ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 23-Dec-2015

Day Change Summary
	Previous	Current
	22-Dec-2015	23-Dec-2015	Change	Change %	Previous Week
Open	126-165	126-075	-0-090	-0.2%	127-045
High	126-210	126-075	-0-135	-0.3%	127-060
Low	126-050	125-285	-0-085	-0.2%	125-125
Close	126-055	126-000	-0-055	-0.1%	126-155
Range	0-160	0-110	-0-050	-31.3%	1-255
ATR	0-191	0-185	-0-006	-3.0%	0-000
Volume	517,333	475,286	-42,047	-8.1%	4,802,422

Daily Pivots for day following 23-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	127-023	126-282	126-060
R3	126-233	126-172	126-030
R2	126-123	126-123	126-020
R1	126-062	126-062	126-010	126-038
PP	126-013	126-013	126-013	126-001
S1	125-272	125-272	125-310	125-248
S2	125-223	125-223	125-300
S3	125-113	125-162	125-290
S4	125-003	125-052	125-260

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	125-210	1-030	0.9%	0-155	0.4%	31%	False	False	665,718
10	127-100	125-125	1-295	1.5%	0-196	0.5%	32%	False	False	843,133
20	127-100	125-090	2-010	1.6%	0-198	0.5%	35%	False	False	981,592
40	128-165	125-010	3-155	2.8%	0-176	0.4%	28%	False	False	567,247
60	129-195	125-010	4-185	3.6%	0-165	0.4%	21%	False	False	378,372
80	129-195	125-010	4-185	3.6%	0-127	0.3%	21%	False	False	283,782
100	129-195	125-010	4-185	3.6%	0-101	0.3%	21%	False	False	227,025
120	129-195	124-075	5-120	4.3%	0-084	0.2%	33%	False	False	189,188

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0-028
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	127-222
2.618	127-043
1.618	126-253
1.000	126-185
0.618	126-143
HIGH	126-075
0.618	126-033
0.500	126-020
0.382	126-007
LOW	125-285
0.618	125-217
1.000	125-175
1.618	125-107
2.618	124-317
4.250	124-138

Fisher Pivots for day following 23-Dec-2015
Pivot	1 day	3 day
R1	126-020	126-102
PP	126-013	126-068
S1	126-007	126-034

Download as Excel Spreadsheet

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

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