ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 24-Dec-2015

Day Change Summary
	Previous	Current
	23-Dec-2015	24-Dec-2015	Change	Change %	Previous Week
Open	126-075	126-015	-0-060	-0.1%	127-045
High	126-075	126-060	-0-015	0.0%	127-060
Low	125-285	125-305	0-020	0.0%	125-125
Close	126-000	126-055	0-055	0.1%	126-155
Range	0-110	0-075	-0-035	-31.8%	1-255
ATR	0-185	0-177	-0-008	-4.2%	0-000
Volume	475,286	180,131	-295,155	-62.1%	4,802,422

Daily Pivots for day following 24-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	126-258	126-232	126-096
R3	126-183	126-157	126-076
R2	126-108	126-108	126-069
R1	126-082	126-082	126-062	126-095
PP	126-033	126-033	126-033	126-040
S1	126-007	126-007	126-048	126-020
S2	125-278	125-278	126-041
S3	125-203	125-252	126-034
S4	125-128	125-177	126-014

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	125-285	0-275	0.7%	0-130	0.3%	33%	False	False	505,436
10	127-100	125-125	1-295	1.5%	0-191	0.5%	41%	False	False	782,568
20	127-100	125-090	2-010	1.6%	0-197	0.5%	44%	False	False	927,558
40	127-255	125-010	2-245	2.2%	0-171	0.4%	41%	False	False	571,750
60	129-195	125-010	4-185	3.6%	0-164	0.4%	25%	False	False	381,375
80	129-195	125-010	4-185	3.6%	0-128	0.3%	25%	False	False	286,033
100	129-195	125-010	4-185	3.6%	0-102	0.3%	25%	False	False	228,827
120	129-195	124-075	5-120	4.3%	0-085	0.2%	36%	False	False	190,689

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	127-059
2.618	126-256
1.618	126-181
1.000	126-135
0.618	126-106
HIGH	126-060
0.618	126-031
0.500	126-022
0.382	126-014
LOW	125-305
0.618	125-259
1.000	125-230
1.618	125-184
2.618	125-109
4.250	124-306

Fisher Pivots for day following 24-Dec-2015
Pivot	1 day	3 day
R1	126-044	126-088
PP	126-033	126-077
S1	126-022	126-066

Download as Excel Spreadsheet

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

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