ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 09-Sep-2015

Day Change Summary
	Previous	Current
	08-Sep-2015	09-Sep-2015	Change	Change %	Previous Week
Open	127-240	127-110	-0-130	-0.3%	126-240
High	127-245	127-155	-0-090	-0.2%	128-040
Low	127-075	126-255	-0-140	-0.3%	126-240
Close	127-090	127-140	0-050	0.1%	127-240
Range	0-170	0-220	0-050	29.4%	1-120
ATR	0-214	0-215	0-000	0.2%	0-000
Volume	795,626	1,251,778	456,152	57.3%	5,684,680

Daily Pivots for day following 09-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-097	129-018	127-261
R3	128-197	128-118	127-200
R2	127-297	127-297	127-180
R1	127-218	127-218	127-160	127-258
PP	127-077	127-077	127-077	127-096
S1	126-318	126-318	127-120	127-038
S2	126-177	126-177	127-100
S3	125-277	126-098	127-080
S4	125-057	125-198	127-019

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	126-255	1-105	1.0%	0-181	0.4%	48%	False	True	1,063,113
10	128-080	126-240	1-160	1.2%	0-210	0.5%	46%	False	False	1,178,284
20	129-110	126-160	2-270	2.2%	0-226	0.6%	33%	False	False	636,322
40	129-110	124-280	4-150	3.5%	0-194	0.5%	57%	False	False	319,613
60	129-110	124-000	5-110	4.2%	0-161	0.4%	64%	False	False	213,168
80	129-110	123-310	5-120	4.2%	0-127	0.3%	65%	False	False	159,876
100	129-110	123-310	5-120	4.2%	0-102	0.3%	65%	False	False	127,901

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	0-032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	130-130
2.618	129-091
1.618	128-191
1.000	128-055
0.618	127-291
HIGH	127-155
0.618	127-071
0.500	127-045
0.382	127-019
LOW	126-255
0.618	126-119
1.000	126-035
1.618	125-219
2.618	124-319
4.250	123-280

Fisher Pivots for day following 09-Sep-2015
Pivot	1 day	3 day
R1	127-108	127-148
PP	127-077	127-145
S1	127-045	127-142

Download as Excel Spreadsheet

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

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