ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 01-Dec-2015

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

BUY(+0.50)
Moving Averages

Neutral

0.00

Oscillators

Neutral

0.00

Price Levels

Buy

+0.50

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: —
20-Day Historical Volatility: —

Daily Pivots for day following 01-Dec-2015

LevelClassicWoodieCamarillaDeMark
R4125-085125-085125-085
R3125-085125-085125-085
R2125-085125-085125-085
R1125-085125-085125-085125-085
PP125-085125-085125-085125-085
S1125-085125-085125-085125-085
S2125-085125-085125-085
S3125-085125-085125-085
S4125-085125-085125-085

Weekly Pivots for week ending 27-Nov-2015

LevelClassicWoodieCamarillaDeMark
R4NaN-NaNNaN-NaNNaN-NaN
R3NaN-NaNNaN-NaNNaN-NaN
R2NaN-NaNNaN-NaNNaN-NaN
R1NaN-NaNNaN-NaNNaN-NaNNaN-NaN
PPNaN-NaNNaN-NaNNaN-NaNNaN-NaN
S1NaN-NaNNaN-NaNNaN-NaNNaN-NaN
S2NaN-NaNNaN-NaNNaN-NaN
S3NaN-NaNNaN-NaNNaN-NaN
S4NaN-NaNNaN-NaNNaN-NaN

Fisher Pivots for day following 01-Dec-2015

Pivot1 Day3 Day
R1125-085125-058
PP125-085125-030
S1125-085125-003

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.250125-085
2.618125-085
1.618125-085
1.000125-085
0.618125-085
HIGH125-085
0.618125-085
0.500125-085
0.382125-085
LOW125-085
0.618125-085
1.000125-085
1.618125-085
2.618125-085
4.250125-085

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%125-046
38.2%125-022
50.0%125-003
61.8%124-303
78.6%124-275

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRTrue
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch0-000