ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 17-Nov-2015

Day Change Summary
	Previous	Current
	16-Nov-2015	17-Nov-2015	Change	Change %	Previous Week
Open	126-085	126-000	-0-085	-0.2%	125-145
High	126-105	126-075	-0-030	-0.1%	126-000
Low	126-005	125-220	-0-105	-0.3%	125-010
Close	126-020	126-040	0-020	0.0%	125-290
Range	0-100	0-175	0-075	75.0%	0-310
ATR	0-157	0-158	0-001	0.8%	0-000
Volume	21,136	46,755	25,619	121.2%	73,783

Daily Pivots for day following 17-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	127-210	127-140	126-136
R3	127-035	126-285	126-088
R2	126-180	126-180	126-072
R1	126-110	126-110	126-056	126-145
PP	126-005	126-005	126-005	126-023
S1	125-255	125-255	126-024	125-290
S2	125-150	125-150	126-008
S3	124-295	125-080	125-312
S4	124-120	124-225	125-264

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-177	128-063	126-141
R3	127-187	127-073	126-055
R2	126-197	126-197	126-027
R1	126-083	126-083	125-318	126-140
PP	125-207	125-207	125-207	125-235
S1	125-093	125-093	125-262	125-150
S2	124-217	124-217	125-233
S3	123-227	124-103	125-205
S4	122-237	123-113	125-120

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-105	125-110	0-315	0.8%	0-124	0.3%	79%	False	False	25,365
10	126-225	125-010	1-215	1.3%	0-153	0.4%	65%	False	False	14,167
20	128-240	125-010	3-230	2.9%	0-151	0.4%	29%	False	False	7,602
40	129-195	125-010	4-185	3.6%	0-138	0.3%	24%	False	False	3,916
60	129-195	125-010	4-185	3.6%	0-092	0.2%	24%	False	False	2,611
80	129-195	125-010	4-185	3.6%	0-069	0.2%	24%	False	False	1,958
100	129-195	124-030	5-165	4.4%	0-055	0.1%	37%	False	False	1,566
120	129-195	123-160	6-035	4.8%	0-046	0.1%	43%	False	False	1,305

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	0-022
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	128-179
2.618	127-213
1.618	127-038
1.000	126-250
0.618	126-183
HIGH	126-075
0.618	126-008
0.500	125-308
0.382	125-287
LOW	125-220
0.618	125-112
1.000	125-045
1.618	124-257
2.618	124-082
4.250	123-116

Fisher Pivots for day following 17-Nov-2015
Pivot	1 day	3 day
R1	126-023	126-017
PP	126-005	125-315
S1	125-308	125-292

Download as Excel Spreadsheet

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

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