ECBOT 10 Year T-Note Future September 2015

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

Day Change Summary
	Previous	Current
	20-Aug-2015	21-Aug-2015	Change	Change %	Previous Week
Open	128-020	128-150	0-130	0.3%	127-125
High	128-155	128-280	0-125	0.3%	128-280
Low	128-010	128-110	0-100	0.2%	127-040
Close	128-105	128-215	0-110	0.3%	128-215
Range	0-145	0-170	0-025	17.2%	1-240
ATR	0-220	0-217	-0-003	-1.5%	0-000
Volume	1,086,808	1,307,004	220,196	20.3%	5,126,683

Daily Pivots for day following 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-072	129-313	128-308
R3	129-222	129-143	128-262
R2	129-052	129-052	128-246
R1	128-293	128-293	128-231	129-012
PP	128-202	128-202	128-202	128-221
S1	128-123	128-123	128-199	128-162
S2	128-032	128-032	128-184
S3	127-182	127-273	128-168
S4	127-012	127-103	128-122

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	133-152	132-263	129-203
R3	131-232	131-023	129-049
R2	129-312	129-312	128-318
R1	129-103	129-103	128-266	129-208
PP	128-072	128-072	128-072	128-124
S1	127-183	127-183	128-164	127-288
S2	126-152	126-152	128-112
S3	124-232	125-263	128-061
S4	122-312	124-023	127-227

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-280	127-040	1-240	1.4%	0-200	0.5%	88%	True	False	1,025,336
10	128-280	126-305	1-295	1.5%	0-225	0.5%	89%	True	False	1,066,494
20	128-280	126-110	2-170	2.0%	0-210	0.5%	92%	True	False	1,053,767
40	128-280	124-290	3-310	3.1%	0-225	0.5%	95%	True	False	1,099,072
60	128-280	124-145	4-135	3.4%	0-229	0.6%	95%	True	False	1,165,827
80	128-280	124-145	4-135	3.4%	0-231	0.6%	95%	True	False	948,574
100	129-190	124-145	5-045	4.0%	0-210	0.5%	82%	False	False	759,258

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	0-050
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131-042
2.618	130-085
1.618	129-235
1.000	129-130
0.618	129-065
HIGH	128-280
0.618	128-215
0.500	128-195
0.382	128-175
LOW	128-110
0.618	128-005
1.000	127-260
1.618	127-155
2.618	126-305
4.250	126-028

Fisher Pivots for day following 21-Aug-2015
Pivot	1 day	3 day
R1	128-208	128-143
PP	128-202	128-072
S1	128-195	128-000

Download as Excel Spreadsheet

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

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