ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 01-Sep-2015

Day Change Summary
	Previous	Current
	31-Aug-2015	01-Sep-2015	Change	Change %	Previous Week
Open	127-165	127-165	0-000	0.0%	128-270
High	128-055	128-100	0-045	0.1%	129-285
Low	127-130	127-150	0-020	0.0%	127-180
Close	127-205	127-280	0-075	0.2%	127-250
Range	0-245	0-270	0-025	10.2%	2-105
ATR	0-241	0-243	0-002	0.9%	0-000
Volume	262,060	156,708	-105,352	-40.2%	11,155,961

Daily Pivots for day following 01-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-133	129-317	128-108
R3	129-183	129-047	128-034
R2	128-233	128-233	128-010
R1	128-097	128-097	127-305	128-165
PP	127-283	127-283	127-283	127-318
S1	127-147	127-147	127-255	127-215
S2	127-013	127-013	127-230
S3	126-063	126-197	127-206
S4	125-113	125-247	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	128-260	127-130	1-130	1.1%	0-251	0.6%	33%	False	False	1,346,750
10	129-285	127-040	2-245	2.2%	0-265	0.6%	27%	False	False	1,528,893
20	129-285	126-175	3-110	2.6%	0-242	0.6%	40%	False	False	1,276,432
40	129-285	125-100	4-185	3.6%	0-221	0.5%	56%	False	False	1,141,712
60	129-285	124-145	5-140	4.3%	0-230	0.6%	63%	False	False	1,189,387
80	129-285	124-145	5-140	4.3%	0-236	0.6%	63%	False	False	1,092,074
100	129-285	124-145	5-140	4.3%	0-221	0.5%	63%	False	False	874,954

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-049
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	131-288
2.618	130-167
1.618	129-217
1.000	129-050
0.618	128-267
HIGH	128-100
0.618	127-317
0.500	127-285
0.382	127-253
LOW	127-150
0.618	126-303
1.000	126-200
1.618	126-033
2.618	125-083
4.250	123-282

Fisher Pivots for day following 01-Sep-2015
Pivot	1 day	3 day
R1	127-285	127-280
PP	127-283	127-280
S1	127-282	127-280

Download as Excel Spreadsheet

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

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