ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 11-Sep-2015

Day Change Summary
	Previous	Current
	10-Sep-2015	11-Sep-2015	Change	Change %	Previous Week
Open	128-000	127-230	-0-090	-0.2%	128-075
High	128-015	128-050	0-035	0.1%	128-095
Low	127-190	127-205	0-015	0.0%	127-115
Close	127-235	128-035	0-120	0.3%	128-035
Range	0-145	0-165	0-020	13.8%	0-300
ATR	0-216	0-212	-0-004	-1.7%	0-000
Volume	8,805	7,495	-1,310	-14.9%	99,253

Daily Pivots for day following 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-165	129-105	128-126
R3	129-000	128-260	128-080
R2	128-155	128-155	128-065
R1	128-095	128-095	128-050	128-125
PP	127-310	127-310	127-310	128-005
S1	127-250	127-250	128-020	127-280
S2	127-145	127-145	128-005
S3	126-300	127-085	127-310
S4	126-135	126-240	127-264

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-235	130-115	128-200
R3	129-255	129-135	128-118
R2	128-275	128-275	128-090
R1	128-155	128-155	128-062	128-065
PP	127-295	127-295	127-295	127-250
S1	127-175	127-175	128-008	127-085
S2	126-315	126-315	127-300
S3	126-015	126-195	127-272
S4	125-035	125-215	127-190

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-190	127-115	1-075	1.0%	0-179	0.4%	61%	False	False	30,767
10	128-190	127-115	1-075	1.0%	0-190	0.5%	61%	False	False	187,648
20	129-285	127-040	2-245	2.2%	0-215	0.5%	36%	False	False	887,486
40	129-285	125-220	4-065	3.3%	0-206	0.5%	58%	False	False	949,673
60	129-285	124-290	4-315	3.9%	0-224	0.5%	64%	False	False	1,051,497
80	129-285	124-145	5-140	4.2%	0-224	0.5%	67%	False	False	1,093,847
100	129-285	124-145	5-140	4.2%	0-226	0.6%	67%	False	False	877,876

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	0-030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130-111
2.618	129-162
1.618	128-317
1.000	128-215
0.618	128-152
HIGH	128-050
0.618	127-307
0.500	127-288
0.382	127-268
LOW	127-205
0.618	127-103
1.000	127-040
1.618	126-258
2.618	126-093
4.250	125-144

Fisher Pivots for day following 11-Sep-2015
Pivot	1 day	3 day
R1	128-012	127-318
PP	127-310	127-280
S1	127-288	127-242

Download as Excel Spreadsheet

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

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