ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 02-Dec-2015

Day Change Summary
	Previous	Current
	01-Dec-2015	02-Dec-2015	Change	Change %	Previous Week
Open	126-160	127-005	0-165	0.4%	126-015
High	127-025	127-005	-0-020	0.0%	126-200
Low	126-075	126-160	0-085	0.2%	125-250
Close	126-305	126-230	-0-075	-0.2%	126-160
Range	0-270	0-165	-0-105	-38.9%	0-270
ATR	0-149	0-150	0-001	0.8%	0-000
Volume	1,221,403	1,039,500	-181,903	-14.9%	4,300,679

Daily Pivots for day following 02-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-093	128-007	127-001
R3	127-248	127-162	126-275
R2	127-083	127-083	126-260
R1	126-317	126-317	126-245	126-278
PP	126-238	126-238	126-238	126-219
S1	126-152	126-152	126-215	126-112
S2	126-073	126-073	126-200
S3	125-228	125-307	126-185
S4	125-063	125-142	126-139

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	127-025	126-070	0-275	0.7%	0-148	0.4%	58%	False	False	1,003,398
10	127-025	125-250	1-095	1.0%	0-137	0.3%	72%	False	False	793,104
20	127-025	125-010	2-015	1.6%	0-145	0.4%	82%	False	False	403,636
40	129-095	125-010	4-085	3.4%	0-146	0.4%	40%	False	False	202,137
60	129-195	125-010	4-185	3.6%	0-115	0.3%	37%	False	False	134,795
80	129-195	125-010	4-185	3.6%	0-086	0.2%	37%	False	False	101,096
100	129-195	124-175	5-020	4.0%	0-069	0.2%	43%	False	False	80,877
120	129-195	123-180	6-015	4.8%	0-058	0.1%	52%	False	False	67,397

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	0-035
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129-066
2.618	128-117
1.618	127-272
1.000	127-170
0.618	127-107
HIGH	127-005
0.618	126-262
0.500	126-242
0.382	126-223
LOW	126-160
0.618	126-058
1.000	125-315
1.618	125-213
2.618	125-048
4.250	124-099

Fisher Pivots for day following 02-Dec-2015
Pivot	1 day	3 day
R1	126-242	126-223
PP	126-238	126-217
S1	126-234	126-210

Download as Excel Spreadsheet

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

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