ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 21-Dec-2015

Day Change Summary
	Previous	Current
	18-Dec-2015	21-Dec-2015	Change	Change %	Previous Week
Open	126-085	126-135	0-050	0.1%	127-045
High	126-210	126-240	0-030	0.1%	127-060
Low	126-060	126-085	0-025	0.1%	125-125
Close	126-155	126-180	0-025	0.1%	126-155
Range	0-150	0-155	0-005	3.3%	1-255
ATR	0-196	0-193	-0-003	-1.5%	0-000
Volume	784,697	569,737	-214,960	-27.4%	4,802,422

Daily Pivots for day following 21-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	127-313	127-242	126-265
R3	127-158	127-087	126-223
R2	127-003	127-003	126-208
R1	126-252	126-252	126-194	126-288
PP	126-168	126-168	126-168	126-186
S1	126-097	126-097	126-166	126-132
S2	126-013	126-013	126-152
S3	125-178	125-262	126-137
S4	125-023	125-107	126-095

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	131-238	130-292	127-151
R3	129-303	129-037	126-313
R2	128-048	128-048	126-260
R1	127-102	127-102	126-208	126-268
PP	126-113	126-113	126-113	126-036
S1	125-167	125-167	126-102	125-012
S2	124-178	124-178	126-050
S3	122-243	123-232	125-317
S4	120-308	121-297	125-159

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-240	125-125	1-115	1.1%	0-195	0.5%	86%	True	False	858,788
10	127-100	125-125	1-295	1.5%	0-204	0.5%	61%	False	False	960,297
20	127-100	125-090	2-010	1.6%	0-200	0.5%	63%	False	False	1,056,781
40	128-220	125-010	3-210	2.9%	0-175	0.4%	42%	False	False	542,569
60	129-195	125-010	4-185	3.6%	0-163	0.4%	33%	False	False	361,832
80	129-195	125-010	4-185	3.6%	0-123	0.3%	33%	False	False	271,374
100	129-195	125-010	4-185	3.6%	0-099	0.2%	33%	False	False	217,099
120	129-195	124-075	5-120	4.2%	0-082	0.2%	43%	False	False	180,916

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	0-038
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-259
2.618	128-006
1.618	127-171
1.000	127-075
0.618	127-016
HIGH	126-240
0.618	126-181
0.500	126-162
0.382	126-144
LOW	126-085
0.618	125-309
1.000	125-250
1.618	125-154
2.618	124-319
4.250	124-066

Fisher Pivots for day following 21-Dec-2015
Pivot	1 day	3 day
R1	126-174	126-142
PP	126-168	126-103
S1	126-162	126-065

Download as Excel Spreadsheet

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

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