ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 30-Dec-2015

Day Change Summary
	Previous	Current
	29-Dec-2015	30-Dec-2015	Change	Change %	Previous Week
Open	126-080	125-220	-0-180	-0.4%	126-135
High	126-105	125-255	-0-170	-0.4%	126-240
Low	125-175	125-140	-0-035	-0.1%	125-285
Close	125-210	125-195	-0-015	0.0%	126-055
Range	0-250	0-115	-0-135	-54.0%	0-275
ATR	0-179	0-174	-0-005	-2.5%	0-000
Volume	620,234	706,089	85,855	13.8%	1,742,487

Daily Pivots for day following 30-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	126-222	126-163	125-258
R3	126-107	126-048	125-227
R2	125-312	125-312	125-216
R1	125-253	125-253	125-206	125-225
PP	125-197	125-197	125-197	125-182
S1	125-138	125-138	125-184	125-110
S2	125-082	125-082	125-174
S3	124-287	125-023	125-163
S4	124-172	124-228	125-132

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	126-130	125-140	0-310	0.8%	0-135	0.3%	18%	False	True	461,889
10	126-240	125-125	1-115	1.1%	0-159	0.4%	16%	False	False	616,863
20	127-100	125-090	2-010	1.6%	0-198	0.5%	16%	False	False	874,425
40	127-100	125-010	2-090	1.8%	0-171	0.4%	25%	False	False	613,043
60	129-095	125-010	4-085	3.4%	0-163	0.4%	14%	False	False	408,935
80	129-195	125-010	4-185	3.6%	0-134	0.3%	13%	False	False	306,709
100	129-195	125-010	4-185	3.6%	0-107	0.3%	13%	False	False	245,367
120	129-195	124-075	5-120	4.3%	0-089	0.2%	26%	False	False	204,472

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-026
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	127-104
2.618	126-236
1.618	126-121
1.000	126-050
0.618	126-006
HIGH	125-255
0.618	125-211
0.500	125-198
0.382	125-184
LOW	125-140
0.618	125-069
1.000	125-025
1.618	124-274
2.618	124-159
4.250	123-291

Fisher Pivots for day following 30-Dec-2015
Pivot	1 day	3 day
R1	125-198	125-295
PP	125-197	125-262
S1	125-196	125-228

Download as Excel Spreadsheet

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

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