ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 09-Dec-2015

Day Change Summary
	Previous	Current
	08-Dec-2015	09-Dec-2015	Change	Change %	Previous Week
Open	126-100	126-140	0-040	0.1%	126-160
High	126-195	126-245	0-050	0.1%	127-025
Low	126-060	126-035	-0-025	-0.1%	125-090
Close	126-105	126-215	0-110	0.3%	125-295
Range	0-135	0-210	0-075	55.6%	1-255
ATR	0-176	0-179	0-002	1.4%	0-000
Volume	1,008,344	1,155,916	147,572	14.6%	6,349,002

Daily Pivots for day following 09-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-155	128-075	127-010
R3	127-265	127-185	126-273
R2	127-055	127-055	126-254
R1	126-295	126-295	126-234	127-015
PP	126-165	126-165	126-165	126-185
S1	126-085	126-085	126-196	126-125
S2	125-275	125-275	126-176
S3	125-065	125-195	126-157
S4	124-175	124-305	126-100

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	126-245	125-090	1-155	1.2%	0-252	0.6%	94%	True	False	1,236,703
10	127-025	125-090	1-255	1.4%	0-200	0.5%	77%	False	False	1,120,050
20	127-025	125-090	1-255	1.4%	0-162	0.4%	77%	False	False	712,069
40	129-095	125-010	4-085	3.4%	0-161	0.4%	38%	False	False	356,719
60	129-195	125-010	4-185	3.6%	0-136	0.3%	36%	False	False	237,854
80	129-195	125-010	4-185	3.6%	0-102	0.3%	36%	False	False	178,390
100	129-195	124-280	4-235	3.7%	0-082	0.2%	38%	False	False	142,712
120	129-195	123-180	6-015	4.8%	0-068	0.2%	51%	False	False	118,927

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-048
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129-178
2.618	128-155
1.618	127-265
1.000	127-135
0.618	127-055
HIGH	126-245
0.618	126-165
0.500	126-140
0.382	126-115
LOW	126-035
0.618	125-225
1.000	125-145
1.618	125-015
2.618	124-125
4.250	123-102

Fisher Pivots for day following 09-Dec-2015
Pivot	1 day	3 day
R1	126-190	126-172
PP	126-165	126-130
S1	126-140	126-088

Download as Excel Spreadsheet

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

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