ECBOT 10 Year T-Note Future December 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	127-055	127-140	0-085	0.2%	126-240
High	127-175	128-040	0-185	0.5%	128-040
Low	127-050	127-120	0-070	0.2%	126-240
Close	127-125	127-240	0-115	0.3%	127-240
Range	0-125	0-240	0-115	92.0%	1-120
ATR	0-216	0-217	0-002	0.8%	0-000
Volume	955,694	1,259,889	304,195	31.8%	5,684,680

Daily Pivots for day following 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-000	129-200	128-052
R3	129-080	128-280	127-306
R2	128-160	128-160	127-284
R1	128-040	128-040	127-262	128-100
PP	127-240	127-240	127-240	127-270
S1	127-120	127-120	127-218	127-180
S2	127-000	127-000	127-196
S3	126-080	126-200	127-174
S4	125-160	125-280	127-108

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	131-213	131-027	128-162
R3	130-093	129-227	128-041
R2	128-293	128-293	128-001
R1	128-107	128-107	127-280	128-200
PP	127-173	127-173	127-173	127-220
S1	126-307	126-307	127-200	127-080
S2	126-053	126-053	127-159
S3	124-253	125-187	127-119
S4	123-133	124-067	126-318

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-040	126-240	1-120	1.1%	0-196	0.5%	73%	True	False	1,136,936
10	129-110	126-240	2-190	2.0%	0-244	0.6%	39%	False	False	1,042,126
20	129-110	126-080	3-030	2.4%	0-233	0.6%	48%	False	False	534,574
40	129-110	124-160	4-270	3.8%	0-192	0.5%	67%	False	False	268,495
60	129-110	124-000	5-110	4.2%	0-154	0.4%	70%	False	False	179,045
80	129-110	123-310	5-120	4.2%	0-123	0.3%	70%	False	False	134,284
100	129-110	123-310	5-120	4.2%	0-098	0.2%	70%	False	False	107,427

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	0-032
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	131-100
2.618	130-028
1.618	129-108
1.000	128-280
0.618	128-188
HIGH	128-040
0.618	127-268
0.500	127-240
0.382	127-212
LOW	127-120
0.618	126-292
1.000	126-200
1.618	126-052
2.618	125-132
4.250	124-060

Fisher Pivots for day following 04-Sep-2015
Pivot	1 day	3 day
R1	127-240	127-224
PP	127-240	127-208
S1	127-240	127-192

Download as Excel Spreadsheet

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

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