ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 28-Aug-2015

Day Change Summary
	Previous	Current
	27-Aug-2015	28-Aug-2015	Change	Change %	Previous Week
Open	127-290	127-270	-0-020	0.0%	128-270
High	128-055	128-110	0-055	0.1%	129-285
Low	127-180	127-215	0-035	0.1%	127-180
Close	127-305	127-250	-0-055	-0.1%	127-250
Range	0-195	0-215	0-020	10.3%	2-105
ATR	0-243	0-241	-0-002	-0.8%	0-000
Volume	2,336,303	1,152,751	-1,183,552	-50.7%	11,155,961

Daily Pivots for day following 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-303	129-172	128-048
R3	129-088	128-277	127-309
R2	128-193	128-193	127-289
R1	128-062	128-062	127-270	128-020
PP	127-298	127-298	127-298	127-278
S1	127-167	127-167	127-230	127-125
S2	127-083	127-083	127-211
S3	126-188	126-272	127-191
S4	125-293	126-057	127-132

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	135-127	133-293	129-020
R3	133-022	131-188	128-135
R2	130-237	130-237	128-067
R1	129-083	129-083	127-318	128-268
PP	128-132	128-132	128-132	128-064
S1	126-298	126-298	127-182	126-162
S2	126-027	126-027	127-113
S3	123-242	124-193	127-045
S4	121-137	122-088	126-160

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-285	127-180	2-105	1.8%	0-293	0.7%	9%	False	False	2,231,192
10	129-285	127-040	2-245	2.2%	0-246	0.6%	24%	False	False	1,628,264
20	129-285	126-175	3-110	2.6%	0-238	0.6%	37%	False	False	1,355,210
40	129-285	125-100	4-185	3.6%	0-227	0.6%	54%	False	False	1,204,307
60	129-285	124-145	5-140	4.3%	0-231	0.6%	61%	False	False	1,223,977
80	129-285	124-145	5-140	4.3%	0-237	0.6%	61%	False	False	1,087,211
100	129-285	124-145	5-140	4.3%	0-218	0.5%	61%	False	False	870,776

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	0-054
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131-064
2.618	130-033
1.618	129-138
1.000	129-005
0.618	128-243
HIGH	128-110
0.618	128-028
0.500	128-002
0.382	127-297
LOW	127-215
0.618	127-082
1.000	127-000
1.618	126-187
2.618	125-292
4.250	124-261

Fisher Pivots for day following 28-Aug-2015
Pivot	1 day	3 day
R1	128-002	128-060
PP	127-298	128-017
S1	127-274	127-293

Download as Excel Spreadsheet

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

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