ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 29-Sep-2015

Day Change Summary
	Previous	Current
	28-Sep-2015	29-Sep-2015	Change	Change %	Previous Week
Open	127-285	128-130	0-165	0.4%	127-290
High	128-145	128-285	0-140	0.3%	128-150
Low	127-265	128-085	0-140	0.3%	127-105
Close	128-140	128-260	0-120	0.3%	127-270
Range	0-200	0-200	0-000	0.0%	1-045
ATR	0-214	0-213	-0-001	-0.5%	0-000
Volume	1,018,454	1,357,240	338,786	33.3%	5,096,577

Daily Pivots for day following 29-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-170	130-095	129-050
R3	129-290	129-215	128-315
R2	129-090	129-090	128-297
R1	129-015	129-015	128-278	129-052
PP	128-210	128-210	128-210	128-229
S1	128-135	128-135	128-242	128-172
S2	128-010	128-010	128-223
S3	127-130	127-255	128-205
S4	126-250	127-055	128-150

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	128-285	127-140	1-145	1.1%	0-193	0.5%	95%	True	False	1,152,479
10	128-285	126-165	2-120	1.8%	0-202	0.5%	97%	True	False	1,079,437
20	128-285	126-165	2-120	1.8%	0-196	0.5%	97%	True	False	1,037,522
40	129-110	125-270	3-160	2.7%	0-218	0.5%	85%	False	False	672,089
60	129-110	124-160	4-270	3.8%	0-196	0.5%	89%	False	False	448,691
80	129-110	123-310	5-120	4.2%	0-161	0.4%	90%	False	False	336,521
100	129-110	123-310	5-120	4.2%	0-130	0.3%	90%	False	False	269,217
120	129-110	123-310	5-120	4.2%	0-108	0.3%	90%	False	False	224,347

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
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	0-030

Fibonacci Retracements and Extensions
4.250	131-175
2.618	130-169
1.618	129-289
1.000	129-165
0.618	129-089
HIGH	128-285
0.618	128-209
0.500	128-185
0.382	128-161
LOW	128-085
0.618	127-281
1.000	127-205
1.618	127-081
2.618	126-201
4.250	125-195

Fisher Pivots for day following 29-Sep-2015
Pivot	1 day	3 day
R1	128-235	128-191
PP	128-210	128-122
S1	128-185	128-052

Download as Excel Spreadsheet

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

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