ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 18-Sep-2015

Day Change Summary
	Previous	Current
	17-Sep-2015	18-Sep-2015	Change	Change %	Previous Week
Open	127-050	128-060	1-010	0.8%	127-315
High	128-040	128-190	0-150	0.4%	128-190
Low	127-045	128-055	1-010	0.8%	127-035
Close	127-285	128-185	0-220	0.5%	128-185
Range	0-315	0-135	-0-180	-57.1%	1-155
ATR	0-216	0-217	0-001	0.3%	0-000
Volume	16,453	8,400	-8,053	-48.9%	80,148

Daily Pivots for day following 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-228	129-182	128-259
R3	129-093	129-047	128-222
R2	128-278	128-278	128-210
R1	128-232	128-232	128-197	128-255
PP	128-143	128-143	128-143	128-155
S1	128-097	128-097	128-173	128-120
S2	128-008	128-008	128-160
S3	127-193	127-282	128-148
S4	127-058	127-147	128-111

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	132-175	132-015	129-126
R3	131-020	130-180	128-316
R2	129-185	129-185	128-272
R1	129-025	129-025	128-229	129-105
PP	128-030	128-030	128-030	128-070
S1	127-190	127-190	128-141	127-270
S2	126-195	126-195	128-098
S3	125-040	126-035	128-054
S4	123-205	124-200	127-244

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-190	127-035	1-155	1.2%	0-203	0.5%	99%	True	False	16,029
10	128-190	127-035	1-155	1.2%	0-191	0.5%	99%	True	False	23,398
20	129-285	127-035	2-250	2.2%	0-216	0.5%	53%	False	False	663,342
40	129-285	126-110	3-175	2.8%	0-212	0.5%	63%	False	False	847,719
60	129-285	124-290	4-315	3.9%	0-222	0.5%	74%	False	False	953,192
80	129-285	124-145	5-140	4.2%	0-225	0.5%	76%	False	False	1,044,896
100	129-285	124-145	5-140	4.2%	0-229	0.6%	76%	False	False	878,497
120	129-285	124-145	5-140	4.2%	0-210	0.5%	76%	False	False	732,380

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	0-028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130-124
2.618	129-223
1.618	129-088
1.000	129-005
0.618	128-273
HIGH	128-190
0.618	128-138
0.500	128-122
0.382	128-107
LOW	128-055
0.618	127-292
1.000	127-240
1.618	127-157
2.618	127-022
4.250	126-121

Fisher Pivots for day following 18-Sep-2015
Pivot	1 day	3 day
R1	128-164	128-108
PP	128-143	128-030
S1	128-122	127-272

Download as Excel Spreadsheet

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

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