ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 25-Sep-2015

Day Change Summary
	Previous	Current
	24-Sep-2015	25-Sep-2015	Change	Change %	Previous Week
Open	127-290	127-280	-0-010	0.0%	127-290
High	128-150	127-315	-0-155	-0.4%	128-150
Low	127-260	127-140	-0-120	-0.3%	127-105
Close	128-040	127-270	-0-090	-0.2%	127-270
Range	0-210	0-175	-0-035	-16.7%	1-045
ATR	0-214	0-215	0-000	0.2%	0-000
Volume	1,269,777	1,202,302	-67,475	-5.3%	5,096,577

Daily Pivots for day following 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-127	129-053	128-046
R3	128-272	128-198	127-318
R2	128-097	128-097	127-302
R1	128-023	128-023	127-286	127-292
PP	127-242	127-242	127-242	127-216
S1	127-168	127-168	127-254	127-118
S2	127-067	127-067	127-238
S3	126-212	126-313	127-222
S4	126-037	126-138	127-174

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	131-097	130-228	128-151
R3	130-052	129-183	128-050
R2	129-007	129-007	128-017
R1	128-138	128-138	127-303	128-050
PP	127-282	127-282	127-282	127-238
S1	127-093	127-093	127-237	127-005
S2	126-237	126-237	127-203
S3	125-192	126-048	127-170
S4	124-147	125-003	127-069

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	128-150	127-105	1-045	0.9%	0-201	0.5%	45%	False	False	1,019,315
10	128-150	126-165	1-305	1.5%	0-210	0.5%	68%	False	False	997,453
20	128-150	126-165	1-305	1.5%	0-200	0.5%	68%	False	False	1,022,612
40	129-110	125-270	3-160	2.7%	0-221	0.5%	57%	False	False	612,952
60	129-110	124-160	4-270	3.8%	0-195	0.5%	69%	False	False	409,097
80	129-110	123-310	5-120	4.2%	0-156	0.4%	72%	False	False	306,825
100	129-110	123-310	5-120	4.2%	0-126	0.3%	72%	False	False	245,460

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-032
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	130-099
2.618	129-133
1.618	128-278
1.000	128-170
0.618	128-103
HIGH	127-315
0.618	127-248
0.500	127-228
0.382	127-207
LOW	127-140
0.618	127-032
1.000	126-285
1.618	126-177
2.618	126-002
4.250	125-036

Fisher Pivots for day following 25-Sep-2015
Pivot	1 day	3 day
R1	127-256	127-305
PP	127-242	127-293
S1	127-228	127-282

Download as Excel Spreadsheet

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

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