ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 04-Sep-2015

Day Change Summary
	Previous	Current
	03-Sep-2015	04-Sep-2015	Change	Change %	Previous Week
Open	127-240	128-000	0-080	0.2%	127-165
High	128-040	128-190	0-150	0.4%	128-190
Low	127-235	127-305	0-070	0.2%	127-130
Close	127-305	128-095	0-110	0.3%	128-095
Range	0-125	0-205	0-080	64.0%	1-060
ATR	0-228	0-226	-0-002	-0.7%	0-000
Volume	72,459	54,582	-17,877	-24.7%	624,481

Daily Pivots for day following 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-065	129-285	128-208
R3	129-180	129-080	128-151
R2	128-295	128-295	128-133
R1	128-195	128-195	128-114	128-245
PP	128-090	128-090	128-090	128-115
S1	127-310	127-310	128-076	128-040
S2	127-205	127-205	128-057
S3	127-000	127-105	128-039
S4	126-115	126-220	127-302

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	131-212	131-053	128-304
R3	130-152	129-313	128-200
R2	129-092	129-092	128-165
R1	128-253	128-253	128-130	129-012
PP	128-032	128-032	128-032	128-071
S1	127-193	127-193	128-060	127-272
S2	126-292	126-292	128-025
S3	125-232	126-133	127-310
S4	124-172	125-073	127-206

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-190	127-130	1-060	0.9%	0-198	0.5%	75%	True	False	124,896
10	129-285	127-130	2-155	1.9%	0-246	0.6%	36%	False	False	1,178,044
20	129-285	126-305	2-300	2.3%	0-235	0.6%	46%	False	False	1,122,269
40	129-285	125-100	4-185	3.6%	0-212	0.5%	65%	False	False	1,047,788
60	129-285	124-290	4-315	3.9%	0-226	0.6%	68%	False	False	1,125,238
80	129-285	124-145	5-140	4.2%	0-229	0.6%	71%	False	False	1,093,909
100	129-285	124-145	5-140	4.2%	0-222	0.5%	71%	False	False	876,951

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	0-040
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	131-101
2.618	130-087
1.618	129-202
1.000	129-075
0.618	128-317
HIGH	128-190
0.618	128-112
0.500	128-088
0.382	128-063
LOW	127-305
0.618	127-178
1.000	127-100
1.618	126-293
2.618	126-088
4.250	125-074

Fisher Pivots for day following 04-Sep-2015
Pivot	1 day	3 day
R1	128-092	128-077
PP	128-090	128-058
S1	128-088	128-040

Download as Excel Spreadsheet

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

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