ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 08-Dec-2015

Day Change Summary
	Previous	Current
	07-Dec-2015	08-Dec-2015	Change	Change %	Previous Week
Open	125-280	126-100	0-140	0.3%	126-160
High	126-155	126-195	0-040	0.1%	127-025
Low	125-250	126-060	0-130	0.3%	125-090
Close	126-110	126-105	-0-005	0.0%	125-295
Range	0-225	0-135	-0-090	-40.0%	1-255
ATR	0-180	0-176	-0-003	-1.8%	0-000
Volume	882,975	1,008,344	125,369	14.2%	6,349,002

Daily Pivots for day following 08-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	127-205	127-130	126-179
R3	127-070	126-315	126-142
R2	126-255	126-255	126-130
R1	126-180	126-180	126-117	126-218
PP	126-120	126-120	126-120	126-139
S1	126-045	126-045	126-093	126-082
S2	125-305	125-305	126-080
S3	125-170	125-230	126-068
S4	125-035	125-095	126-031

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	127-005	125-090	1-235	1.4%	0-243	0.6%	60%	False	False	1,213,420
10	127-025	125-090	1-255	1.4%	0-192	0.5%	58%	False	False	1,160,803
20	127-025	125-090	1-255	1.4%	0-158	0.4%	58%	False	False	655,016
40	129-095	125-010	4-085	3.4%	0-158	0.4%	30%	False	False	327,827
60	129-195	125-010	4-185	3.6%	0-133	0.3%	28%	False	False	218,588
80	129-195	125-010	4-185	3.6%	0-099	0.2%	28%	False	False	163,941
100	129-195	124-175	5-020	4.0%	0-080	0.2%	35%	False	False	131,153
120	129-195	123-180	6-015	4.8%	0-066	0.2%	46%	False	False	109,294

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-040
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	128-129
2.618	127-228
1.618	127-093
1.000	127-010
0.618	126-278
HIGH	126-195
0.618	126-143
0.500	126-128
0.382	126-112
LOW	126-060
0.618	125-297
1.000	125-245
1.618	125-162
2.618	125-027
4.250	124-126

Fisher Pivots for day following 08-Dec-2015
Pivot	1 day	3 day
R1	126-128	126-064
PP	126-120	126-023
S1	126-112	125-302

Download as Excel Spreadsheet

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

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