ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 28-Sep-2015

Day Change Summary
	Previous	Current
	25-Sep-2015	28-Sep-2015	Change	Change %	Previous Week
Open	127-280	127-285	0-005	0.0%	127-290
High	127-315	128-145	0-150	0.4%	128-150
Low	127-140	127-265	0-125	0.3%	127-105
Close	127-270	128-140	0-190	0.5%	127-270
Range	0-175	0-200	0-025	14.3%	1-045
ATR	0-215	0-214	-0-001	-0.5%	0-000
Volume	1,202,302	1,018,454	-183,848	-15.3%	5,096,577

Daily Pivots for day following 28-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-037	129-288	128-250
R3	129-157	129-088	128-195
R2	128-277	128-277	128-177
R1	128-208	128-208	128-158	128-242
PP	128-077	128-077	128-077	128-094
S1	128-008	128-008	128-122	128-042
S2	127-197	127-197	128-103
S3	126-317	127-128	128-085
S4	126-117	126-248	128-030

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	127-125	1-025	0.8%	0-204	0.5%	97%	False	False	1,070,444
10	128-150	126-165	1-305	1.5%	0-218	0.5%	98%	False	False	1,044,253
20	128-150	126-165	1-305	1.5%	0-200	0.5%	98%	False	False	1,025,320
40	129-110	125-270	3-160	2.7%	0-218	0.5%	74%	False	False	638,295
60	129-110	124-160	4-270	3.8%	0-197	0.5%	81%	False	False	426,071
80	129-110	123-310	5-120	4.2%	0-159	0.4%	83%	False	False	319,555
100	129-110	123-310	5-120	4.2%	0-128	0.3%	83%	False	False	255,644
120	129-110	123-310	5-120	4.2%	0-107	0.3%	83%	False	False	213,037

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 2 trading days

Fibonacci Retracements and Extensions
4.250	131-035
2.618	130-029
1.618	129-149
1.000	129-025
0.618	128-269
HIGH	128-145
0.618	128-069
0.500	128-045
0.382	128-021
LOW	127-265
0.618	127-141
1.000	127-065
1.618	126-261
2.618	126-061
4.250	125-055

Fisher Pivots for day following 28-Sep-2015
Pivot	1 day	3 day
R1	128-108	128-088
PP	128-077	128-037
S1	128-045	127-305

Download as Excel Spreadsheet

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

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