ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 27-Nov-2015

Day Change Summary
	Previous	Current
	25-Nov-2015	27-Nov-2015	Change	Change %	Previous Week
Open	126-120	126-100	-0-020	0.0%	126-015
High	126-170	126-200	0-030	0.1%	126-200
Low	126-070	126-095	0-025	0.1%	125-250
Close	126-125	126-160	0-035	0.1%	126-160
Range	0-100	0-105	0-005	5.0%	0-270
ATR	0-145	0-142	-0-003	-2.0%	0-000
Volume	1,260,796	543,475	-717,321	-56.9%	4,300,679

Daily Pivots for day following 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	127-147	127-098	126-218
R3	127-042	126-313	126-189
R2	126-257	126-257	126-179
R1	126-208	126-208	126-170	126-232
PP	126-152	126-152	126-152	126-164
S1	126-103	126-103	126-150	126-128
S2	126-047	126-047	126-141
S3	125-262	125-318	126-131
S4	125-157	125-213	126-102

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-267	128-163	126-308
R3	127-317	127-213	126-234
R2	127-047	127-047	126-210
R1	126-263	126-263	126-185	126-315
PP	126-097	126-097	126-097	126-122
S1	125-313	125-313	126-135	126-045
S2	125-147	125-147	126-110
S3	124-197	125-043	126-086
S4	123-247	124-093	126-012

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%	0-122	0.3%	85%	True	False	917,440
10	126-200	125-160	1-040	0.9%	0-127	0.3%	89%	True	False	481,655
20	127-105	125-010	2-095	1.8%	0-140	0.3%	64%	False	False	243,115
40	129-195	125-010	4-185	3.6%	0-147	0.4%	32%	False	False	121,868
60	129-195	125-010	4-185	3.6%	0-106	0.3%	32%	False	False	81,250
80	129-195	125-010	4-185	3.6%	0-080	0.2%	32%	False	False	60,937
100	129-195	124-075	5-120	4.2%	0-064	0.2%	42%	False	False	48,750
120	129-195	123-160	6-035	4.8%	0-053	0.1%	49%	False	False	40,625

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-035
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-006
2.618	127-155
1.618	127-050
1.000	126-305
0.618	126-265
HIGH	126-200
0.618	126-160
0.500	126-148
0.382	126-135
LOW	126-095
0.618	126-030
1.000	125-310
1.618	125-245
2.618	125-140
4.250	124-289

Fisher Pivots for day following 27-Nov-2015
Pivot	1 day	3 day
R1	126-156	126-152
PP	126-152	126-143
S1	126-148	126-135

Download as Excel Spreadsheet

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

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