ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 16-Dec-2015

Day Change Summary
	Previous	Current
	15-Dec-2015	16-Dec-2015	Change	Change %	Previous Week
Open	126-140	126-035	-0-105	-0.3%	125-280
High	126-190	126-055	-0-135	-0.3%	127-100
Low	125-290	125-125	-0-165	-0.4%	125-250
Close	126-035	125-240	-0-115	-0.3%	127-050
Range	0-220	0-250	0-030	13.6%	1-170
ATR	0-194	0-198	0-004	2.1%	0-000
Volume	952,089	1,005,880	53,791	5.6%	5,113,793

Daily Pivots for day following 16-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-037	127-228	126-058
R3	127-107	126-298	125-309
R2	126-177	126-177	125-286
R1	126-048	126-048	125-263	125-308
PP	125-247	125-247	125-247	125-216
S1	125-118	125-118	125-217	125-058
S2	124-317	124-317	125-194
S3	124-067	124-188	125-171
S4	123-137	123-258	125-102

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	125-125	1-295	1.5%	0-238	0.6%	19%	False	True	1,020,548
10	127-100	125-090	2-010	1.6%	0-245	0.6%	23%	False	False	1,128,625
20	127-100	125-090	2-010	1.6%	0-191	0.5%	23%	False	False	960,865
40	128-240	125-010	3-230	3.0%	0-171	0.4%	19%	False	False	484,234
60	129-195	125-010	4-185	3.6%	0-156	0.4%	16%	False	False	322,899
80	129-195	125-010	4-185	3.6%	0-117	0.3%	16%	False	False	242,174
100	129-195	125-010	4-185	3.6%	0-094	0.2%	16%	False	False	193,739
120	129-195	124-030	5-165	4.4%	0-078	0.2%	30%	False	False	161,449

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-046
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129-158
2.618	128-070
1.618	127-140
1.000	126-305
0.618	126-210
HIGH	126-055
0.618	125-280
0.500	125-250
0.382	125-220
LOW	125-125
0.618	124-290
1.000	124-195
1.618	124-040
2.618	123-110
4.250	122-022

Fisher Pivots for day following 16-Dec-2015
Pivot	1 day	3 day
R1	125-250	126-092
PP	125-247	126-035
S1	125-243	125-298

Download as Excel Spreadsheet

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

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