ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 18-Nov-2015

Day Change Summary
	Previous	Current
	17-Nov-2015	18-Nov-2015	Change	Change %	Previous Week
Open	126-000	126-020	0-020	0.0%	125-145
High	126-075	126-050	-0-025	-0.1%	126-000
Low	125-220	125-260	0-040	0.1%	125-010
Close	126-040	126-015	-0-025	-0.1%	125-290
Range	0-175	0-110	-0-065	-37.1%	0-310
ATR	0-158	0-155	-0-003	-2.2%	0-000
Volume	46,755	0	-46,755	-100.0%	73,783

Daily Pivots for day following 18-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	127-012	126-283	126-076
R3	126-222	126-173	126-045
R2	126-112	126-112	126-035
R1	126-063	126-063	126-025	126-033
PP	126-002	126-002	126-002	125-306
S1	125-273	125-273	126-005	125-242
S2	125-212	125-212	125-315
S3	125-102	125-163	125-305
S4	124-312	125-053	125-274

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%	0-132	0.3%	71%	False	False	25,365
10	126-155	125-010	1-145	1.2%	0-149	0.4%	70%	False	False	14,167
20	128-240	125-010	3-230	3.0%	0-151	0.4%	27%	False	False	7,561
40	129-195	125-010	4-185	3.6%	0-141	0.3%	22%	False	False	3,916
60	129-195	125-010	4-185	3.6%	0-094	0.2%	22%	False	False	2,611
80	129-195	125-010	4-185	3.6%	0-071	0.2%	22%	False	False	1,958
100	129-195	124-030	5-165	4.4%	0-056	0.1%	35%	False	False	1,566
120	129-195	123-160	6-035	4.8%	0-047	0.1%	42%	False	False	1,305

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-198
2.618	127-018
1.618	126-228
1.000	126-160
0.618	126-118
HIGH	126-050
0.618	126-008
0.500	125-315
0.382	125-302
LOW	125-260
0.618	125-192
1.000	125-150
1.618	125-082
2.618	124-292
4.250	124-112

Fisher Pivots for day following 18-Nov-2015
Pivot	1 day	3 day
R1	126-008	126-011
PP	126-002	126-007
S1	125-315	126-002

Download as Excel Spreadsheet

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

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