ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 03-Dec-2015

Day Change Summary
	Previous	Current
	02-Dec-2015	03-Dec-2015	Change	Change %	Previous Week
Open	127-005	126-215	-0-110	-0.3%	126-015
High	127-005	126-230	-0-095	-0.2%	126-200
Low	126-160	125-110	-1-050	-0.9%	125-250
Close	126-230	125-175	-1-055	-0.9%	126-160
Range	0-165	1-120	0-275	166.7%	0-270
ATR	0-150	0-170	0-021	13.9%	0-000
Volume	1,039,500	1,515,071	475,571	45.7%	4,300,679

Daily Pivots for day following 03-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-318	129-047	126-097
R3	128-198	127-247	125-296
R2	127-078	127-078	125-256
R1	126-127	126-127	125-215	126-042
PP	125-278	125-278	125-278	125-236
S1	125-007	125-007	125-135	124-242
S2	124-158	124-158	125-094
S3	123-038	123-207	125-054
S4	121-238	122-087	124-253

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	125-110	1-235	1.4%	0-216	0.5%	12%	False	True	1,054,253
10	127-025	125-110	1-235	1.4%	0-170	0.4%	12%	False	True	944,611
20	127-025	125-010	2-015	1.6%	0-159	0.4%	25%	False	False	479,389
40	129-095	125-010	4-085	3.4%	0-153	0.4%	12%	False	False	240,014
60	129-195	125-010	4-185	3.6%	0-122	0.3%	11%	False	False	160,046
80	129-195	125-010	4-185	3.6%	0-092	0.2%	11%	False	False	120,034
100	129-195	124-175	5-020	4.0%	0-073	0.2%	20%	False	False	96,027
120	129-195	123-180	6-015	4.8%	0-061	0.2%	33%	False	False	80,023

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Widest range in 133 trading days

Fibonacci Retracements and Extensions
4.250	132-180
2.618	130-102
1.618	128-302
1.000	128-030
0.618	127-182
HIGH	126-230
0.618	126-062
0.500	126-010
0.382	125-278
LOW	125-110
0.618	124-158
1.000	123-310
1.618	123-038
2.618	121-238
4.250	119-160

Fisher Pivots for day following 03-Dec-2015
Pivot	1 day	3 day
R1	126-010	126-068
PP	125-278	125-317
S1	125-227	125-246

Download as Excel Spreadsheet

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

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