ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 17-Sep-2015

Day Change Summary
	Previous	Current
	16-Sep-2015	17-Sep-2015	Change	Change %	Previous Week
Open	126-225	126-185	-0-040	-0.1%	127-240
High	126-280	127-170	0-210	0.5%	127-245
Low	126-165	126-170	0-005	0.0%	126-255
Close	126-165	127-095	0-250	0.6%	127-170
Range	0-115	1-000	0-205	178.3%	0-310
ATR	0-205	0-214	0-009	4.2%	0-000
Volume	1,032,271	1,186,497	154,226	14.9%	3,828,746

Daily Pivots for day following 17-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-038	129-227	127-271
R3	129-038	128-227	127-183
R2	128-038	128-038	127-154
R1	127-227	127-227	127-124	127-292
PP	127-038	127-038	127-038	127-071
S1	126-227	126-227	127-066	126-292
S2	126-038	126-038	127-036
S3	125-038	125-227	127-007
S4	124-038	124-227	126-239

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-087	129-278	128-020
R3	129-097	128-288	127-255
R2	128-107	128-107	127-227
R1	127-298	127-298	127-198	127-208
PP	127-117	127-117	127-117	127-071
S1	126-308	126-308	127-142	126-218
S2	126-127	126-127	127-113
S3	125-137	125-318	127-085
S4	124-147	125-008	127-000

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-225	126-165	1-060	0.9%	0-216	0.5%	66%	False	False	903,382
10	128-040	126-165	1-195	1.3%	0-199	0.5%	49%	False	False	981,895
20	129-110	126-165	2-265	2.2%	0-218	0.5%	28%	False	False	908,392
40	129-110	125-140	3-290	3.1%	0-210	0.5%	48%	False	False	458,367
60	129-110	124-000	5-110	4.2%	0-181	0.4%	62%	False	False	305,767
80	129-110	123-310	5-120	4.2%	0-143	0.4%	62%	False	False	229,326
100	129-110	123-310	5-120	4.2%	0-114	0.3%	62%	False	False	183,461

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	131-250
2.618	130-048
1.618	129-048
1.000	128-170
0.618	128-048
HIGH	127-170
0.618	127-048
0.500	127-010
0.382	126-292
LOW	126-170
0.618	125-292
1.000	125-170
1.618	124-292
2.618	123-292
4.250	122-090

Fisher Pivots for day following 17-Sep-2015
Pivot	1 day	3 day
R1	127-067	127-075
PP	127-038	127-055
S1	127-010	127-035

Download as Excel Spreadsheet

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

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