ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 28-Dec-2015

Day Change Summary
	Previous	Current
	24-Dec-2015	28-Dec-2015	Change	Change %	Previous Week
Open	126-015	126-030	0-015	0.0%	126-135
High	126-060	126-130	0-070	0.2%	126-240
Low	125-305	126-005	0-020	0.0%	125-285
Close	126-055	126-085	0-030	0.1%	126-055
Range	0-075	0-125	0-050	66.7%	0-275
ATR	0-177	0-173	-0-004	-2.1%	0-000
Volume	180,131	327,705	147,574	81.9%	1,742,487

Daily Pivots for day following 28-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	127-128	127-072	126-154
R3	127-003	126-267	126-119
R2	126-198	126-198	126-108
R1	126-142	126-142	126-096	126-170
PP	126-073	126-073	126-073	126-088
S1	126-017	126-017	126-074	126-045
S2	125-268	125-268	126-062
S3	125-143	125-212	126-051
S4	125-018	125-087	126-016

Weekly Pivots for week ending 25-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-272	128-118	126-206
R3	127-317	127-163	126-131
R2	127-042	127-042	126-105
R1	126-208	126-208	126-080	126-148
PP	126-087	126-087	126-087	126-056
S1	125-253	125-253	126-030	125-192
S2	125-132	125-132	126-005
S3	124-177	124-298	125-299
S4	123-222	124-023	125-224

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%	0-125	0.3%	44%	False	False	414,038
10	127-060	125-125	1-255	1.4%	0-170	0.4%	49%	False	False	687,261
20	127-100	125-090	2-010	1.6%	0-198	0.5%	48%	False	False	916,770
40	127-105	125-010	2-095	1.8%	0-169	0.4%	54%	False	False	579,943
60	129-195	125-010	4-185	3.6%	0-164	0.4%	27%	False	False	386,835
80	129-195	125-010	4-185	3.6%	0-129	0.3%	27%	False	False	290,130
100	129-195	125-010	4-185	3.6%	0-103	0.3%	27%	False	False	232,104
120	129-195	124-075	5-120	4.3%	0-086	0.2%	38%	False	False	193,420

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	0-027
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128-021
2.618	127-137
1.618	127-012
1.000	126-255
0.618	126-207
HIGH	126-130
0.618	126-082
0.500	126-068
0.382	126-053
LOW	126-005
0.618	125-248
1.000	125-200
1.618	125-123
2.618	124-318
4.250	124-114

Fisher Pivots for day following 28-Dec-2015
Pivot	1 day	3 day
R1	126-079	126-072
PP	126-073	126-060
S1	126-068	126-048

Download as Excel Spreadsheet

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

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