ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 14-Dec-2015

Day Change Summary
	Previous	Current
	11-Dec-2015	14-Dec-2015	Change	Change %	Previous Week
Open	126-100	127-045	0-265	0.7%	125-280
High	127-100	127-060	-0-040	-0.1%	127-100
Low	126-090	126-120	0-030	0.1%	125-250
Close	127-050	126-135	-0-235	-0.6%	127-050
Range	1-010	0-260	-0-070	-21.2%	1-170
ATR	0-186	0-192	0-005	2.8%	0-000
Volume	1,280,780	1,078,215	-202,565	-15.8%	5,113,793

Daily Pivots for day following 14-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-032	128-183	126-278
R3	128-092	127-243	126-206
R2	127-152	127-152	126-183
R1	126-303	126-303	126-159	126-258
PP	126-212	126-212	126-212	126-189
S1	126-043	126-043	126-111	125-318
S2	125-272	125-272	126-087
S3	125-012	125-103	126-064
S4	124-072	124-163	125-312

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	131-110	130-250	128-000
R3	129-260	129-080	127-185
R2	128-090	128-090	127-140
R1	127-230	127-230	127-095	128-000
PP	126-240	126-240	126-240	126-285
S1	126-060	126-060	127-005	126-150
S2	125-070	125-070	126-280
S3	123-220	124-210	126-235
S4	122-050	123-040	126-100

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-100	126-035	1-065	1.0%	0-213	0.5%	26%	False	False	1,061,806
10	127-100	125-090	2-010	1.6%	0-242	0.6%	56%	False	False	1,158,919
20	127-100	125-090	2-010	1.6%	0-181	0.4%	56%	False	False	866,361
40	128-240	125-010	3-230	2.9%	0-166	0.4%	37%	False	False	435,284
60	129-195	125-010	4-185	3.6%	0-148	0.4%	30%	False	False	290,266
80	129-195	125-010	4-185	3.6%	0-111	0.3%	30%	False	False	217,700
100	129-195	125-010	4-185	3.6%	0-089	0.2%	30%	False	False	174,160
120	129-195	123-180	6-015	4.8%	0-074	0.2%	47%	False	False	145,133

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

Fibonacci Retracements and Extensions
4.250	130-205
2.618	129-101
1.618	128-161
1.000	128-000
0.618	127-221
HIGH	127-060
0.618	126-281
0.500	126-250
0.382	126-219
LOW	126-120
0.618	125-279
1.000	125-180
1.618	125-019
2.618	124-079
4.250	122-295

Fisher Pivots for day following 14-Dec-2015
Pivot	1 day	3 day
R1	126-250	126-255
PP	126-212	126-215
S1	126-173	126-175

Download as Excel Spreadsheet

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

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