ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 21-Sep-2015

Day Change Summary
	Previous	Current
	18-Sep-2015	21-Sep-2015	Change	Change %	Previous Week
Open	128-060	128-105	0-045	0.1%	127-315
High	128-190	128-105	-0-085	-0.2%	128-190
Low	128-055	128-005	-0-050	-0.1%	127-035
Close	128-185	128-010	-0-175	-0.4%	128-185
Range	0-135	0-100	-0-035	-25.9%	1-155
ATR	0-217	0-214	-0-003	-1.2%	0-000
Volume	8,400	6,853	-1,547	-18.4%	80,148

Daily Pivots for day following 21-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-020	128-275	128-065
R3	128-240	128-175	128-038
R2	128-140	128-140	128-028
R1	128-075	128-075	128-019	128-058
PP	128-040	128-040	128-040	128-031
S1	127-295	127-295	128-001	127-278
S2	127-260	127-260	127-312
S3	127-160	127-195	127-302
S4	127-060	127-095	127-275

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	132-175	132-015	129-126
R3	131-020	130-180	128-316
R2	129-185	129-185	128-272
R1	129-025	129-025	128-229	129-105
PP	128-030	128-030	128-030	128-070
S1	127-190	127-190	128-141	127-270
S2	126-195	126-195	128-098
S3	125-040	126-035	128-054
S4	123-205	124-200	127-244

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-190	127-035	1-155	1.2%	0-203	0.5%	62%	False	False	14,369
10	128-190	127-035	1-155	1.2%	0-180	0.4%	62%	False	False	18,625
20	129-285	127-035	2-250	2.2%	0-213	0.5%	33%	False	False	598,334
40	129-285	126-110	3-175	2.8%	0-212	0.5%	48%	False	False	826,051
60	129-285	124-290	4-315	3.9%	0-221	0.5%	63%	False	False	932,159
80	129-285	124-145	5-140	4.2%	0-225	0.5%	66%	False	False	1,023,954
100	129-285	124-145	5-140	4.2%	0-228	0.6%	66%	False	False	878,526
120	129-285	124-145	5-140	4.2%	0-210	0.5%	66%	False	False	732,437

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	129-210
2.618	129-047
1.618	128-267
1.000	128-205
0.618	128-167
HIGH	128-105
0.618	128-067
0.500	128-055
0.382	128-043
LOW	128-005
0.618	127-263
1.000	127-225
1.618	127-163
2.618	127-063
4.250	126-220

Fisher Pivots for day following 21-Sep-2015
Pivot	1 day	3 day
R1	128-055	127-312
PP	128-040	127-295
S1	128-025	127-278

Download as Excel Spreadsheet

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

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