ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 04-Dec-2015

Day Change Summary
	Previous	Current
	03-Dec-2015	04-Dec-2015	Change	Change %	Previous Week
Open	126-215	125-215	-1-000	-0.8%	126-160
High	126-230	126-020	-0-210	-0.5%	127-025
Low	125-110	125-090	-0-020	0.0%	125-090
Close	125-175	125-295	0-120	0.3%	125-295
Range	1-120	0-250	-0-190	-43.2%	1-255
ATR	0-170	0-176	0-006	3.3%	0-000
Volume	1,515,071	1,621,210	106,139	7.0%	6,349,002

Daily Pivots for day following 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-032	127-253	126-112
R3	127-102	127-003	126-044
R2	126-172	126-172	126-021
R1	126-073	126-073	125-318	126-122
PP	125-242	125-242	125-242	125-266
S1	125-143	125-143	125-272	125-192
S2	124-312	124-312	125-249
S3	124-062	124-213	125-226
S4	123-132	123-283	125-158

Weekly Pivots for week ending 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	131-155	130-160	126-291
R3	129-220	128-225	126-133
R2	127-285	127-285	126-080
R1	126-290	126-290	126-028	126-160
PP	126-030	126-030	126-030	125-285
S1	125-035	125-035	125-242	124-225
S2	124-095	124-095	125-190
S3	122-160	123-100	125-137
S4	120-225	121-165	124-299

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-025	125-090	1-255	1.4%	0-245	0.6%	36%	False	True	1,269,800
10	127-025	125-090	1-255	1.4%	0-184	0.5%	36%	False	True	1,093,620
20	127-025	125-010	2-015	1.6%	0-166	0.4%	44%	False	False	560,450
40	129-095	125-010	4-085	3.4%	0-154	0.4%	21%	False	False	280,544
60	129-195	125-010	4-185	3.6%	0-127	0.3%	19%	False	False	187,066
80	129-195	125-010	4-185	3.6%	0-095	0.2%	19%	False	False	140,300
100	129-195	124-175	5-020	4.0%	0-076	0.2%	27%	False	False	112,240
120	129-195	123-180	6-015	4.8%	0-063	0.2%	39%	False	False	93,533

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129-122
2.618	128-034
1.618	127-104
1.000	126-270
0.618	126-174
HIGH	126-020
0.618	125-244
0.500	125-215
0.382	125-186
LOW	125-090
0.618	124-256
1.000	124-160
1.618	124-006
2.618	123-076
4.250	121-308

Fisher Pivots for day following 04-Dec-2015
Pivot	1 day	3 day
R1	125-268	126-048
PP	125-242	126-023
S1	125-215	125-319

Download as Excel Spreadsheet

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

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