ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 31-Dec-2015

Day Change Summary
	Previous	Current
	30-Dec-2015	31-Dec-2015	Change	Change %	Previous Week
Open	125-220	125-225	0-005	0.0%	126-135
High	125-255	125-315	0-060	0.1%	126-240
Low	125-140	125-200	0-060	0.1%	125-285
Close	125-195	125-290	0-095	0.2%	126-055
Range	0-115	0-115	0-000	0.0%	0-275
ATR	0-174	0-170	-0-004	-2.2%	0-000
Volume	706,089	459,340	-246,749	-34.9%	1,742,487

Daily Pivots for day following 31-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	126-293	126-247	126-033
R3	126-178	126-132	126-002
R2	126-063	126-063	125-311
R1	126-017	126-017	125-301	126-040
PP	125-268	125-268	125-268	125-280
S1	125-222	125-222	125-279	125-245
S2	125-153	125-153	125-269
S3	125-038	125-107	125-258
S4	124-243	124-312	125-227

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%	0-136	0.3%	48%	False	False	458,699
10	126-240	125-140	1-100	1.0%	0-146	0.4%	36%	False	False	562,209
20	127-100	125-090	2-010	1.6%	0-195	0.5%	31%	False	False	845,417
40	127-100	125-010	2-090	1.8%	0-170	0.4%	38%	False	False	624,526
60	129-095	125-010	4-085	3.4%	0-163	0.4%	21%	False	False	416,564
80	129-195	125-010	4-185	3.6%	0-135	0.3%	19%	False	False	312,450
100	129-195	125-010	4-185	3.6%	0-108	0.3%	19%	False	False	249,960
120	129-195	124-175	5-020	4.0%	0-090	0.2%	27%	False	False	208,300

Crabel Price Patterns
NR	False
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	0-027

Fibonacci Retracements and Extensions
4.250	127-164
2.618	126-296
1.618	126-181
1.000	126-110
0.618	126-066
HIGH	125-315
0.618	125-271
0.500	125-258
0.382	125-244
LOW	125-200
0.618	125-129
1.000	125-085
1.618	125-014
2.618	124-219
4.250	124-031

Fisher Pivots for day following 31-Dec-2015
Pivot	1 day	3 day
R1	125-279	125-288
PP	125-268	125-285
S1	125-258	125-282

Download as Excel Spreadsheet

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

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