ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 30-Nov-2015

Day Change Summary
	Previous	Current
	27-Nov-2015	30-Nov-2015	Change	Change %	Previous Week
Open	126-100	126-160	0-060	0.1%	126-015
High	126-200	126-185	-0-015	0.0%	126-200
Low	126-095	126-085	-0-010	0.0%	125-250
Close	126-160	126-140	-0-020	0.0%	126-160
Range	0-105	0-100	-0-005	-4.8%	0-270
ATR	0-142	0-139	-0-003	-2.1%	0-000
Volume	543,475	951,818	408,343	75.1%	4,300,679

Daily Pivots for day following 30-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	127-117	127-068	126-195
R3	127-017	126-288	126-168
R2	126-237	126-237	126-158
R1	126-188	126-188	126-149	126-162
PP	126-137	126-137	126-137	126-124
S1	126-088	126-088	126-131	126-062
S2	126-037	126-037	126-122
S3	125-257	125-308	126-112
S4	125-157	125-208	126-085

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%	0-123	0.3%	78%	False	False	1,050,499
10	126-200	125-220	0-300	0.7%	0-121	0.3%	80%	False	False	573,803
20	127-105	125-010	2-095	1.8%	0-139	0.3%	61%	False	False	290,590
40	129-095	125-010	4-085	3.4%	0-143	0.4%	33%	False	False	145,655
60	129-195	125-010	4-185	3.6%	0-108	0.3%	31%	False	False	97,113
80	129-195	125-010	4-185	3.6%	0-081	0.2%	31%	False	False	72,835
100	129-195	124-075	5-120	4.3%	0-065	0.2%	41%	False	False	58,268
120	129-195	123-180	6-015	4.8%	0-054	0.1%	48%	False	False	48,556

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-036
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-290
2.618	127-127
1.618	127-027
1.000	126-285
0.618	126-247
HIGH	126-185
0.618	126-147
0.500	126-135
0.382	126-123
LOW	126-085
0.618	126-023
1.000	125-305
1.618	125-243
2.618	125-143
4.250	124-300

Fisher Pivots for day following 30-Nov-2015
Pivot	1 day	3 day
R1	126-138	126-138
PP	126-137	126-137
S1	126-135	126-135

Download as Excel Spreadsheet

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

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