ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 25-Nov-2015

Day Change Summary
	Previous	Current
	24-Nov-2015	25-Nov-2015	Change	Change %	Previous Week
Open	126-095	126-120	0-025	0.1%	126-085
High	126-200	126-170	-0-030	-0.1%	126-115
Low	126-070	126-070	0-000	0.0%	125-220
Close	126-115	126-125	0-010	0.0%	126-025
Range	0-130	0-100	-0-030	-23.1%	0-215
ATR	0-149	0-145	-0-003	-2.3%	0-000
Volume	1,563,447	1,260,796	-302,651	-19.4%	485,537

Daily Pivots for day following 25-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	127-102	127-053	126-180
R3	127-002	126-273	126-152
R2	126-222	126-222	126-143
R1	126-173	126-173	126-134	126-198
PP	126-122	126-122	126-122	126-134
S1	126-073	126-073	126-116	126-098
S2	126-022	126-022	126-107
S3	125-242	125-293	126-098
S4	125-142	125-193	126-070

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-018	127-237	126-143
R3	127-123	127-022	126-084
R2	126-228	126-228	126-064
R1	126-127	126-127	126-045	126-070
PP	126-013	126-013	126-013	125-305
S1	125-232	125-232	126-005	125-175
S2	125-118	125-118	125-306
S3	124-223	125-017	125-286
S4	124-008	124-122	125-227

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-200	125-250	0-270	0.7%	0-123	0.3%	72%	False	False	834,970
10	126-200	125-110	1-090	1.0%	0-128	0.3%	82%	False	False	430,167
20	127-255	125-010	2-245	2.2%	0-146	0.4%	49%	False	False	215,941
40	129-195	125-010	4-185	3.6%	0-147	0.4%	30%	False	False	108,283
60	129-195	125-010	4-185	3.6%	0-104	0.3%	30%	False	False	72,192
80	129-195	125-010	4-185	3.6%	0-078	0.2%	30%	False	False	54,144
100	129-195	124-075	5-120	4.3%	0-063	0.2%	40%	False	False	43,315
120	129-195	123-160	6-035	4.8%	0-052	0.1%	47%	False	False	36,096

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-037
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-275
2.618	127-112
1.618	127-012
1.000	126-270
0.618	126-232
HIGH	126-170
0.618	126-132
0.500	126-120
0.382	126-108
LOW	126-070
0.618	126-008
1.000	125-290
1.618	125-228
2.618	125-128
4.250	124-285

Fisher Pivots for day following 25-Nov-2015
Pivot	1 day	3 day
R1	126-123	126-105
PP	126-122	126-085
S1	126-120	126-065

Download as Excel Spreadsheet

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

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