ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 26-Aug-2015

Day Change Summary
	Previous	Current
	25-Aug-2015	26-Aug-2015	Change	Change %	Previous Week
Open	129-005	128-180	-0-145	-0.4%	127-125
High	129-040	128-260	-0-100	-0.2%	128-280
Low	128-005	127-250	-0-075	-0.2%	127-040
Close	128-020	127-300	-0-040	-0.1%	128-215
Range	1-035	1-010	-0-025	-7.0%	1-240
ATR	0-240	0-246	0-006	2.7%	0-000
Volume	2,400,441	2,825,932	425,491	17.7%	5,126,683

Daily Pivots for day following 26-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	131-087	130-203	128-162
R3	130-077	129-193	128-071
R2	129-067	129-067	128-040
R1	128-183	128-183	128-010	128-120
PP	128-057	128-057	128-057	128-025
S1	127-173	127-173	127-270	127-110
S2	127-047	127-047	127-240
S3	126-037	126-163	127-209
S4	125-027	125-153	127-118

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	127-250	2-035	1.6%	0-274	0.7%	7%	False	True	2,012,143
10	129-285	127-040	2-245	2.2%	0-248	0.6%	29%	False	False	1,482,516
20	129-285	126-110	3-175	2.8%	0-242	0.6%	45%	False	False	1,313,309
40	129-285	125-050	4-235	3.7%	0-231	0.6%	59%	False	False	1,178,795
60	129-285	124-145	5-140	4.3%	0-235	0.6%	64%	False	False	1,226,509
80	129-285	124-145	5-140	4.3%	0-237	0.6%	64%	False	False	1,043,945
100	129-285	124-145	5-140	4.3%	0-214	0.5%	64%	False	False	835,913

Crabel Price Patterns
NR	True
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	0-058
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	133-062
2.618	131-164
1.618	130-154
1.000	129-270
0.618	129-144
HIGH	128-260
0.618	128-134
0.500	128-095
0.382	128-056
LOW	127-250
0.618	127-046
1.000	126-240
1.618	126-036
2.618	125-026
4.250	123-128

Fisher Pivots for day following 26-Aug-2015
Pivot	1 day	3 day
R1	128-095	128-268
PP	128-057	128-172
S1	128-018	128-076

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols