ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 22-Dec-2015

Day Change Summary
	Previous	Current
	21-Dec-2015	22-Dec-2015	Change	Change %	Previous Week
Open	126-135	126-165	0-030	0.1%	127-045
High	126-240	126-210	-0-030	-0.1%	127-060
Low	126-085	126-050	-0-035	-0.1%	125-125
Close	126-180	126-055	-0-125	-0.3%	126-155
Range	0-155	0-160	0-005	3.2%	1-255
ATR	0-193	0-191	-0-002	-1.2%	0-000
Volume	569,737	517,333	-52,404	-9.2%	4,802,422

Daily Pivots for day following 22-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	127-265	127-160	126-143
R3	127-105	127-000	126-099
R2	126-265	126-265	126-084
R1	126-160	126-160	126-070	126-132
PP	126-105	126-105	126-105	126-091
S1	126-000	126-000	126-040	125-292
S2	125-265	125-265	126-026
S3	125-105	125-160	126-011
S4	124-265	125-000	125-287

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%	0-183	0.5%	57%	False	False	771,837
10	127-100	125-125	1-295	1.5%	0-206	0.5%	41%	False	False	911,196
20	127-100	125-090	2-010	1.6%	0-199	0.5%	44%	False	False	1,036,000
40	128-220	125-010	3-210	2.9%	0-177	0.4%	31%	False	False	555,471
60	129-195	125-010	4-185	3.6%	0-165	0.4%	25%	False	False	370,454
80	129-195	125-010	4-185	3.6%	0-125	0.3%	25%	False	False	277,841
100	129-195	125-010	4-185	3.6%	0-100	0.2%	25%	False	False	222,272
120	129-195	124-075	5-120	4.3%	0-083	0.2%	36%	False	False	185,227

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 3 trading days

Fibonacci Retracements and Extensions
4.250	128-250
2.618	127-309
1.618	127-149
1.000	127-050
0.618	126-309
HIGH	126-210
0.618	126-149
0.500	126-130
0.382	126-111
LOW	126-050
0.618	125-271
1.000	125-210
1.618	125-111
2.618	124-271
4.250	124-010

Fisher Pivots for day following 22-Dec-2015
Pivot	1 day	3 day
R1	126-130	126-145
PP	126-105	126-115
S1	126-080	126-085

Download as Excel Spreadsheet

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

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