ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 24-Aug-2015

Day Change Summary
	Previous	Current
	21-Aug-2015	24-Aug-2015	Change	Change %	Previous Week
Open	128-150	128-270	0-120	0.3%	127-125
High	128-280	129-285	1-005	0.8%	128-280
Low	128-110	128-235	0-125	0.3%	127-040
Close	128-215	129-065	0-170	0.4%	128-215
Range	0-170	1-050	0-200	117.6%	1-240
ATR	0-217	0-229	0-012	5.7%	0-000
Volume	1,307,004	2,440,534	1,133,530	86.7%	5,126,683

Daily Pivots for day following 24-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	132-238	132-042	129-268
R3	131-188	130-312	129-167
R2	130-138	130-138	129-133
R1	129-262	129-262	129-099	130-040
PP	129-088	129-088	129-088	129-138
S1	128-212	128-212	129-031	128-310
S2	128-038	128-038	128-317
S3	126-308	127-162	128-283
S4	125-258	126-112	128-182

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	129-285	127-040	2-245	2.1%	0-242	0.6%	75%	True	False	1,379,870
10	129-285	127-010	2-275	2.2%	0-244	0.6%	76%	True	False	1,243,193
20	129-285	126-110	3-175	2.7%	0-221	0.5%	81%	True	False	1,136,044
40	129-285	125-050	4-235	3.7%	0-229	0.6%	85%	True	False	1,133,164
60	129-285	124-145	5-140	4.2%	0-233	0.6%	87%	True	False	1,184,172
80	129-285	124-145	5-140	4.2%	0-232	0.6%	87%	True	False	978,857
100	129-285	124-145	5-140	4.2%	0-212	0.5%	87%	True	False	783,662

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-052
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	134-258
2.618	132-294
1.618	131-244
1.000	131-015
0.618	130-194
HIGH	129-285
0.618	129-144
0.500	129-100
0.382	129-056
LOW	128-235
0.618	128-006
1.000	127-185
1.618	126-276
2.618	125-226
4.250	123-262

Fisher Pivots for day following 24-Aug-2015
Pivot	1 day	3 day
R1	129-100	129-039
PP	129-088	129-013
S1	129-077	128-308

Download as Excel Spreadsheet

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

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