ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 04-Nov-2015

Day Change Summary
	Previous	Current
	03-Nov-2015	04-Nov-2015	Change	Change %	Previous Week
Open	126-270	126-210	-0-060	-0.1%	128-005
High	126-310	126-225	-0-085	-0.2%	128-220
Low	126-155	126-075	-0-080	-0.2%	126-305
Close	126-175	126-115	-0-060	-0.1%	127-065
Range	0-155	0-150	-0-005	-3.2%	1-235
ATR	0-162	0-161	-0-001	-0.5%	0-000
Volume

Daily Pivots for day following 04-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	127-268	127-182	126-197
R3	127-118	127-032	126-156
R2	126-288	126-288	126-143
R1	126-202	126-202	126-129	126-170
PP	126-138	126-138	126-138	126-123
S1	126-052	126-052	126-101	126-020
S2	125-308	125-308	126-088
S3	125-158	125-222	126-074
S4	125-008	125-072	126-033

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	127-255	126-075	1-180	1.2%	0-162	0.4%	8%	False	True	462
10	128-240	126-075	2-165	2.0%	0-153	0.4%	5%	False	True	956
20	129-095	126-075	3-020	2.4%	0-147	0.4%	4%	False	True	639
40	129-195	126-005	3-190	2.8%	0-104	0.3%	10%	False	False	375
60	129-195	126-005	3-190	2.8%	0-069	0.2%	10%	False	False	250
80	129-195	124-175	5-020	4.0%	0-052	0.1%	36%	False	False	187
100	129-195	123-180	6-015	4.8%	0-042	0.1%	46%	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	0-024
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128-222
2.618	127-298
1.618	127-148
1.000	127-055
0.618	126-318
HIGH	126-225
0.618	126-168
0.500	126-150
0.382	126-132
LOW	126-075
0.618	125-302
1.000	125-245
1.618	125-152
2.618	125-002
4.250	124-078

Fisher Pivots for day following 04-Nov-2015
Pivot	1 day	3 day
R1	126-150	126-250
PP	126-138	126-205
S1	126-127	126-160

Download as Excel Spreadsheet

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

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