ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 07-Dec-2015

Day Change Summary
	Previous	Current
	04-Dec-2015	07-Dec-2015	Change	Change %	Previous Week
Open	125-215	125-280	0-065	0.2%	126-160
High	126-020	126-155	0-135	0.3%	127-025
Low	125-090	125-250	0-160	0.4%	125-090
Close	125-295	126-110	0-135	0.3%	125-295
Range	0-250	0-225	-0-025	-10.0%	1-255
ATR	0-176	0-180	0-003	2.0%	0-000
Volume	1,621,210	882,975	-738,235	-45.5%	6,349,002

Daily Pivots for day following 07-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-100	128-010	126-234
R3	127-195	127-105	126-172
R2	126-290	126-290	126-151
R1	126-200	126-200	126-131	126-245
PP	126-065	126-065	126-065	126-088
S1	125-295	125-295	126-089	126-020
S2	125-160	125-160	126-069
S3	124-255	125-070	126-048
S4	124-030	124-165	125-306

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%	0-270	0.7%	59%	False	False	1,256,031
10	127-025	125-090	1-255	1.4%	0-196	0.5%	59%	False	False	1,153,265
20	127-025	125-010	2-015	1.6%	0-158	0.4%	64%	False	False	604,598
40	129-095	125-010	4-085	3.4%	0-156	0.4%	31%	False	False	302,619
60	129-195	125-010	4-185	3.6%	0-130	0.3%	29%	False	False	201,783
80	129-195	125-010	4-185	3.6%	0-098	0.2%	29%	False	False	151,337
100	129-195	124-175	5-020	4.0%	0-078	0.2%	35%	False	False	121,069
120	129-195	123-180	6-015	4.8%	0-065	0.2%	46%	False	False	100,891

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 3 trading days

Fibonacci Retracements and Extensions
4.250	129-151
2.618	128-104
1.618	127-199
1.000	127-060
0.618	126-294
HIGH	126-155
0.618	126-069
0.500	126-042
0.382	126-016
LOW	125-250
0.618	125-111
1.000	125-025
1.618	124-206
2.618	123-301
4.250	122-254

Fisher Pivots for day following 07-Dec-2015
Pivot	1 day	3 day
R1	126-088	126-073
PP	126-065	126-037
S1	126-042	126-000

Download as Excel Spreadsheet

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

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