ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 22-Sep-2015

Day Change Summary
	Previous	Current
	21-Sep-2015	22-Sep-2015	Change	Change %	Previous Week
Open	127-290	127-130	-0-160	-0.4%	127-145
High	127-290	128-060	0-090	0.2%	128-005
Low	127-105	127-125	0-020	0.0%	126-165
Close	127-120	128-035	0-235	0.6%	127-310
Range	0-185	0-255	0-070	37.8%	1-160
ATR	0-214	0-217	0-003	1.5%	0-000
Volume	762,809	947,065	184,256	24.2%	4,877,956

Daily Pivots for day following 22-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-092	129-318	128-175
R3	129-157	129-063	128-105
R2	128-222	128-222	128-082
R1	128-128	128-128	128-058	128-175
PP	127-287	127-287	127-287	127-310
S1	127-193	127-193	128-012	127-240
S2	127-032	127-032	127-308
S3	126-097	126-258	127-285
S4	125-162	126-003	127-215

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	132-000	131-155	128-254
R3	130-160	129-315	128-122
R2	129-000	129-000	128-078
R1	128-155	128-155	128-034	128-238
PP	127-160	127-160	127-160	127-201
S1	126-315	126-315	127-266	127-078
S2	126-000	126-000	127-222
S3	124-160	125-155	127-178
S4	123-000	123-315	127-046

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-060	126-165	1-215	1.3%	0-212	0.5%	95%	True	False	1,006,395
10	128-060	126-165	1-215	1.3%	0-208	0.5%	95%	True	False	962,095
20	128-180	126-165	2-015	1.6%	0-215	0.5%	78%	False	False	1,035,216
40	129-110	125-200	3-230	2.9%	0-216	0.5%	67%	False	False	528,585
60	129-110	124-160	4-270	3.8%	0-191	0.5%	75%	False	False	352,653
80	129-110	123-310	5-120	4.2%	0-149	0.4%	77%	False	False	264,491
100	129-110	123-310	5-120	4.2%	0-121	0.3%	77%	False	False	211,593

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 3 trading days

Fibonacci Retracements and Extensions
4.250	131-184
2.618	130-088
1.618	129-153
1.000	128-315
0.618	128-218
HIGH	128-060
0.618	127-283
0.500	127-252
0.382	127-222
LOW	127-125
0.618	126-287
1.000	126-190
1.618	126-032
2.618	125-097
4.250	124-001

Fisher Pivots for day following 22-Sep-2015
Pivot	1 day	3 day
R1	128-001	127-318
PP	127-287	127-280
S1	127-252	127-242

Download as Excel Spreadsheet

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

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