ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 10-Dec-2015

Day Change Summary
	Previous	Current
	09-Dec-2015	10-Dec-2015	Change	Change %	Previous Week
Open	126-140	126-175	0-035	0.1%	126-160
High	126-245	126-225	-0-020	0.0%	127-025
Low	126-035	126-095	0-060	0.1%	125-090
Close	126-215	126-105	-0-110	-0.3%	125-295
Range	0-210	0-130	-0-080	-38.1%	1-255
ATR	0-179	0-175	-0-003	-2.0%	0-000
Volume	1,155,916	785,778	-370,138	-32.0%	6,349,002

Daily Pivots for day following 10-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	127-212	127-128	126-176
R3	127-082	126-318	126-141
R2	126-272	126-272	126-129
R1	126-188	126-188	126-117	126-165
PP	126-142	126-142	126-142	126-130
S1	126-058	126-058	126-093	126-035
S2	126-012	126-012	126-081
S3	125-202	125-248	126-069
S4	125-072	125-118	126-034

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%	0-190	0.5%	71%	False	False	1,090,844
10	127-025	125-090	1-255	1.4%	0-203	0.5%	58%	False	False	1,072,549
20	127-025	125-090	1-255	1.4%	0-165	0.4%	58%	False	False	751,358
40	129-085	125-010	4-075	3.4%	0-158	0.4%	31%	False	False	376,309
60	129-195	125-010	4-185	3.6%	0-138	0.3%	28%	False	False	250,950
80	129-195	125-010	4-185	3.6%	0-104	0.3%	28%	False	False	188,212
100	129-195	125-000	4-195	3.6%	0-083	0.2%	29%	False	False	150,570
120	129-195	123-180	6-015	4.8%	0-069	0.2%	46%	False	False	125,475

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

Fibonacci Retracements and Extensions
4.250	128-138
2.618	127-245
1.618	127-115
1.000	127-035
0.618	126-305
HIGH	126-225
0.618	126-175
0.500	126-160
0.382	126-145
LOW	126-095
0.618	126-015
1.000	125-285
1.618	125-205
2.618	125-075
4.250	124-182

Fisher Pivots for day following 10-Dec-2015
Pivot	1 day	3 day
R1	126-160	126-140
PP	126-142	126-128
S1	126-123	126-117

Download as Excel Spreadsheet

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

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