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-165	126-155	2-010	1.6%	0-187	0.5%	3%	False	True	462
10	128-240	126-155	2-085	1.8%	0-149	0.4%	3%	False	True	1,038
20	129-095	126-155	2-260	2.2%	0-148	0.4%	2%	False	True	639
40	129-195	126-005	3-190	2.8%	0-100	0.2%	15%	False	False	375
60	129-195	126-005	3-190	2.8%	0-067	0.2%	15%	False	False	250
80	129-195	124-175	5-020	4.0%	0-050	0.1%	40%	False	False	187
100	129-195	123-180	6-015	4.8%	0-040	0.1%	49%	False	False	150

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129-009
2.618	128-076
1.618	127-241
1.000	127-145
0.618	127-086
HIGH	126-310
0.618	126-251
0.500	126-233
0.382	126-214
LOW	126-155
0.618	126-059
1.000	126-000
1.618	125-224
2.618	125-069
4.250	124-136

Fisher Pivots for day following 03-Nov-2015
Pivot	1 day	3 day
R1	126-233	126-290
PP	126-213	126-252
S1	126-194	126-213

Download as Excel Spreadsheet

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

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