ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 19-Nov-2015

Day Change Summary
	Previous	Current
	18-Nov-2015	19-Nov-2015	Change	Change %	Previous Week
Open	126-020	126-000	-0-020	0.0%	125-145
High	126-050	126-095	0-045	0.1%	126-000
Low	125-260	125-305	0-045	0.1%	125-010
Close	126-015	126-055	0-040	0.1%	125-290
Range	0-110	0-110	0-000	0.0%	0-310
ATR	0-155	0-152	-0-003	-2.1%	0-000
Volume	0	131,122	131,122		73,783

Daily Pivots for day following 19-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	127-055	127-005	126-116
R3	126-265	126-215	126-085
R2	126-155	126-155	126-075
R1	126-105	126-105	126-065	126-130
PP	126-045	126-045	126-045	126-058
S1	125-315	125-315	126-045	126-020
S2	125-255	125-255	126-035
S3	125-145	125-205	126-025
S4	125-035	125-095	125-314

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	125-160	0-265	0.7%	0-131	0.3%	81%	False	False	45,870
10	126-140	125-010	1-130	1.1%	0-148	0.4%	81%	False	False	27,279
20	128-220	125-010	3-210	2.9%	0-150	0.4%	31%	False	False	14,030
40	129-195	125-010	4-185	3.6%	0-143	0.4%	25%	False	False	7,195
60	129-195	125-010	4-185	3.6%	0-096	0.2%	25%	False	False	4,796
80	129-195	125-010	4-185	3.6%	0-072	0.2%	25%	False	False	3,597
100	129-195	124-030	5-165	4.4%	0-058	0.1%	38%	False	False	2,878
120	129-195	123-160	6-035	4.8%	0-048	0.1%	44%	False	False	2,398

Crabel Price Patterns
NR	False
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	True
Bear Hook	False
Bull Hook	False
Stretch	0-023

Fibonacci Retracements and Extensions
4.250	127-243
2.618	127-063
1.618	126-273
1.000	126-205
0.618	126-163
HIGH	126-095
0.618	126-053
0.500	126-040
0.382	126-027
LOW	125-305
0.618	125-237
1.000	125-195
1.618	125-127
2.618	125-017
4.250	124-157

Fisher Pivots for day following 19-Nov-2015
Pivot	1 day	3 day
R1	126-050	126-036
PP	126-045	126-017
S1	126-040	125-318

Download as Excel Spreadsheet

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

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